From theory to practice - page 92
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I'm following the thread, just wondering how to solve some problems...
I hope you realised that the key to the problem is in accepting tick data?
Not like in the village - all in a row, well, or every other time - but exactly as I suggested?
In the evening I'll post the exponential number generator algorithm - there's a trick to it, you have to add 1 to the number produced by the standard generator, and take an integer part.
This is the tricky frequency to accept ticks, enter them into an array, process them, etc. etc.
Standard probability bell. You think you've made a discovery? Open any book on options - I've already advised it.
And the fact that this deviation bell is like a bell of increments is also written in any book?
You have a lot to learn. in particular, that this is the bell of the withering of your future deposits and there's nothing you can do about it. you should not imagine yourself to be smarter than others and even less smart than the market - you'll get a bite to eat it too.
Sorry - no offence intended. But, in my spare time, I've reread a few books - nowhere have I seen anyone make the connection between deviations and price increments. If you can provide a link - I'd be grateful.
And it used to seem that Yusuf with his genius (18) was impossible to beat. But it seems that nothing in the world is impossible.
And it used to seem that Yusuf with his genius (18) was impossible to beat. But it seems that nothing in the world is impossible.
Interested, interested :)))) Still, I think Forex is not originally a toy for poor people. Money for money, as they say. To exclude risks and to have good income you have to have not less than $1000 on your account IMHO.
But, poor as mice, but clever people should not despair - we should create a great, profitable TS and sell it to foreign fools on English forums. Again, IMHO.
I like your plan))
There's really no need to apologize. If anything, and I did not intend to hurt - only to illuminate the way )).
Books should not be read at leisure, but thoughtfully and perhaps for a few times (especially the technical ones), because from the first and even from the second you may not see even what is written in black and white, for some reason, be it pride or conceit. Not to mention possible conclusions from what you read... All bikes have already been invented before us - you just need to see and understand them, rather than try to invent your own, seriously hoping that you've made a discovery that will turn the world upside down ))))
I agree. I may be going down a path already taken, though some things:
1) reading ticks at exponential intervals
2) calculating the sample size from the probability distribution of increments
3) using the same quantiles for price deviation from the moving average as the quantiles for the increments
4) use nonparametric skew
I haven't seen anywhere else.
However - yes, practice is the criterion of truth, and where is it here? This argument smacks me in the face, weary from reading econometric literature :)))
Well, let's wait for the New Year and then we will have some practice.
With respect,
Alexander_K.