Market Statistics and Probabilities (requests welcome) - Page 2
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Thread: Market Statistics and Probabilities (requests welcome)

  1. #11
    Quote Originally Posted by ;
    Interesting outcome. I'm a bit confused by standard deviation can you maybe explain a little more practical? Can standard deviation be a fixed number of pips?
    Bollinger bands are a measure of standard deviation, set your BB into something like 14 interval step with Standard Deviation of 1. . Could do a 30M chart

    that could be a practical example. .



    In 2010 this method was accurate as well but with 52% stats

    I am concerned it might be luck that there is a small positive outcome. . But the law of annually in addition to large numbers seeming to prefer a positive outcome that is minor have my focus

  2. #12
    What is the% for a very long order to be opened @ 00:00 GMT and go 75 pips for take profit 50 pips stop loss for last 260 days?

  3. #13
    Quote Originally Posted by ;
    I just ran a backtest of 10 years data on Standard Deviation

    The results reveal a small statistical advantage.
    Thinking about the upper and lower SD supplied similar results it's convincing enough (for me ) that there's an edge to be obtained in the long run...

    Here are the stats. . With 1:1 risk to reward,
    if price goes to 1 SD or -1 SD. . You immediately put a trade in relation to the typical using TP at the typical and SL at 2 or -2 SD

    chance you will get your own TP = 54.23%

    its small advantage but its really a fairly good evaluation...
    I understand that one standard deviation away from the average covers 68% of the data of a normal distribution curve so one deviation upward is 34% and down one is 34% but where is the mean within this evaluation?

    Can it be at the mean of each pub or PoC or a moving average?
    Very intriguing stuff

  4. #14
    Quote Originally Posted by ;
    I know that one standard deviation away from the average covers 68 percent of the data of a standard distribution curve so 1 deviation upward is 34 percent and one down is 34 percent but where is the mean in this evaluation?

    Is it in the mean of every bar or PoC or a moving average?
    Very interesting stuff
    with this evaluation it was a moving average

    I'm personally still turn off by the positive consequences since its a hell of a long haul with this data

    in other phrase draw can large since the consecutive loses eventually add up big. . But in the long term yes things do turn optimistic. .

    In other words I'm still favoring 50 percent probabilities and exploiting that. . This results are certainly in mind for some other thoughts

    thanks for your reply

  5. #15
    If price breaks the 38.6% fib how many times it rolls 50 percent fib,
    If price breaks the 50 percent fib how many times it rolls 55% fib,
    If price breaks the 50 percent fib how many times it rolls 61.8% fib,

    by shatter I mean,... Price closing above the fib level. I'd like to see the evaluations on 1H,4H and Daily TF.

    Due
    .

  6. #16
    Quote Originally Posted by ;
    If price breaks the 38.6percent fib how many times it touches 50 percent fib,
    If price breaks the 50 percent fib how many times it touches 55% fib,
    If price breaks the 50 percent fib how many times it touches 61.8% fib,

    by break I mean,... Price closing above the fib level. I want to see the tests on 1H,4H and Daily TF.

    Thanks
    .
    Fibs are too abstract for me to check. . I could draw a a thousand ways. . Just like a person can draw a trend line a million ways. .

  7. #17
    Its Friday and just after London close

    the week was up.. Does the EUR/USD retrace in leadership before Currency Market closes for the weekend? Will everyone take their profits before the weekend?

    NO! More often than not Friday's past couple of hours will continue at the direction of the weeks trend. .

    Friday following London closes: (10 years data)

    Continues in weeks direction = 56.10percent

    Retraces direction = 43.90%

  8. #18
    Are you running statistics and probabilities?

  9. #19
    Hi all,

    I know that is an old thread but I wish to give it a chance anyhow. I have a query. I am really no expert in statistics but I really do have some knowledge.

    Now, what am I really trying to do? I want to simulate an R-multiple supply. It looks like this can be best represented by an F-distribution. Is this right?

    Assuming the reply to this question is yes then the next question I have is how to choose the properties of my R-multiple distribution. I would enjoy the mean of the F- distribution to be the expectancy of my system PLUS ONE. I think (expectancy 1 = d2 / (d2 -2)) is your formule. Could I use this?

    Additionally I want to get a certain% of values to be below 1.

    So I want to figure out a way to randomly generate an R-multiple supply Generating an F-distribution isn't hard per se, but I need the F distribution to be representative for my own system. So I should decide on the two values.

    Anyway, it is probably not the clearest explanation but I hope someone understands what I'm trying to do and wants to give me a hand!

    Thx in Advance

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