What makes an unsteady graph unsteady or why oil is oil? - page 6
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to lea,Prival
без философии так без философии
Историю тиков можно взять тут http://ratedata.gaincapital.com/ вот только поможет ли она вам при работе с вашим брокером это под вопросом.
you can do it from here and there is a glass and volumes. and the platform is good http://www.dukascopy.com/swiss/russian/data_feed/historical/
and you can work with them
I have a different question,
a strategy based on tick forecasting is pipsqueaky by design,
I don't think you should make any meaningful trading decisions based on it (for more than one minute).
можно и вот отсюда и стакан есть и объемы. и платформа неплохая http://www.dukascopy.com/swiss/russian/data_feed/historical/
и работать с ними можно
And on the subject of threshold - who's stopping you from filtering out noise? with mahas or Parzen windows of any kind?
;)
Меня гнетёт другой вопрос,
стратегия основанная на прогнозе тиков пипсовочна по замыслу,
и принимать осмысленные торговые решения (на период больше минуты) на её основе помоиму не стоит.
I have a different question, and it's not a childish one. The second thing is that I am not satisfied with bars. If you analyze ticks and pips, you will see that the analysis of ticks is done correctly, only it is digitized correctly.I have the same hour in my analysis, only it's digitised correctly. There's a lot more data... you draw your own conclusions.
The worst thing is that no one thinks about the simple and well-known truth. The longer the forecast horizon the less accurate it is. This is physics and there's nothing you can do against it. If my tick forecast gives me more accuracy and allows you to accurately predict the movement of 160-170 pips (5 digits) I will gladly work with this forecast because its accuracy is +- 1 tick than with one that will increase by 10000 pips by the end of next week. But this forecast is accurate within 3 pips to the right of the sun
Реклама запрещена...
А к вопросу порога - кто вам мешает шумы фильтровать? махами или окнами Парзена всякими?
;)
Before you can filter something, you need to know what you are filtering, i.e. decide what is noise. And what you filter with is another matter....
Just think about it. I've already made my plan for today. 2 trades. 140 and 170 pips. + opened a third to close the gap. I'm already at no loss. I put in 1.29 TP at 1.28+1.5 spread. All can go to sleep.Find a radio engineer (otherwise you wouldn't believe me). Let him show you the response of the oscillating circuit to a single exposure. And overlay that chart with today's GEP. that's the model I use to trade after the gap. And it should have been today with a high probability.
Good night everyone and have a good day.
Whoever is interested, get in touch. Task: give a mathematical definition of a price chart with justification.
Richie:
I would call it a process. Randomness of traders' orders opening in time + unpredictability of lot sizes, if I may say so.
Or again someone will say it's not all random.
****
The chart is a direct consequence(expression) of the process. As for orders, that's the way; and the way in which a non-stationary process is created can be ignored. Who has any opinions?
Price increments are not independent, as in a bernoulli scheme. This in mathematical terms is the source of non-stationarity.
But non-stationarity is too general a characteristic of the series to build any models from it.
Я тут советничег сочинял (работает от тиков) и вот что интересно,
в тестере при оптимизации на любом месяце и последующем прогоне на весь год неизменно показывает устойчивую прибыль,
а вот при тестировании в реалтайме устойчивый слив.
прежде чем что то фильтровать, нужно знать, что ты фильтруеш, т.е. определиться что есть шум.
There is no noise in prices, everything is a useful signal.
"Noise" arises from a distorted approximation of reality by means of externally imposed one-sided science-like stereotypes of thinking.
price increments are not independent, as in the Bernoulli scheme. This, in mathematical terms, is the source of non-stationarity.
But non-stationarity is too general a characteristic of the series to build any models from it.
So we can say that: a non-stationary process is a process in which the result of a particular case is unknown. ?