One could possibly volume/range weight the MA to make it more responsive to sudden price changes / lag less. k

Statistical mean of the market [quant corner]

Haha, I can return the "favour" by recommend some mean books! Yeah, probabilities! k

The similarity system

Fully agreed and understood! Thanks! k

The similarity system

If I don't get a heart attack today, I am there for you! k

The similarity system

Whoa. There goes another month... Thanks for sharing! Whoa. k

The similarity system

one should just simply measure in the past the relative frequency of what is now going on. to do this, you find the number of same situation N in the past, and measure the number of times it was a certain type of outcome, say N1, and calculate the ...

The similarity system

i am sorry, i think that your understanding of the tz is not correct at this point in time. while i am happy that your trading is doing well, i would advise you to more carefully ponder the definition 1 and the proposition 1. i think this particular ...

The similarity system

ok, thanks. i think that this particular zone is cleared on the right. however, even if it wouldn't be, it would not qualify to be h-transient for your choice of h, according to the definition 1. it is "cleared from the left hand side", as it were. ...

The similarity system

is - > can be defined by i agree with everything else. it is very easy to change the provided code of the RS indicator and compare the tz zone height to atr, certain number of pips or whatever measure of usefulness you have. you can also easily ...

The similarity system

Hello, thanks for sharing your knowledge. I am looking into these concepts currently and will carefully study the thread. Cheers, k

Auction Market Value Theory & Analytics

You can define a statistical frequency of whatever you want, and, with a sufficient number of samples, call it the empirical probability for the future such event. You do not have to compare it with anything to call it the probability. Please show ...

The similarity system

There are layers upon layers of stuff here. Even if you think you understand it all, take a break and read once again. k

The similarity system

Thanks for your great efforts, this thread deserves more attention. k

DATFRA - Mt4 EA Builder & Walk Forward Analyser

That is because they are already recurrent by Definition 1. I have not checked, but I would actually not be surprised if the (right-hand) recurrence probability would be in favor of already recurrent bars. I now have a bit much on my plate - too ...

Transient Zones - Basics

hi Winston, to a large extent i agree with you. and i am learning the market. i just wrote a comment along very similar lines in another thread. however, i think that there are instances where technical analysis can do a reasonably good job. one ...

The Great Pumpkin

Sometimes some people do things even though they do not benefit directly from them. All the best, k

The similarity system

Hi, I think you mean "fully resolving possible transient zones"? The "transient zones" are the mid-bar transient zones. So they are defined as areas on the candle which has, for example, a higher High than the maximum of the previous h_left candles ...

The similarity system

Hi MAM.Trader, You are of course very welcome to share your code where you do the procedure you think is correct. k

The similarity system

Hi, my understanding is the same as yours. k

The similarity system

Yes, i meant the extension along the price axis, one should more precisely call this height. Cheers, k

The similarity system