@soreqt4736
I like your works, man keep going, it's really great !
@boring91
Great video, just a quick note, some of the plots are actually ETHUSDT not BTCUSDT
@snay6869
you are a real quant man
@FreeMarketSwine
I would expect any support/resistance strategy that deals with bands to have a >50% bounce rate with the bounce rate being higher with wider bands. The wider the bands, the further from the other side the initial entry into the bands is likely to be. Without knowing exactly how you tested it, I'm surprised that the random permutations didn't show the same results.
@pranavswaroop4291
Really interesting lesson for a noob like me, and exciting outcome! Thank you so much, wish you much good Karma.
@leomelo2478
Hi, man! Very nice work. Thanks for sharing it. I have a question about your method in this video. Do you count every entrance on the bands as an event or only the ones where the price crosses the average? If you count every entrance, there is a natural tendency for bouncing, since the price is already closer to the side it entered from. I think that, if you only count the events in which the average is touched, you have a better way to check if this effect is real, since a statistical test for the bouncing probability being higher than 50% would be simpler and effective.
@boring91
I have a question regarding generating random permutations, I can see that the close price is generated by taking price changes and getting the cumulative sum. How about the high and low prices? We need them to compute the atr and we cannot use the same technique as we did the close price since they will generate inconsistent numbers.s
@Gingeey23
Interesting video and outcome, appreciate the reference to the scientific literature!
@TienNguyen-ym1jh
Tks for the share man.
@blackestwhite
thanks man, really insightful!
@JaymeMGonzalez
Awesome videos man! I have the impression that moving averages are more respected when the price is trending than when in a range. How could that be tested? Is there an approach you would recommend? I'm a beginner 😅 please be gentle if you reply
@longpos222
Hello @neurotrader could I ask why do you use SMA 72 but not 50 or 89? thanks
@snay6869
THIS IS AMAZING BROOO
@Harrison-z6b
Can you share the code? Thank you
@ventiladorbueno1846
Thanks
@wong4359
Your video is so good!
@lorensaunders6034
Dang. Thanks. Great ideas in here.
@MA23312
Hi, can you share the code would be appreciated
@renemiche735
Gold , thanks a lot .
@PaulSmithGsy