Market phenomena - page 69

 
actually excel is certainly possible.... but it's not designed for this kind of work...
 
avtomat:
actually excel is of course possible.... But it is not designed for these tasks...

Here's what I'm thinking. In excel you can output very detailed statistics for the series in all sorts of variations. The price series itself can also be converted into a series of increments, for example. And all this is done in 5 minutes. All formulas and functions are built in. Thus, it becomes a laboratory for research. But in MQL, it takes a lot of time to display it all, draw the indicator, and calculate...

But when it comes to creating a trading algorithm, MT is ahead of the game...

PS: But I don't want to be the maverick on MQL-forum. I usually bring my ideas to the EA.

 
Actually, my point is that instead of using excel, it's much more efficient to use mathcad.
 

And I do not understand why the author associates the two distributions found with bulls and bears. IMHO, bulls and bears in distributions look like this (on the histogram on the abscissa axis pips, on the ordinate axis percent, w=0.0001 - 1 pip (in the Diff operator code):

it is obvious.

 

Barely made it through the whole thread, but I would ask the author not to give it up. Extremely interesting and informative material, which one wants to check out. Very interesting observations and, it seems to me, an unconventional approach. We will check it out. Thanks to the author and Mathemat for informative posts, to Neutron (sorry, if I wrote the nickname wrongly) - special thanks for the help to the author and his thoughts.

As I see it, you just need to ignore Internet rudeness and boorishness, just ignore it.

 
Dr.M.:

And I do not understand why the author associates the two distributions found with bulls and bears. IMHO, bulls and bears in distributions look like this (on the histogram on the abscissa axis pips, on the ordinate axis percent, w=0.0001 - 1 pip (in the Diff operator code):

it is obvious.

I'm not. It seems to say it clearly :)
 
ask:

Barely made it through the whole thread, but I would like to ask the author not to drop it. Extremely interesting and informative material, which one wants to check out. Very interesting observations and, it seems to me, an unconventional approach. We will check it out. Thanks to the author and Mathemat for informative posts, to Neutron (sorry, if I spelled my nickname wrong) - special thanks for the help to the author of this thread and for his thoughts.

Thanks for the kind words :) And the approach should be out of the box, in this case can not be otherwise.

Z.I. It seems to me that you just need to know how to ignore Internet rudeness and boorishness, just do not pay attention

I'm well aware of that, but it's boring, while calculations are going on, searching for ideas and all that, and here's an opportunity to warm up and punch someone in the eye.

 
Farnsworth, what about the possibility of building a non-delayed smoothing filter? And then it's elementary... price bounces around it... like around the SMA... only the SMA has a lag and nothing works for that reason.
 

- Believe me, you're overreaching.
- That's typical of me.

// Pokrovskie Vorota

Kindergarten. To be honest, it is!

 

Found the phenomenon. Satisfied.

Let's take EURUSD5.prn with at least 100 thousand points. And let's take the logarithm of the price clause. And plot the distribution not for price increments, but for the increments of the logarithm of prices. We'll see a Gaussian. No surprise there. Everyone knows that the distribution of price increments is lognormal, and it is clear why the logarithm price increments are distributed normally. But take a look at the picture in the appendix. Let's build a histogram with the step 0.0001 (there is an argument in the fraction w=0.0001 of the operator Hist)) - Gauss. And let's build it with step 0.000001 - what's that huge maximum there in the centre?!?!!