From theory to practice - page 56
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
OK, no deals yet - archive data is being collected for the calculation. It all starts tomorrow, tomorrow.
In the meantime, I'll list the keys to forex. Here they are:
1. An elaborate, sound methodof taking tick data- NEEDED to be found
Can't find it... It should be a clear, unambiguous method that should work exclusively on all flows from any DC.
2. tick data sample size - NED
Calculated from Chebyshev inequality so that this volume contains at least 99% of the incremental distribution
3. Selective measure of central tendency - DECLARED
In general it is a simple arithmetic moving average SMA, although I think it is a WMA
4. current variance -NONE
Calculated for the current sample size at the arrival of each new tick
5. Historical average variance -NEEDED
Calculated based on historical historical data for the current sample size.
6. Current asymmetry coefficient-NONE
Calculated for the current sample size as a nonparametric skew at each new tick
7. Historical average skewness factor -NONE
Calculated as anonparametric sk ew module based on archived historical data for the current sample size.
Regards,
Alexander.
What's up with the distribution of the modified series?
What's up with the distribution of the modified series?
The method of receiving the data is not important. If you knew how to do tests, you would have figured this out long ago.
Yes, I remember that you suggested reading once every 10 seconds, while Nikolay said that the average tick output is 1 in 3 seconds. I may be completely dumbed down, but I can't decide on the only right way and that's it... What - just take any figure from the ceiling?
Do different methods on different pairs - read every tick, in steps of 1s, 3s, exponentially, with averaging, and whatever else you like. Then I think you will see from the results that it doesn't make a decisive difference.
I've had a quick look through the branch...
in the "list of keys" - the way to receive tick data was not found.
and then everything was based on it before and everything was built on it :-)
as all theoretical physicists I have to ask - what is a price? what kind of increments do you count? why do you count a tick as a quantum of time? what process (process model) precedes this price. what is involved there and so on...
Honestly, I'm already so tired of this race... After all, I need to create a TC just in time for the New Year and not one day later...
Eh...
1. I see price as a dimensionless physical quantity.
2. We have a discrete non-Markovian flow.
3. increment is difference between current and previous price, expressed in pips. It may have both positive and negative values.
4. Price movement as a non-Markovian process is described by Integro-differential equation that can be solved numerically using finite-difference methods where it is important to know the time step delta T.
If you take every tick, delta T is floating. What should it be? It is logical to assume that it should be anything. However, if I try to read ticks every 1 sec, then all the same REALLY received ticks will NOT have delta T =1.
So how do I read them correctly? Have mercy - help an old man out...
I took a quick look through the thread...
in the "key list" - the way to receive tick data is not found.
and then and earlier everything was based on it and everything was built on this data :-)
as all theoretical physicists I have to ask - what is a price? what kind of increments do you count? why do you count a tick as a quantum of time? what process (process model) precedes a price? what is involved and so on...
It came to mind.
Kisa, I want to ask you, as an artist to an artist: can you draw?