I see kprsa, thanks. I understood now that you were talking about the sum of probabilities. Regarding the last point, the probability would be much higher than 71% if the current price was only 10 pips away from the problem price (for example). Or ...

The similarity system

Interesting analysis kprsa, thanks. Presumably you calculated the probabilities of a transient price being broken using a large sample of past data? However, your last statement is interesting and appears to contradict the previous ones. The initial ...

The similarity system

I think there are two ways you can interpret this: 1) If the last h bars didn't touch a certain price (so the current bar is left-hand transient), then the probability of the next h bars not touching the same price is small (especially if h is ...

The similarity system

Thank you very much hepsibah for your generous hints, and congratulations on increasing your account by 40%! Unfortunately I was too busy to trade much last week, but I'll look into your low-h system from now. It's great that you're using it to ...

The similarity system

Hi Eurusdd, why are your cyan boxes all different widths? Do you recommend using different h values within the same screen? Thanks.

The similarity system

I'm working on a C# indicator now to cover the bars' midpoints too. It will work on MultiCharts and NinjaTrader (with slight modification). I don't know anything about MQL but if it's anything like C# you should be able to adapt it. I'll try to post ...

The similarity system

Thanks, but all I was saying is that just because a price doesn't have a rectangle (so is h-recurrent), it doesn't mean that price will return there. It may have been recurrent due to an earlier bar, not a later one. You can see this in several bars ...

The similarity system

Also hepsibah, if h=7 then your indicator should have painted a fat rectangle halfway up bar B, shouldn't it? Price didn't go there 7 bars before and after.

The similarity system

Interesting observations hepsibah, and a nice clear chart. But I don't think we can assume that price will return to point B. That price is recurrent because of point A. It doesn't mean it will be recurrent in the future too. Take the bar after the ...

The similarity system

Hi Eurusdd, Thank you very much for taking the time to explain the stochastic process of price movements. I do have a couple of questions though, for you or anyone else who understands it (Vlady?): 1) I understand what the h constant is but I'm less ...

The similarity system

He clearly said that 2 consecutive bars with h-transient prices are extremely uncommon, if you get the value of h right. It's all about choosing the right h value for the given timeframe.

The similarity system

Vlad, do you think binary options are part of the arbitrage problems too? Eurusdd sometimes says things like "she will close below 1.3xxx after xx minutes". Maybe big players are defending option positions at these prices? Just a thought.

The similarity system

You mean you expect a LL before it goes higher?

The similarity system

Looks like Eurusdd's infamous prediction came true... to the pip. I'm not his follower, fan, boyfriend or anything else, but got to give credit where credit's due.

EURUSD

Is this using real money? If so, you must be very very rich.

EURUSD

He has said several times that it will be sooner rather than later. Obvioulsy he can't give an exact date and time, or that really would be the Holy Grail. My guess is he expects it to happen within the next few days, and certainly no later than the ...

EURUSD

Another one bites the dust...

EURUSD

I see. So the picture of the cake was the final straw. Seems a bit harsh, but now we know where we stand about smutty jokes. Thanks for clarifying.

EURUSD

Anyone expecting Mario to say much, beyond the predictable "It's too early to say if the recent meaures are working, but we'll continue to monitor the sitiuation and act accordingly." ?

EURUSD

Looks like it's stuck at the rising TL. If it breaks through it could be down for a few.

EURUSD