From theory to practice - page 121
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
Now watch what I do.
My job is to distribute the EA for free to absolutely everyone who wants it. It must work for everyone, on any data stream from any DC. How to do it? The answer - to accept ticks according to a unified algorithm.
Look at the distribution of time intervals between the ticks - it is almost exponential. But anyway, it is different in each brokerage company because of different intensity of flows. I've forcibly unified it - now it is the same for all and it is exponential.
Now it turns out that we have simplified the model of a non-Markovian process to a Markovian one with pseudo-states. That's where the expression S = sqrt(N*mean(|Ask(t)-Ask(t-1)|)) is valid, where N is the number of ticks in time t of observation.
Do you understand anything of what I am writing about?
Now watch what I do.
My job is to distribute the EA for free to absolutely everyone who wants it. It must work for everyone, on any data stream from any DC. How to do it? The answer - to accept ticks according to a unified algorithm.
Look at the distribution of time intervals between the ticks - it is almost exponential. But anyway, it is different in each brokerage company because of different intensity of flows. I've forcibly unified it - now it is the same for all and it is exponential.
Now it turns out that we have simplified the model of a non-Markovian process to a Markovian one with pseudo-states. That's where the expression S = sqrt(N*mean(|Ask(t)-Ask(t-1)|)) is valid, where N is the number of ticks in time t of observation.
Do you understand anything of what I'm writing about?
You see, the problems you formulated are solved. Both of them. For a long time now. The Expert Advisor that works with any data flow from any brokerage company is handful of free ones. The answers to the question "How to do it? I do not see the point in looking closely at one of the waves. Especially, since, as usual, you are not communicating something to make it clear to others, you're not explaining the terminology you're using. How is the "superposition" of two lines on one chart? And tell me, what is mean in this formula? It is only by knowing your approaches in general that I am trying to guess that it is the median mean, not the main value of the argument at all. Frankly speaking, I ask only for the sake of appearance, I'm already tired of digging out "what did you mean by these words", bringing your words to terminology at least from VIKI. If you don't want to talk, don't talk.
You don't even mention the one objective that makes real sense in this forum. To achieve profits far greater than from keeping money in the banks. Trying to bring you back to that task, I ask again(https://www.mql5.com/ru/forum/221552/page120#comment_6301902), "Maybe you can show me what time yesterday was supposed to be the fancy AUDCAD trade?"
You see, the problems you have formulated have been solved. Both of them. For a long time now. Free Expert Advisors that work on any data stream from any brokerage company are a dime a dozen. The answers to the question "How to do it? I do not see the point in looking closely at one of the waves. Especially, since, as usual, you are not communicating something to make it clear to others, you're not explaining the terminology you're using. How is the "superposition" of two lines on one chart? And tell me, what is mean in this formula? It is only by knowing your approaches in general that I am trying to guess that it is the median mean and not at all the main value of the argument. Frankly speaking, I ask only for the sake of appearance, I'm already tired of digging out "what did you mean by these words", bringing your words to terminology at least from VIKI. You don't want to talk, don't talk.
You don't even mention the only task that makes any real sense on this forum. To achieve profits far greater than from keeping money in the banks. Trying to bring you back to that task, I ask you again(https://www.mql5.com/ru/forum/221552/page120#comment_6301902), "Maybe you can show me what time yesterday was supposed to be the swellest trade on AUDCAD?"
The last of the deals should have been... But, because of an error in the program I was fussing about something - I didn't understand what it was about and the result is unfortunate. Well, never mind - now I will fix the shame and connect new pairs.
Here, Denis, looking at Vladimir (and this, I stand by my opinion, is one of the most trained traders with serious research), do you realise how difficult the task of working together is? That even clever people get soured on absolutely everything? It's hard for traders - to fight the market alone. And they do not want to come to a common concept. The paradox!
You should not choose island DCs. You should take ONLY on the basis of broker banks and those with European licences. And this risk can be neglected.
San Sanych, could you clarify what you mean by the word "bank-broker" in this context, for retail, not interbank, forex?
