You need an indicator that reflects the price in operating time. - page 2

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Prival:

Collect 50 ticks, 45 of them are equal in price and 5 have significant variations.

You seem to be inattentive again. There can't be 45 out of 50 consecutive ticks equal in price, at most 25 out of 50. Because the server gives a tick when and only when the price changes. There are no artificial ticks. Very rarely the prices of consecutive ticks may coincide, but this is either a communication failure or some other malfunction. This is how metatrader is set up.
It is for this reason that the number of ticks can in no way be taken as the number of measurements.
 
There is another point: m.o., let's say, works here for better or worse, but dispersion does not work at all, because the distribution of ticks by price is non Gaussian. We are used to the word "dispersion", but often forget that this statistic is more or less correct only for Gaussian distributions. On distributions with thick tails it is not informative at all.
 
lna01:
Prival:

Collect 50 ticks, 45 of them are equal in price, and 5 have significant deviations.

You seem to be inattentive again. There can't be 45 out of 50 consecutive ticks equal in price, at most 25 out of 50. Because the server gives a tick when and only when the price changes. There are no artificial ticks. Very rarely the prices of consecutive ticks may coincide, but this is either a communication failure or some other malfunction. This is how metatrader is set up.
It is for this reason that the number of ticks can in no way be taken as the number of measurements.

It turns out that it's impossible to get the data I need with the accuracy I want :-(((( if I use the MT4 output. But to check the adequacy of the model we need exactly this kind of data series IHMO. The only way out is to form such a series by myself from the file postedby Renat . Too bad, but I don't see any other way out.

Although you must have a sight anyway, it may not be the most accurate, but it's worse than without it.

 
Prival:
lna01:
Prival:

Collect 50 ticks, 45 of them are equal in price, and 5 have significant deviations.

You seem to be inattentive again. There can't be 45 out of 50 consecutive ticks equal in price, at most 25 out of 50. Because the server gives a tick when and only when the price changes. There are no artificial ticks. Very rarely the prices of consecutive ticks may coincide, but this is either a communication failure or some other malfunction. This is how metatrader is set up.
It is for this reason that the number of ticks can in no way be taken as the number of measurements.

It turns out that it's impossible to get the data I need with the accuracy I want :-(((( if I use the MT4 output. But to check the adequacy of the model we need exactly this kind of data series IHMO. The only way out is to create such a series by myself from the file postedby Renat . Too bad, but I don't see any other way out.

Although you must have a sight anyway, it may not be the most accurate, but it's worse than without it.


The rifle scope also needs to be set up. So it may be better without a scope.
 
Mathemat:
There is another thing: m.o., let's say, works here for better or worse, but dispersion does not work at all, because the distribution of ticks by price is non-Gaussian. We are used to the word "dispersion", but often forget that this statistic is more or less correct only for Gaussian distributions. On distributions with thick tails it is not informative at all.

I agree that if it were NZR, it would cover the required value with the probability of 0.97. If not normal, it would just be less. I think with probability 0.7 for any distribution law that has a mode and variance. If you need, I can give you some calculations, a consequence of Chebyshev's theorem
 
Vinin:
The rifle scope also needs to be set up. So it may be better without a scope.
As soon as I set it up, I will open a demo account as soon as possible, before they get to that. Of course, you can do it without a scope, but it is not our method. There is an anecdote on the subject, the best missile air defense SS-20, and not the S-300. :-). Even if you miss the plane it still has nowhere to land :-).
 
Prival:
Vinin:
The rifle scope also needs to be set up. So it might be better without a scope.
As soon as I set it up, I will open a demo account as soon as possible, before they get to that. Vinin: As soon as I set it up, I will open a demo account as soon as possible. There is an anecdote on the subject, the best air defence missile is SS-20, not S-300. :-). Even if you miss the plane it still has nowhere to land :-).

It would be nice to have a cannon to the sight as well (but it would be better to have a missile). All this is a joke, of course. But we don't have a sight or a cannon yet. But when we will have one. How long we have to wait. And the only missile I know, although I do not remember the name, but the complex was a 9.
 
Prival:
Integer:
That's what I'm saying, I haven't seen that, and that's not what's in your picture. If there was an artificial bar to zhack a hole in time, it would have an opening price equal to the closing price of the previous bar, but that's not what's in the picture.

I agree, it isn't pure form, it is a real tick. 2, 3 and 4 ticks appeared almost simultaneously. The bar appeared at the 2nd tick, so I cannot say if it is an artificial or real tick. More likely it was a real tick, because time interval was more than one minute before appearance of these 3 ticks.

Real ticks are real. There were problems with the connection. And there are also DTs - they give out 2 ticks at a time, so as not to open on the edge of the range.
 
Integer:
The real ones are tics. There have been problems with the connection. And there are also dts - they give out 2 ticks at a time to avoid opening on the edge of the range.

A little more detail, please.
 
There doesn't seem to be much more to tell.
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