Hi again,

although I’ve thought I’m fed up with the similarity ideas (I can just repeat that I haven’t find anything working well for me), while walking to my day job I suddenly started to think about the TZ concept again. It was just an idea and I haven’t tested anything so far. But I wondered how we could deal with potential TZ’s if we’d…[Read more]

Thanks, you too.

Thanks a lot, guys. It’s quite interesting to see that there’s no direct relationship between the period and the lag. I don’t like to apply it in trading. However, it seems to be part of CrucialPoint’s indicators (Zero-lag MACD) that uses the Zero-lag EMA described in the paper you mentioned.

Hi, I’m not sure if this really fits here. However, I have a question in regards to Ehlers ZeroLag MA. I’ve tried to find out which lag this “zero lag” version produces in comparison to its calculation period. Unfortunately without much success. Any hints?

Enough ideas for homework over the weekend???

Definitively

Oh – I found indeed a shift in behaviour – even in my H1. The indicator window shows the H1 excess activity for a typical week in 2014 (left) and in 2017 (right) … The shift seems to happened somewhere in the beginning of Octobre 2014.

And here is the prize path-volume-structure of EURUSD in terms of the intercepts and slopes …

From the slope relation the outstanding M15 behaviour becomes even more visible.

The question is, what we now could do with these numbers …

@simplex: This evening I had some time and thus I followed your suggestion and calculated prize paths and regressions between prize path and volume for EURUD. I obtained the results listed below:

I calculated the results beginning with the smallest TF. Thus, I was amazed to see that there’s a tendency up to the H1 that for higher TFs the prize…[Read more]

Yes, it does. Even if I ignore these cases, your idea only explains less than 3 % of total variance …

Seems that the quote function doesn’t work again …

Take you time to do whatever you want ;) I know that this forum isn’t as attracting as it was two years ago since most users are very silent.

Regarding 2*(High-Low)/abs(Open-Close): I’ve tested different versions for the prize path. I think I’ve tested a similar formula, too. However,…[Read more]

I’ve thought it would be a good idea to investigate the relationship between prize movements and volume. Thus, I’ve used my way of calculating the prize path, calculated it for 603,896 M1 candles and looked at the relationship between prize path and volume:

As you can see, there seems to be a linear relation between volume and the prize path. The…[Read more]

Yes, surely. It may only give a hint. Thanks!

After studying the volume concepts laid down by GG I found this one again. After adapting and filtering with higher TF signals I obtain sometimes quite accurate turning points. However, what me really wonders is this: We can often see turning points with a high volume and a high range. How does it fit in the water flow analogy? Why should the…[Read more]

lol

@Despacito:

Eurusdd wrote:

For example, suppose you chose your reals to be high of bars. The on the daily chart of you set n=2 then you need to look in the DNA for 5 bars. Let us suppose the highs of the last 4 bars are 1.2344, 1.2566, 1.2211, 1.2222, ????? What will be ????? Since there must be a decreasing or increasing 3-subsequence, the high…

[Read more]

yes, it was a typo of EURUSDD, see here.

In theory you could use any prize characteristics. I think it was @MTH2014 (aka Kiads) who found that for OHLC4 the relative frequency is even higher. However, I still can’t see how we can use it in order to predict a prize direction. My stats on dependent probabilities* have shown that there’s no…[Read more]

Ok, here are some of the results. I’ve used the same terminology as in my above post (a (0)-recurrent event represents transient prizes). For each candle in the EURUSD H1 history I’ve counted how often each prize has been hit h bars before or after the mid-candle (problem bar). Here are some results for h in {5, 25, 50}:

With these empirical…[Read more]

… way to go …

Yes, that’s exactly what I did. I’ll post some charts in the future. However, my first findings are that most recurrent levels are hit more often than two times …

Let me introduce a new terminology. Instead of transient prizes I’ll talk about (0)-recurrent zones. In general, a prize is (l)-recurrent whenever l >= 1. It means that the prize under consideration has been hit at least once h bars after a problem bar. In that way we shift the focus from transient states to recurrent states and look how often one…[Read more]