Yes, but for valid PTZ only! The RS doesn't calculate the multiple recurrences. In that case just put the h_right (which is your X) to 4, note down the P(X), set it to h_right=12, note down the probability you are interested in P(12). Calculate the ...

The similarity system

Ralome, For the tenth time, the moving average is an estimate of the mean. The standard deviation is then calculated as the square rooted (sum of squares of differences divided by number of samples for the mean). Simple moving average lags by half a ...

The Great Pumpkin

TZ theory teaches us that, in the higher TF, (TF of 30 trades or so) that maximum in Balance can be seen as a fractal/end-of-bar transient zone with a high probability of being taken out! All the best, k

The similarity system

Lowphat, if anybody ever tells you that you are not thorough, I hereby promise to have a word with them. Cheers, k

Fractal Engulfing Candle Indicator

yes, all correct. the same stuff with (Take[y, {201,800}]-SMA)^2 corresponds to shift by 200=period/2. today i was not at my hobby computer and did not have mt4. i will generate some histograms for mt4 so that one can directly compare the standard ...

The Great Pumpkin

i'll take a look at them, most likely tomorrow morning. k

Fractal Engulfing Candle Indicator

hi, is this the same as fractal breakout? k

Fractal Engulfing Candle Indicator

agreed, i think snb are likely to push the eurchf high up so that it is not in danger before the referendum. we'll see. they will also have a certain amount of time before implementing the letter of the referendum in case it passes so it could be ...

EUR/CHF

The array indexing in Mathematica starts with 1. I calculated the 401st element of the MA as a sum of first 400 data points, etc. For example, 501st is calculated as a mean value of 101-500th data element etc. No, these are the data points for which ...

The Great Pumpkin

Well, the error of the standard deviation (600 samples) for the non-shifted case is 128% in my example above. For the MA shifted by period/2, the error is 2.6%. The ratio of the two calculated standard deviations for the two cases is 2.29. I would ...

The Great Pumpkin

I agree that it should be no difference when the price mean is flat with respect to time. Then also the lag of the moving average will be equivalent to zero, so in this case the lag correction is unimportant. But things do change in a trend. The ...

The Great Pumpkin

Example: SMA(7) Candle: 1 2 3 4 5 6 7 Prices: a b c d e f g SMA calculates (a+b+c+d+e+f+g)/7, which is fine, and attributes it to price g, which is not correct. It should be attributed to the price d, since it is an estimate of mean around this ...

The Great Pumpkin

The formula for the standard deviation is not wrong, it is also used in this code. What is wrong is the number of samples required to reach a reasonably precise conclusion. The Bands take the same number of samples (candles/bars) for estimating the ...

The Great Pumpkin

Hi, the idea for the next snippet of code is sum=0.0; k=i+BandsPeriod-1; while(k>=i) { oldval=MovingBuffer[k]; newres=Close[k+MAPeriod/2]-oldval; sum+=newres*newres; k--; } deviation=BandsDeviations*MathSqrt(sum/BandsPeriod); ...

The Great Pumpkin

The real reason: Aesthetics. If this trade works, this will be the closest thing I've ever done to getting an absolute top or bottom correctly. Cheers, k

EUR/CHF

Hi, that was an error in the text (already reported by NorthTrader this morning). Please download the text again. k

The similarity system

Seriously, no need to be so strict with the nomenclature. Also the usage of k in the Recurrence statistic is very clumsy (as compared to the Definition 1 and Proposition 1). The most important thing is that k denotes price, whether you want to call ...

The similarity system

Well, I am happy to hold this trade for a month or more (dependent on the outcome of the Swiss gold referendum end November, which could influence EURCHF as well), or whenever the SNB starts pushing. As for the reason for 1.25, check the ...

EUR/CHF

[email protected] mood: optimistic. cheers, k

EUR/CHF

one little piece of advice: for every event happening, try to deduce the relevant timeframe. while this 118 pip event manifested itself on the m15, probably the more correct timeframe to look at this event is daily or weekly. for example, inspect ...

The similarity system