0002ct 
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Thursday, November 19, 2015 
Tuesday, December 24, 2019 12:06:59 PM 
459 [0.16% of all post / 0.25 posts per day] 

Just wanted to briefly drop by to gently announce (I think the kids call it a "humblebrag") the success of the DoubleSlit Indicator over the past year. As some of you know, there's been a lot of trial/error seeking ways to exploit the uncertainty principle in ways that could be implemented on time series.
Well, the DSI continues to accurately predict the 1 or 2bar price direction without any errors. The one hiccup, close to being solved, is whether the output is for either 1 or 2 bars out  the direction is always correct, but there is 50% accurancy so far on the n+ bars target. I've been testing whether taking the 2bar position works, except it doesn't when DSI meant 1. I'm close.
This is as close to a Grail as there is, IMHO and all that. Anyway, probably oversharing, but hey, yolo, like also the kids say.

Yes, understood. The solution works for what I need. Thank you.

Our posts crossed each other. I think the solution is what I need. Thanks so much, Bruce. Hope all's well.

To clarify, I use the formula above typically on Daily timeframes. However, I would like to calcuate in minutes (or some shorter timeframe) the bars elapsed since the signal. Thank you.

Hello.
How can I output a barsago count in minutes for this redtogreen indicator:
XAVG((XAVG(STOC10, 5)  MIN(XAVG(STOC10, 5), 10)) / (MAX(XAVG(STOC10, 5), 10)  MIN(XAVG(STOC10, 5), 10)), 5) > XAVG((XAVG(STOC10.1.1, 5)  MIN(XAVG(STOC10.1.1, 5), 10)) / (MAX(XAVG(STOC10.1.1, 5), 10)  MIN(XAVG(STOC10.1.1, 5), 10)), 5) AND XAVG((XAVG(STOC10.1.1, 5)  MIN(XAVG(STOC10.1.1, 5), 10)) / (MAX(XAVG(STOC10.1.1, 5), 10)  MIN(XAVG(STOC10.1.1, 5), 10)), 5) <= XAVG((XAVG(STOC10.1.2, 5)  MIN(XAVG(STOC10.1.2, 5), 10)) / (MAX(XAVG(STOC10.1.2, 5), 10)  MIN(XAVG(STOC10.1.2, 5), 10)), 5)
I'd like to know "how many minutes (bars) ago" the above state change occured. I would end up using these in tables to sort these events by recency.
Thank you very much for taking a look.

Thanks, Bruce. I understand and I know the idea was not feasible. Thanks for taking a look. I really appreciate it.

Bruce, how about ShapiroWilk?

It's the "turned green" component of the DSS. Your "turned red" version is exactly correct  I just tested. Many thanks, Bruce. I needed this for an alert.

Hello.
I use the following for a redtogreen indicator:
XAVG((XAVG(STOC10, 5)  MIN(XAVG(STOC10, 5), 10)) / (MAX(XAVG(STOC10, 5), 10)  MIN(XAVG(STOC10, 5), 10)), 5) > XAVG((XAVG(STOC10.1.1, 5)  MIN(XAVG(STOC10.1.1, 5), 10)) / (MAX(XAVG(STOC10.1.1, 5), 10)  MIN(XAVG(STOC10.1.1, 5), 10)), 5) AND XAVG((XAVG(STOC10.1.1, 5)  MIN(XAVG(STOC10.1.1, 5), 10)) / (MAX(XAVG(STOC10.1.1, 5), 10)  MIN(XAVG(STOC10.1.1, 5), 10)), 5) <= XAVG((XAVG(STOC10.1.2, 5)  MIN(XAVG(STOC10.1.2, 5), 10)) / (MAX(XAVG(STOC10.1.2, 5), 10)  MIN(XAVG(STOC10.1.2, 5), 10)), 5)
What is the greentored version, please?
Thank you.

Thanks, Bruce. I am familiar with how stock data in particular is typically both nonormal as a characteristic and also the normality assumption / sample size relationsip. I'm also generally aware of how often Gaussian models are described as inadequate for describing significance in market returns. I think lognormal would work too, but I am not after that yet.
I'm trying something atypical by seeking a way to measure normality, even in nonlognormal ways. I think possibly some tickers actually might have Gaussian distributions even when the general returns for the universe typically are not. I don't know what the reason for this is, but I have some thoughts, and I do think that reason is causal. Volatility as a factor is more normally distributed than return prices.
My hope in forcing an normaldistribution evaluation on all tickers is that it would make those with that hidden characteristic filter to the top where I could do some additional testing on them.
Before trying anything, a question: is it possible to use whatever normality test for evaluating volatility itself and not returns?

