From theory to practice - page 36
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No, I haven't drained anything yet - that has yet to happen, I guess :))) Just saw a clear distortion in the tick stream - I thought, wow! It's not an easy task as it is, and here it is... It's like a professional challenge for me.
And about the real account - yes, I think you have to be careful and use minimal lots in the beginning.
And my words are too abrupt - my manager almost every day warns me that after the New Year I'm not going to do real trades, they will start charging interest. That's how!
If we do not have such a brokerage company, we will have to use some other brokerage companies that do not have such conditions.
Or there are a lot of other nice things in your brokerage company?
SZ The selection of brokerage companies is a separate topic and it is done according to the multicriteria selection.
I have taken all my money from brokerage company and left $5 on my account, nobody says anything for two years, they just send me automatic statments by e-mail.
The fact is that there is no need for "schoolboys" to misrepresent anything. The vast majority of traders drain their money in favour of the DCs naturally, simply because of their own illiteracy and inadequate risk taking. These "distortions" are in all probability the consequence of errors in measurement methods, or the consequence of infrastructural peculiarities (data transmission delays, for example).
And here is why I am too abrupt - my brokerage company manager warns me almost every day that if I do not start making real trades after the New Year they will start charging interest. That's how!
The fact is that there is no need for "schoolboys" to misrepresent anything. The vast majority of traders drain their money in favour of the DCs naturally, simply because of their own illiteracy and inadequate risk taking. These "distortions" are very likely a consequence of errors in measurement methodology, or a consequence of infrastructural features (data transmission delays, for example).
This is some kind of 19th century, this was the norm many years ago at the time of massive scams. I strongly recommend to withdraw funds immediately and find a normal brokerage company, the Internet is full of ratings and reviews.I see. I thought it was normal for brokerage companies, but I decided to check if everyone has such rules. Turns out they don't. Thank you! But it does not cancel my tests on demo accounts. I`m working now and preparing to the Monday. I wish you all the same! Even if I'm not on the forum - write! Interesting to read intelligent people.
The forum rules prohibit discussing DCs here, but the time will come to discuss the subject of choosing a DC, if there is a problem, the solution will be found.
SZS Generally when rebuilding the forum, I have long knocked that they have made closed groups, such as private only to a few users, but it did not work. But I think not a problem, you can come up with something to get together somewhere else and discuss dilling.
I can't resist :))
The processes of incremental returns formation separately for Bid and separately for Ask are STATIONARY.
Do you know when non-stationarity appears? When we consider an average value between Bid and Ask, the process of forming returns for this very value becomes non-stationary because of the spread. I don't recommend using WMA for this value. For such a case we should choose something better.
That's all. I'm off.
:)))))
For example, for EURJPY the coefficient is s=2.35. The increment expressed in pips and this coefficient is substituted intow=s^2/[2*sqrt((s^2+x^2)^3)] and you get the price weight at each tick receipt to calculate a moving weighted average.
So you have the weight of the price depending on the increment preceding it? But what's the point of that? That doesn't make any sense, does it? The price with a large increment can equally appear either near the middle of the channel or far beyond its limits. Why did you decide to do this in the first place, what is the physical (market) justification???
Let's think about it. For the EURJPY pair, the Ask price, for example:
previous value = 132.033
current value = 133.032
Increase in the current calculation step = -1 pips. No?
From the t2-distribution we find the probability of such increment. This is the weight. There is no other interpretation of the weight, nor can there be.
I have looked with horror at algorithms where the weight is considered to be the "newness" of the value, i.e. old values have less weight than new ones. This is a direct misrepresentation of people by some completely non-mathematical methods.
This is all understandable. But you still haven't answered the question - why is the weight the probability of increment and not something else? What is the point of that? I don't see the point, either physically or on the market. Even if I had been inventing for a thousand years, it would not have occurred to me. We're trading price, not increments. And price is an integrated series, a completely different class of process than increments. What's the point of tying the probability of increments to the weight of the price?
That would all make sense if you were constructing WMA from a series of increments. But it is constructed from an integrated price series.Here is the novelty of value - this is the normal adequate weighting method, accepted in many fields and described in many statistical textbooks. It makes both market and physical sense, and is simple to understand and clear.
You can also take outliers as a weight, to reduce the influence of outliers, so does a weighted approximation. But what does this have to do with increments?
This is all understandable. But you still haven't answered the question - why is the weight the probability of increment and not something else? What is the point of that? I don't see the point, either physically or on the market. Even if I had been inventing for a thousand years, it would not have occurred to me. We're trading price, not increments. And price is an integrated series, a completely different class of process than increments. What is the point of linking the probability of increments to the weight of the price?
The answer to this question is one of the keys to understanding the market :)))
Let's assume that we just found it on the road and that's it.