From theory to practice - page 143
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
Oops.
but it's a flat week.
I will check his algorithm using other data - I will not be in a hurry. Who needs faster - let him read the last pages of this thread and do it himself.
I'm not in a hurry. It's an interesting thread.
I am reading for now.
The trades you have are in the demo anyway. That's the trouble.
I'll wait for the real ones, and then we'll see.
I'm not in a hurry. It's an interesting thread.
I'm reading for now.
You have the trades in the demo anyway. That's the trouble.My father-in-law regrets it the most, walking around me with exclamations like, "Well? When? When????!!!" :)))
Thank you, bas, for the ticks.alpari.org ticks source, which is new to me. There are a lot of them there, and, Alexander, can you imagine, a lot of them because they are given for each of 10 different account types - this is in one brokerage house! This is the first time I've seen such an approach to the issue of storing tick history. Dukas in particular, as I recall, has one instance of ticks. So does gaincapital.
This is because the tick history is first and foremost a dispute resolution tool for the brokerage company.
Like, you see how honest we are (and your transaction was not there), we have logs of all transactions, and they are public.
And secondly, a competitive advantage. We have a tick history and we do everything for our traders to trade successfully.
Well, what can I say, my friends...
I analysed the work of the proposed algorithm on my archives, collected using different methods of reading quotes.
The conclusion is as follows:
The model proposed by Vizard works solely and only for the method of reading in exponential time intervals with pseudo-states (I can't speak about uniform time with pseudo-states - I don't have such an archive).
No other methods of receiving data(every tick, not every tick, etc.) are suitable for this model. If someone analyses archive tick quotes using this method and gets negative results - give it up, I have the same.
Now, to explain this competently, I really need to leave the forum for a long time, no fooling around.
Not goodbye.
Respectfully,
Alexander_K
According to theory, there just can't be none. The market is a probabilistic process, not a deterministic one, so it is impossible to predict it 100%. You will not be able to get rid of negative trades, but you don't need to - the question is their number, you just need to ensure that they do not outweigh the profit, to put it simply.
Moreover, 100% of profitable trades is an indicator of so called "overcompensation" (=single-dealing). (=self-deception), which ends up in sudden ruin.
Well, what can I say, my friends...
I analysed the work of the proposed algorithm on my archives, collected using different methods of reading quotes.
The conclusion is as follows:
The model proposed by Vizard_, is working solely and only for the method of reading in exponential time intervals with pseudo-states (I can't speak about uniform time with pseudo-states - I don't have such an archive)
Algorithm of ticks reception, suitable for the model, can you remind me again? No one is willing to help, I will have to write a program to process the archives myself.
Can you remind me again the algorithm for receiving ticks suitable for the model? No one is willing to help, I'll have to write a program for archive processing myself.
I used exponentially distributed number generator from this articlehttps://habrahabr.ru/post/263993/.
1. The generator generates value =1, so I read Bid and Ask quotes in 1 second. And it does not matter if it is a "live" quote, i.e. it is a really received value or an "old" one (just this value is considered a pseudo-state and it is very important).
2. I read the next quote through the next generator value = , e.g. 3. And so on.
I take quotations by DDE with discreteness = 1 or more seconds, therefore I add 1 to the value given by the generator and take the integer part.