Somehow the combination sounds unusual. A broker is an agent. An insurance broker, a customs broker, an airline broker, a stockbroker, yes. They work on the basis of agency contracts and are usually not principals in transactions, only intermediaries. Between whom are such banks intermediaries? Let us forget about the fact that in Russia it is forbidden for credit institutions to provide services to forex companies. I want to understand what you meant by that.
Dear Alexander, please first show how profits are made in a certain area of history, recent history or in the here and now, and only then can you explain how it is achieved. Otherwise, you have it the other way around. Trying to discuss the skin of an unkilled bear.
The last of the trades should have been... But, due to an error in the programme, I fussed about something - I didn't realise right away what was causing it and the result is sad. Well, never mind - now I will correct the shame and connect new pairs.
1. I did not know what to do with it. You have not listened to me, I`m not the only one who told you that you have to start with demo accounts.
2. Trying to play on the price gaps that is shown on the picture is a risky farming zone. Without giving a general characteristic of broker's attitude to this sport (trading on the news), I will focus on the most, in my opinion, subtle form of this negative attitude. In the Instaforex Public Offer Agreement(https://www.instaforex.com/ru/key_documents just picked it up), and immediately in the section
"5. Procedure for dealing with and settling claims and disputes on transactions.", there is clause 12:
12. Where the change in price relates to the difference between the last price of the instrument before market close and
the first price of the instrument at the moment of market opening or due to the news release results in the change of profit
to the amount exceeding 10% of the total deposit, the Company reserves the right to correct the financial result of such transactions by the amount proportional to the market value.
the result of such transactions by the amount proportional to difference in the above prices in points, by debiting
with the comment "Clause 5.12 correction", in some cases at the discretion of the Company the limitation on the minimum variation
profit variation may be set to less than 10% of the total deposit.
End of quote.
That means you made a deposit of 100 USD, then you made a "great deal on AUDCAD" and got, for example, 25 USD in profit. Instaforex will deduct 15 USD or more (at its discretion), and will keep 10 percent or less of the 100 USD deposit. If you make a loss on this trade on the news, the company will not encroach on it - take it all, no withdrawals. Isn't it great? So humane...
That's my point, it's better not to consider this deal as a swell. Other DCs will find other methods to make trading on the news unpleasant for the client. Better to bypass gaps and price spikes.
The last of the trades should have been... But, due to an error in the programme, I fussed about something - I didn't realise right away what was causing it and the result is sad. Well, never mind - now I will correct the shame and connect new pairs.
Signals on AUDCHF M5: 8:55 buy, 12:20 sell, 15:15 buy, 15:30 buy, 17:05 sell, 17:30 sell, 19:10 buy, 19:30 buy. (On M15: 5:00 buy, 13:00 sell, 15:30 buy (referring to M5 15:30 buy), 16:00 buy, no sell signal in this interval, 18:15 buy, 19:00 buy)
Calculation (fixed parameters without adjustments) by M5 openprice. Why use the power of mathematics-physics and ticks?
Signals on AUDCHF M5: 8:55 buy, 12:20 sell, 15:15 buy, 15:30 buy, 17:05 sell, 17:30 sell, 19:10 buy, 19:30 buy. (On M15: 5:00 buy, 13:00 sell, 15:30 buy (referring to M5 15:30 buy), 16:00 buy, no sell signal in this interval, 18:15 buy, 19:00 buy)
Calculation (fixed parameters without adjustments) by M5 openprice. What is the point of using the power of mathematics-physics and ticks?
Look, Peter - from ticks there is a nice physics-mathematics picture and it becomes clear what we are dealing with.
Suppose we get an input of 15500 ticks with some non-random time sampling. What are some people getting at here? They are essentially saying that the standard deviation from the mean equals the root of t. Essentially the root of 15500 = 124.5 pips. That is, multiplying by some quantile of the Gaussian distribution e.g. = 3, we get that the maximum distance that price can deviate from the mean with the Wiener model = 373.5 pips. When the price leaves this range, let's make a deal.
No, it doesn't! My calculations give an average deviation = 145 pips for AUDCAD. The occurrence of 1 unit of data out of 15500 outside the general probability space for the Student's distribution occurs at about 4*sigma. That is, the maximum distance the price is capable of deviating from the mean in reality = 580 pips for a sample of 15500 ticks.
I.e. it is convenient to build mathematics on ticks.