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History Movement Changes statistics and filters

PostPosted: Thu Sep 19, 2013 2:17 pm
by Jerzy
Stan,

Thank you for new statistics and filters that you included in the build 130918.

However, it is not clear to me what are the history movement changes and how they are calculated.
Obviously, it is not a count of positive or negative sum/diffs movement.

The History Movement Changes filters in Analysers work well but using that filters without knowing what they are about would be a bit strange.

Re: History Movement Changes statistics and filters

PostPosted: Thu Sep 19, 2013 10:38 pm
by andthen
The History Movement Changes statistic tracks consecutive sum and difference increases and decreases on each level ...++ or two --, the filter statistic is set to remove the levels that break the trend. ie ++- and --+.

This feature has only been available a few weeks, but I find that running say 10 sets of what if numbers will provide you with a very good pointer as to firstly what levels will increase or decrease (two uses so far and both times have produced 100% accurate results, particularly for differences, sums not so accurate) and then you can use that information to predict which levels might continue to be + or - or those that won't and then filter in the movement changes statistics accordingly. If you can give this a narrow setting..one or two levels maximum range you should find you can remove a lot of combinations.

Also as a general rule, it is rare for there to be a 100% continuation of consecutive + or - or for that matter pos and neg differences - the maximum range is more like 80/20. However filtering like that, although safe, will not remove many tickets.

Regards

Re: History Movement Changes statistics and filters

PostPosted: Fri Sep 20, 2013 3:57 am
by Jerzy
andthen,

Thank you for the explanation of how the History Movement Changes statistics and filters work and for an interesting piece of your research.

Regards