So I've been researching statistical analysis for a considerable amount of time and still haven't really found what I've been looking for and am hoping that by getting help answering this question it will send me down the right path to answering all of my questions. So I am hoping that someone will be able to tell me how and what package I would need to do what I'm about to describe. I want to take historical price data from 1 minute currency pair charts and find the probabilities of price moves after a pullback immediately following an impulsive move. So I would have to set the definition of an impulsive move as price moving a certain percentage in a certain amount of time, I'd have to define a threshold as to what would be considered a pullback and what wouldn't and then I'd like to gain the information as to what the probability is of different percentage of moves at different pullbacks, the different probabilities with different length impulsive moves. Can anyone get me set on the right path here, I'm swimming in information and am just so lost. Any help will be so much appreciated. Thanks!
Statistical Analysis of an Exchange Rate
4 messages · spencer davis, Bert Gunter, Eric Berger +1 more
1 day later
Your question is way off topic here -- this list is for R programming questions, not statistical consulting. You might wish to try stats.stackexchange.com for the latter. Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
On Wed, Mar 4, 2020 at 10:58 AM spencer davis <causticfx88 at gmail.com> wrote:
So I've been researching statistical analysis for a considerable amount of
time and still haven't really found what I've been looking for and am
hoping that by getting help answering this question it will send me down
the right path to answering all of my questions. So I am hoping that
someone will be able to tell me how and what package I would need to do
what I'm about to describe. I want to take historical price data from 1
minute currency pair charts and find the probabilities of price moves after
a pullback immediately following an impulsive move. So I would have to set
the definition of an impulsive move as price moving a certain percentage in
a certain amount of time, I'd have to define a threshold as to what would
be considered a pullback and what wouldn't and then I'd like to gain the
information as to what the probability is of different percentage of moves
at different pullbacks, the different probabilities with different length
impulsive moves. Can anyone get me set on the right path here, I'm swimming
in information and am just so lost. Any help will be so much appreciated.
Thanks!
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Alternatively you might try posting to r-sig-finance at r-project.org
On Wed, Mar 4, 2020 at 9:38 PM Bert Gunter <bgunter.4567 at gmail.com> wrote:
Your question is way off topic here -- this list is for R programming questions, not statistical consulting. You might wish to try stats.stackexchange.com for the latter. Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Wed, Mar 4, 2020 at 10:58 AM spencer davis <causticfx88 at gmail.com> wrote:
So I've been researching statistical analysis for a considerable amount
of
time and still haven't really found what I've been looking for and am hoping that by getting help answering this question it will send me down the right path to answering all of my questions. So I am hoping that someone will be able to tell me how and what package I would need to do what I'm about to describe. I want to take historical price data from 1 minute currency pair charts and find the probabilities of price moves
after
a pullback immediately following an impulsive move. So I would have to
set
the definition of an impulsive move as price moving a certain percentage
in
a certain amount of time, I'd have to define a threshold as to what would be considered a pullback and what wouldn't and then I'd like to gain the information as to what the probability is of different percentage of
moves
at different pullbacks, the different probabilities with different length impulsive moves. Can anyone get me set on the right path here, I'm
swimming
in information and am just so lost. Any help will be so much appreciated.
Thanks!
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
or possibly even more appropriate is quant.stackexchange.com.
On Thu, Mar 5, 2020 at 4:38 AM Eric Berger <ericjberger at gmail.com> wrote:
Alternatively you might try posting to r-sig-finance at r-project.org On Wed, Mar 4, 2020 at 9:38 PM Bert Gunter <bgunter.4567 at gmail.com> wrote:
Your question is way off topic here -- this list is for R programming questions, not statistical consulting. You might wish to try stats.stackexchange.com for the latter. Bert Gunter "The trouble with having an open mind is that people keep coming along
and
sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Wed, Mar 4, 2020 at 10:58 AM spencer davis <causticfx88 at gmail.com> wrote:
So I've been researching statistical analysis for a considerable amount
of
time and still haven't really found what I've been looking for and am hoping that by getting help answering this question it will send me
down
the right path to answering all of my questions. So I am hoping that someone will be able to tell me how and what package I would need to do what I'm about to describe. I want to take historical price data from 1 minute currency pair charts and find the probabilities of price moves
after
a pullback immediately following an impulsive move. So I would have to
set
the definition of an impulsive move as price moving a certain
percentage
in
a certain amount of time, I'd have to define a threshold as to what
would
be considered a pullback and what wouldn't and then I'd like to gain
the
information as to what the probability is of different percentage of
moves
at different pullbacks, the different probabilities with different
length
impulsive moves. Can anyone get me set on the right path here, I'm
swimming
in information and am just so lost. Any help will be so much
appreciated.
Thanks!
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.