How can I tell the difference between a FOREX chart and a PRNG? - page 18

 
C-4:
Shit, I clearly hinted to you that it's already harder to take money unfairly with MT5, so there's no resonance to put it into action. Look at the DCs who don't have it and draw the appropriate organisational conclusions.



Are you a representative of the mql4/5 resource ?
 
Orionok:


Are you a representative of mql4/5 ?

Yes, and under his avatar he has the number of unfairly taken deposits from traders.


That's not what this thread is about.

 
C-4:
If you do not know the difference between the two, you may be surprised by the fact that you are not dealing with a MetaTrader 5 system that is easy to use. Look at the brokerage houses that don't have it and draw the appropriate org. conclusions.


Why is it more complicated, where are the facts that it is more complicated, in my opinion it is easier, they are just too lazy to go over.

That's my opinion - only single tick history for all in open access and tick tester - exclude any possibility of price manipulation.

+ full logging.

For example, they have traded for 24 hours, checked the tick history (for everyone) - the result is the same, so there is no manipulation.

If the result is different, then we need to look for the cause and if it is in the quotes - everything is immediately visible.

All that is difficult or unclear.

1 Transparent quotes

Dukascopy Bank combines individual Bids and Offerings from all SWFX market participants in one place, providing transparent quotes to all traders without exception. All clients have access to the same prices, regardless of their account size or trading strategy.

2 Transparency of historical data

The transparency and openness of historical data is fundamental for the development of strategies. For strategy development and historical testing, Dukascopy has made available real quotes history, which is accessible down to the level of tick changes. Such data guarantees high accuracy of historical testing and eliminates any possibility of price manipulation by Dukascopy Bank.

http://www.dukascopy.com/swiss/russian/about/philosophy-of-transparency/

 
sever32:

Yes, and under his avatar he has the number of unfairly taken deposits from traders.


That's not really what this is about.



That's exactly what I asked because if he's not a representative then how can he know about the below and confuse others as well.

Then how can he have any idea that with mt5 dealing centres it has become more difficult to take money than with mt4 ? If settings for personal client filtering by the kitchen can only be seen by the dealing center and its management, and for "traders", their clients, on the monitor. their clients, their monitor has a completely different terminal interface, and there are no options in the program, which are enabled for dealing centres? How come? As for mt4, no one had idea about special options for the kitchens, options and other settings, until there was information in the net with screenshots of all the settings, and all the strings that the kitchens can quote personally to each client through mt4. So who told him that the same or better strings are not in mt5, the structure of the kitchen business is also changing, so are the tools of these kitchens, mt is no exception. If you do not see screenshots affecting the reputation of mt5 in the internet, it does not mean that mt5 has become "more honest. As for him, he talks trash, perhaps in favour of the company, because he cannot have knowledge about such settings, and for sure he cannot assert it, but for some reason he asserts the opposite with confidence.

If he is an employee, of course, then yes, his position is clear .......

I can see why he was asked a question about an employee.

 

:) Came in once every five years. Saw a bit of an interesting topic. And then someone mentions me in vain. I couldn't read all the pages. Finished only to 11.


On the subject I can say this - By the eye I can certainly distinguish. But it's kind of boring. It's been argued and won many times. But not by eye is also easy - the market has so-called thick tails, and a dumb alternator they are not thick. If the generator is "smart" (it emulates a good model) you can't tell the difference. Within those models that are used in the generator. If something is missing in the model, it can be detected.


What is there to argue about? There's no need to distinguish? That you found some symbol and you think whether it's not fake. :) So what difference does it make, if it's not known to anyone, most likely you won't get the money for it either. :)


Good luck to everyone. Evra will run down to 1.4 I think. But not for long. Till March. :) All the best!

 
SProgrammer:

On the subject I can say this - the eye can certainly distinguish. But it's boring to do it. More than once we've argued and won arguments. But not by eye is also easy - The market has so-called thick tails, and a dumb oscillator they are not thick. If the generator is "smart" (it emulates a good model) you can't tell the difference. Within those models that are used in the generator. If something is missing in the model it can be detected.

Everyone can do that and everyone is bored. Everyone argued and won, but not here.

About fat tails - before you write such a thing (even if it is true, although I'm not sure), you must first remember the law of large numbers. And if you understand the law, you do not want to write nonsense.

If the question was asked, it means "for fuck's sake".

 
Demi:


About fat tails - before you write such a thing (even if it is true, though I am not sure) you should first remember the law of large numbers. And if you understand the law, you won't want to write nonsense.


Dibs on that. :) What kind of wild scientists are you? M, you don't know what's going on here. :) You don't enlighten me. :)



2all - All right, that's it - I've looked through the forum. - You're very good at torturing the youth with "old questions". :)

 
serferrer: If the result is different, then you have to look for the cause and if it's in the quotes, you can see it straight away.

Anything that's complicated or unclear.

http://www.dukascopy.com/swiss/russian/about/philosophy-of-transparency/

I have the impression that the reason is the quotes. It seems that the kitchens benefit from not having a long enough tick/minute history for the client.

imho.

