From theory to practice - page 243
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
If by the terms of the strategy, there can be only one trade opened at a time, then probably we should fight for it.
When starting OnTImer handler, the first thing that comes to mind is to hang the global variable of terminal in "Expert Advisor is working" state, and before hanging it in the same handler, check if it is already hanging. If it is - do not process anything. The trades should be opened with synchronous OrderSend, because asynchronous ones can open as much as they want.
It's all "if by strategy, at one moment there can be strictly one open deal".
Or we can assume that the strategy allows more than one simultaneously open trades. But make up your mind!
Thanks for this post!
There is not much euphoria.
In general, I now realise that the market is a very non-trivial task. You have to be in this non-linear space-time continuum yourself...
You can't do it without LSD! Just kidding, of course.
Alexey, I have a request to you.
Knowing that you, like me, are a graduate of the "Theoretical Physics" department and you have interesting developments, can you continue this thread? It is not necessary to stick to my views on the market, it is enough that solutions have a physical and mathematical apparatus under them. I created this thread specifically for physicists and it would be a pity if it were to die...
Write here about probabilities, statistics, etc., an unexplored topic - combining Brownian motion models and neural networks.
Well, if you have the time (non-linear) and desire (linear), of course. :))
It's me personally who gives the meaning of lambda a little differently. And with the Shelepins the lambda is the average of the spikes and it is positive. There's no need to be picky. They've got it right.
Well, if you have changed everything, then why are you cramming it under the pillow, especially since you don't use it?
Show me the end result, don't mislead me.
Alexey, I have a request to you.
Knowing that you, like me, are a graduate of the "Theoretical Physics" department and you have interesting developments, can you continue this thread? It is not necessary to stick to my views on the market, it is enough that solutions have a physical and mathematical apparatus under them. I created this branch specially for physicists and it will be a pity if it dies out...
This branch is already huge (without me)...
Physicists together with mathematicians have created a great mathematical apparatus, which strictly describes natural - physical phenomena, or rather, models of these phenomena.If there are phenomena from other spheres, such as economics and finance, which can be described abstractly by similar models, then, of course, one can use for them the already existing (developed by physicists) appropriate mathematical apparatus, which, in fact, has been done and, by and large, always has been done (at the junctures of sciences, qualitatively new results were obtained).So, there are already enough of physicists' developments in economics.
I believe it is superfluous to burden the esteemed forum participants with their algorithms, especially since I would like to put more products on the Market with these algorithms. People do not need to know how and what is being modelled, it is a good result that matters to them.
No matter what you tell me, you have to read tick data at exponential intervals. Time is the cornerstone of this problem. Even deltaT-->0 between observations works, but not so well.
You see, if an event has occurred in the market that diverts the market by 5-6 sigmas on average in half an hour, then it does not matter at all what deltaT the quotes go through, and what deltaT they are read out. The market will anyway after half an hour will be at 5-6 sigmas. And it is this (final deviation) that interests us in this system, not how it is implemented at the nano level.
The first thing that comes to mind is to hang the global variable of terminal at the start of OnTImer handler to the state "Expert is running", and before hanging it in the same handler, check if it is already hanging.
By the way, I recommended the same to Alexander about 100 pages ago ))))
You see, if a market event occurs that deviates the market by 5-6 sigmas on average in half an hour, it makes absolutely no difference which deltaT the quotes go through, and which deltaT they are read in. The market will anyway after half an hour will be at 5-6 sigmas. And it is this (final deviation) that interests us in this system, not how it is implemented at the nano level.
Bass, I will tell you.
First of all, the cross, it flattens itself
You find the upper level of the flat channel and then the lower one. Or put up a Bollinger.
Buy from the lower one, and sell from the upper one.
It will work the same way
And here comes the fog before the commercial signal opensThank you, I'm aware of that.)
And it is this (the resulting deviation) that we are interested in in this system, not how it was realised at the nanoscale.
It is at the nanoscale that we need to catch it, not wait for it to manifest itself at the macro level...