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Vremennyye ryady Fibo i bitkoin.
Kak izvestno, s lyuboy birzhi prikhodit 3 vida dannykh - vremya, tsena, ob"yem. Segodnya posmotrim faktor vremeni.
Sredi variantov analiza, primenyayemykh v treydinge, pokazhem maloizvestnyy sposob popytki prognozirovaniya veroyatnogo vremeni (ili otrezka vremeni) budushchego izmeneniya trenda issleduyemogo instrumenta. Etot sposob primenyayet chisla Fibonachchi k vremennym ryadam i ikh volshebnyye svoystva , okazyvayetsya, rabotayut zdes' ne tak uzh plokho. Osnovnaya problema v chislakh Fibo - bol'shaya zavisimost' ot kvalifikatsii cheloveka, delayushchego analiz (sub"yektivnyye suzhdeniya - ne formalizovannyye pravila, a dlya kakogo-to stabil'nogo prognoza neobkhodimy imenno zhestkiye usloviya). Ot togo, kakiye tochki na grafike sluzhat startovymi dlya postroyeniy (to yest' kakiye vyberet treyder) i zavisyat dal'neyshiye rezul'taty. Mnogiye znayut, chto, naprimer, postroyeniye korrektsii ili rasshireniya po Fibo zavisit tol'ko ot treydera (svoi yaytsa kazhdyy baran nosit sam!).
V dopolneniye vysheskazannomu, nuzhno podcherknut', chto chisla Fibo rabotayut dlya ustoychivoy gruppy treyderov s kakimi-to obshchimi priznakami (smarty, riteyl, uroven' znaniy, geografiya...). Kazhdaya otdel'naya gruppa kak raz i nevol'no podchinyayetsya svoim zakonomernostyam i vozdeystvuyet na tsenu aktiva. V summe etikh vozdeystviy poluchayetsya tsenovoye dvizheniye.
Tsena pokazyvayet summarnyy rezul'tat etikh vozdeystviy i po vremeni tozhe.
Yesli poschitat' kolichestvo barov mezhdu znachimymi vershinami na grafike i primenit' koeffitsiyenty fibo, to uvidim, chto chasto v budushchem peregiby trenda (ili izmeneniye sostoyaniya rynka - perekhod iz trenda vo flet, smena tendentsii...) sovpadayut s prognoznymi.
V sluchaye, kogda sovpadayet neskol'ko prognoznykh raschetov v uzkom vremennom diapazone, mozhno govorit' o veroyatnosti izmeneniya sostoyaniya rynka.
Kak primer - na segodnya po bitkoinu i yest' sovpadeniye 4kh prognozov. Blizitsya kakoy-to impul's (imkho). Glyadya na grafik, yest' podozreniye o bol'shikh izmeneniyakh.
Time series Fibo and bitcoin.
As you know, from any exchange comes 3 types of data - time, price, volume. Today, let's look at the time factor.
Among the analysis options used in trading, we will show a little-known way of trying to predict the probable time (or time interval) of a future trend change of the instrument under study. This method applies Fibonacci numbers to time series and their magic properties, it turns out, work here is not so bad. The main problem in Fibot numbers is a large dependence on the qualification of the person doing the analysis (subjective judgments are not formalized rules, but for tough forecasts it is necessary to have strict conditions). From what points on the graph are the starting points for the construction (that is, what the trader chooses) and the further results depend. Many people know that, for example, the construction of a correction or expansion according to Fibo depends only on the trader (each ram owns its eggs!).
In addition to the above, it should be emphasized that Fibo numbers work for a stable group of traders with some common characteristics (smarts, retail, level of knowledge, geography ...). Each separate group just involuntarily submits to its laws and affects the price of the asset. In the sum of these effects, the price movement is obtained.
The price shows the total result of these influences and on time too.
If we count the number of bars between significant vertices on the graph and apply the coefficients of the fibo, then we will see that often in the future, the excesses of the trend (or changing the state of the market - the transition from trend to flat, change of trend ...) coincide with the forecast.
In the case where several forecast calculations coincide in a narrow time range, one can speak about the probability of a change in the state of the market.
As an example - for today on bitcoin and there is a coincid