create an expert for mt4 using a programme made in exel - page 5
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Nothing, this is the normal attitude of an expert to an expert. I am just trying to a) protect the authority of this resource, as I myself discuss my ideas here and b) warn you against impulsive actions.
I will try to heed your advice and I understand you, thank you for the warning, then I think only "scientific" questions should follow.
It is a pleasure to answer such questions
Try to move away from temporal components, let it be neither ticks nor Renko, but just consider price deviations when several points are passed, read Prival's posts, he believes, for example, that the price should be measured by "round levels", there is some sense in his statements
i.e. what I wrote can be formalized as follows: consider as a datum every price multiple of 10 pips, or xxx pips, instead of server time M1,M5...D1
I believe that in the forex market timing in mathematical calculation allows you to get away with even more self-delusion ;)
I will try to heed your advice and I understand you, thank you about the caution, then I think only "scientific" questions should follow.
It is better to wait until the article is published before discussing it
Not try to discuss it before it is published.
Or put out a report and then start a constructive discussion.
In the meantime, it's not the first time I've tried to discuss air.
I will try to listen to your advice and I understand you, thank you for the warning, then I think only "scientific" questions should follow.
I suggest to go to our main topic "Creation of a trading robot", because it was there that I talked about my proposed principle of creation and I tried to explain a lot there, I expect from you justified objections and/or support for the ideas you have laid down.
I'll try to heed your advice and I understand you, thanks for the heads up, Next I think only "scientific" questions should follow.
gladly! Do you mind if I quote you?
If function f(x) is defined in the interval (0..x), then its value inside this interval including 0 and x coincides with the Gamma distribution in the Sultonoff representation:
f(x)=a+bGAMMARASP(x;c;d;k)
where a,b-coefficients, c,d-parameters determined by special methods.
k=1 or 0, respectively "TRUE" or "FALSE".
This, if you remember, is the formulation of your theorem, on which (and not only, as I understand it) your reflections on the market are based. As I understand it, at the Mechmatics Department they popularly explained to you that to approximate one function by another and to give a decomposition is not the same thing. For example I can formulate the following statement:
If function f(x) is defined and differentiable on segment [0...x], then its value in the neighborhood of any point x0 of this segment can be described with any predetermined accuracy as a polynomial:
f(x)=a0+a1*(x-x0)+a2*(x-x0)^2+...+aN*(x-x0)^N
where ai are some real numbers, and N is determined from the required approximation accuracy.
Try to move away from temporal components, let it be neither ticks nor Renko, but just consider price deviations when several points are passed, read Prival's posts, he believes, for example, that the price should be measured by "round levels", there is some sense in his statements
i.e. what I wrote can be formalized as follows: consider as a datum every price multiple of 10 pips, or xxx pips, instead of server time M1,M5...D1
I believe that in the forex market, time reference in mathematical calculation allows you to get away with even more self-deception ;)
I strongly disagree! We must respect time and treat it with the utmost care, especially since time is primary in these processes, and price is a product of time. however difficult it may be for us, we must consider true time, the only deviation being to take equal periods of time, which does not contradict the laws of statistics.
Try to move away from temporal components, let it be neither ticks nor Renko, but just consider price deviations when several points are passed, read Prival's posts, he believes, for example, that the price should be measured by "round levels", there is some sense in his statements
i.e. what I wrote can be formalized as follows: consider as a datum every price multiple of 10 pips, or xxx pips, instead of server time M1,M5...D1
I believe that in the forex market, time reference in mathematical calculation allows you to get away with even more self-deception ;)
Igor, about round levels I can say the following - look at the distribution of pendants on history, on the same oanda, and the idea of the importance of round prices for market formation will not leave you for a long time :))
You are interpreting it wrong - I am not looking for correspondence between 10-levels and price prediction, but at the same time for each currency there is a certain repetition of intraday mini-trends, Privalov counts these repetitions in figures ( a figure = 50 pips), someone else does it somehow, I just suggested the author not to look for his originality in his article because we have already passed the time of measuring price increments per unit time
gladly! Do you mind if I quote you?
This, if you remember, is the formulation of your theorem, on which (and not only, as I understand it) your reflections on the market are based. As I understand it, at the Mechmatics Department they popularly explained to you that to approximate one function by another and to give a decomposition is not the same thing. For instance, I may formulate such a statement:
It is the well-known Taylor's series expansion theorem. It is proven. Your assertion is not (and, in my opinion, will not be as it is incorrect).I am generally against decomposition of any function into a meaningless series and I never seriously consider it, as it is an attempt to get away from finding a true regularity. I think that scientists do it for fun, not for practical use.
Making material balance equations is the true way of solving transients.
Now at the expense of the G-function, it is not my whim - it has turned out by itself as the solution of the corresponding equations, at the expense of mechmatta - they have been offered to prompt methods of definition of coefficients and parameters of G-function, there is no answer, know only to criticize, I have found them myself, look and have fun
Regarding the G-function in the form you cited, I suggested to use it as a "Universal Regression Model", which describes dependencies as well as series, but it is a by-product of the theory that need not be mentioned here, however, I wanted to show them that such a powerful function deals with pricing.