SProgrammer: Dibs on that. :) What kind of wild scientists are you? :) M, you don't know what's going on. :) No enlightenment. :)
I've been working for a long time on five instead of here. Of course, I look here, but not very closely.
 
Prival:

In five years you were the first to ask. Thank you. The rest of us just went by. But an attentive reader like you didn't go by and started asking questions. Because not everything is simple there. Half of the forum throws smart words, correlation, autocorrelation, etc., but they cannot calculate correctly. Now in order of the questions received.

......

1. Privalov, in 5-6 years on this forum I've practically never said anything without a reason. Do you really think that I don't know what the formula of autocorrelation looks like and what it means? I needed you to explain it not to me but to a forum reader and . yourself. Not because you don't know something, but to get out of a tautological deadlock of Kolmogorov's axiomatics of the theorem. But in any case, of course, thank you that at least you put it on the site and forum.

2. Did you study "in a college", you say? Here's the kicker with military schools: there military practitioners sometimes simplify things to such an extent in educational booklets and dig deep practical proofs of mathematical methods which were used only by Lagrange and Dalembert (just in case: the correspondence between Lagrange and Dalembert is volume 13 of Lagrange Oeuvres) and which even modern parasitic theoreticians from the theory couldn't dream of. Kolmogorov's axiomatics has produced an unheard of verbal diarrhea in the field of theorists, Prof. Orlov says that not only can one not make sense of 100000 publications a year on theorists, but there is simply no way to read them.

And the fact is that I, too, studied in a military school (I have studied a lot). That is exactly the answer to the very important sacramental question "What is an indicator?" and is contained in a simple brochure on probability theory of the 1950s for military schools by Colonel Kirillov. Personally, I haven't seen it anywhere else. (I have a diploma from a leading university, by the way, where it is written, among other things, that in some way I am ..... well .... mathematician). If you keep digging in this direction, you will still come to this question and the answer. Don't expect this question to be circumvented.

However, Metaquotes have removed interpolation in the optimization charts and now all traders and mathematicians here are hinting that the indicators are outdated mastodonts and do not make any sense. Well, well.

3. Let me elaborate. You gave an autocorrelation formula for a normally distributed time series of random variables. The standard deviation is a good measure of the mean only for a Gaussian distribution. In the general case of price series, the standard deviation is not only not the best criterion of optimality of the so-called expectation, but generally takes the wrong direction. That is why in trading the masks (MA) either work or do not work at all.

 
Demi:

Everyone can do that and everyone is bored. Everyone argued and won, but not here.

About fat tails - before you write such a thing (even if it is true, although I'm not sure), you must first remember the law of large numbers. And if you understand the law, you do not want to write nonsense.

If the question was asked, it means "for fuck's sake".

Quiet, quiet, sha. Colleague, you'll scare the Cossack away. Sometimes between the lines he reveals the direction of thought in his trader's social circle (well, GS, JPM, CQG, or whoever he drinks cognac and beer with). Of course, when he makes stuff here without consulting his Hindu maths tutor, it comes out with a bang. How could he possibly know that most of basic PRNG distributions have no "tails" at all, and that normal distribution is obtained by summing up some equal PRNG? And any desired tails can be obtained by dividing, multiplying and so on of several RNGs. Actually, even engineers and physicists, as well as military people, not only mathematicians, learn it in their theorists course. Well here is the so called ratio distribution

http://newsgroups.derkeiler.com/Archive/Comp/comp.dsp/2007-04/msg01141.html

Ron N wrote:

In previous threads, it was mentioned that noise with
a Gaussian distribution could be quickly approximated
by summing up 12 uniform RNG's.

Is there a low overhead algorithm to generate samples
whose distribution approximates a fat-tailed, extreme
kurtosis, Pareto, or power-law decay distributions?

The extremely heavy-tailed Cauchy distribution can be generated by
using the ratio of two zero-mean Gaussian rv's. Other ratios can be
used as well, generally resulting in heavy-tailed distributions:

https://en.wikipedia.org/wiki/Ratio_distribution


This would seem to be useful when simulating or
testing filters against noise sources thought to be
more turbulent or chaotic than uniform or Gaussian.

Turbulence and chaos are not modeled well using iid processes,
regardless of the distribution. The characteristic behaviour of
certain chaotic "time" series (stocks, sunspots, climatological
phenomena, DNA patterns, music, serial chemical and physical
measurements, humain gait patterns, you name it) is modeled using long-
range correlations. Long-range correlated stochastic processes have
auto-correlation functions which are not summable (resulting in a pole
at DC in the PSD). The long ago past influences the far future.

"Long range correlation" seems to be a good starting point at Google.

Regards,

Andor

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It's all about semantics (and also syntax and usus). In conversation and dialogue, everyone gives themselves up, their hidden thoughts, reluctantly and unknowingly. That's how James Simmons turned himself in in one of his interviews, blabbing without thinking, inadvertently turning himself in - how exactly they do it in Renaissance. (don't ask me how. you can only understand it by going at least 30-40% of the way there. and it takes years to program it).