Similarity Thoughts: Unterschied zwischen den Versionen
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Eurusdd added supposedly later on a formal description of the similarity idea to the [https://www.forexfactory.com/showthread.php?t=434603 1st post] in the similarity thread: | Eurusdd added supposedly later on a formal description of the similarity idea to the [https://www.forexfactory.com/showthread.php?t=434603 1st post] in the similarity thread: | ||
<div align="center">[[Datei:similarity principle (formal).png]]</div> | <div align="center">[[Datei:similarity principle (formal).png]]</div> | ||
| + | This doesn't seem to be something special. It states that there are two stochastic processes that should be isomorphic (bijective?) most of the time. This imo could be either | ||
| + | - the price itself and an indicator that resembles the prices, or | ||
| + | - two indicators that show similar readings most of the time. | ||
| + | The Greek letter λ can then be interpreted as a parameter (i.e. indicator setting) that determines the relative frequency of similarity. Following Eurusdd's statements, λ should be chosen in a way that the two processes are similar most of the time (almost surely), i.e. > 90 % similarity (e.g. P = 0.97). | ||
Version vom 27. April 2019, 11:54 Uhr
Similarity
General idea
Eurusdd added supposedly later on a formal description of the similarity idea to the 1st post in the similarity thread:
Fehler beim Erstellen des Vorschaubildes: Die Miniaturansicht konnte nicht am vorgesehenen Ort gespeichert werden
This doesn't seem to be something special. It states that there are two stochastic processes that should be isomorphic (bijective?) most of the time. This imo could be either - the price itself and an indicator that resembles the prices, or - two indicators that show similar readings most of the time. The Greek letter λ can then be interpreted as a parameter (i.e. indicator setting) that determines the relative frequency of similarity. Following Eurusdd's statements, λ should be chosen in a way that the two processes are similar most of the time (almost surely), i.e. > 90 % similarity (e.g. P = 0.97).
