Profit from a random price range - page 7

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NorthernWind:

By the way, it wasn't exactly an oracle in the game, there was a Gaussian distribution.


I can't find what you're talking about. Where, what, the game, please link, 2 times I looked all over the branch, you do not have any links here :(

 
Rosh, as far as I remember it was a Wiener process, i.e. the returns are Gaussian.
 
Mathemat:
Rosh, as far as I remember it was a Wiener process, i.e. the returns are Gaussian.
Yes I already said that Excel can also generate such increments, but it produces a wild Z-count value. As a result, it's a grail.
 
How exactly did you do it in XL, Rosh? I'm just wondering so I don't run into a rake.
 
Mathemat:
How exactly did you do it in XL, Rosh? I'm just wondering, so I don't run into a rake.
Yes, I wrote about it on my blog - Z-counting and random number generation.
 

The topic deserves to be discussed further, as far as I'm concerned. Time has passed - there was a lot to think about and learn.

Especially the Fisher Transform is sort of described...

;)

I whipped up two scripts for generating test series. (for uniform and normal increments).

Please don't kick for necromancy and sloppiness in rushed code...

Files:
generate_rnd.mq4  4 kb
generate_normale.mq4  5 kb
 
avatara:

The topic deserves to be discussed further, as far as I'm concerned. Time has passed - there was a lot to think about and learn.

Especially the Fisher Transform is sort of described...

;)

I whipped up two scripts for generating test series. (for uniform and normal increments).

Please don't kick for necromancy and sloppiness in rushed code...

On the other hand, why generate when there are real tics but you can't get to them, who knows - what's the problem?
 

That's another topic... And why do you need ticks? If you think that they are the only uniformly distributed increments - use bars with normal distribution... Thinking that in these bars DPT has knowingly generated normality of increments.

;)

 
Reading this reminds me of giving the great mathematicians a problem to solve from the school curriculum. The market is much simpler. And there is no chaos there, it is controlled by a firm hand.
 
zaxod1:
Reading this reminds me of giving great mathematicians a problem to solve from the school curriculum. The market is much simpler. And there is no chaos there, it is controlled by a firm hand.
The profits from a random series are random.
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