From theory to practice - page 248
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Simple and accessible and the exponent popped up:
https://lektsii.org/8-40682.html
But the exponent is a 1st order flow, i.e. the simplest, as I understand it.
And if you experiment, you can get a nice regular flow!!!
Ahem...
I'm actually, as part of my strategy, on the contrary, trying my best to reduce our flow of tick quotes to an Ornstein Ulenbeck process, i.e. a Markov process without aftereffects, in the boundaries of support/resistance lines with a pullback to the mean. Why do we need a regular stream? For forecasting? Sorry for the misunderstanding...
Ahem...
I'm actually, as part of my strategy, on the contrary, trying hard to reduce our flow of tick quotes to an Ornstein Ulenbeck process, i.e. a Markov process with no aftereffects, within the support/resistance lines with a pullback to the mean. Why do we need a regular stream? For forecasting? Sorry for the misunderstanding...
Why reduce it if it is already reduced?
Ahem...
I'm actually, as part of my strategy, on the contrary, trying hard to reduce our flow of tick quotes to an Ornstein Ulenbeck process, i.e. a Markov process with no aftereffects, within the support/resistance lines with a pullback to the mean. Why do we need a regular stream? For forecasting? Sorry for the misunderstanding...
Alexander, where were you before?
Feeding leftist equations.....
Good luck!
Why vault it if it's already vaulted?
If you can be more specific. Reduced by whom and to what? Actually, there are logarithmically distributed intervals between ticks. That's what I'm struggling with by breaking this dependence with an exponent. If we take the time between, for example, OPEN prices of each bar, we have a uniform flow. I don't even need to try. Then what is Renat writing about? What kind of experiments?
In these equations the 2 components we are interested in are the drift and diffusion parameters, which we calculate and use.
It's easier to look at the model. Do you need it?
Only please - study the model as much as possible independently, no time now - busy with dreams of unrestrained cash in my purse :)))
Thanks for the offer, but it's you - the author - "easier model to look at.
But for me - a person who has never worked with VisSim, and who has long forgotten the equations of diffusion, to understand the guts of your black box will cost a lot of time, which I'm not ready to allocate for it yet.
While I'd like to understand the interfaces, that usually already gives some insight. You've answered half the "interfaces" questions above. I dare not distract you from the sweet thoughts of "cash in a wallet", but two very important questions remain unanswered:
What is the output from VisSim? Model parameters? Prediction of the next tick? Prediction of marketmovement for the hour/day/exp time ahead? A buy/sell command? What exactly comes out of the black box in VisSim?
Next, apparently, what VisSim has calculated you shove into your trading Expert Advisor (bot). What does the bot do? Does it have a working logic?
Alexander, where were you before?
Feeding leftist equations.....
Good luck!
Rena, wait!!!!!! Give me the grail!!!!!!!!!!:))))))))))
If you can be more specific. Reduced by whom and to what? Actually, there are logarithmically distributed intervals between ticks. That's exactly what I'm struggling with - I'm breaking this dependence with an exponent. If we take the time between, for example, OPEN prices of each bar, we have a uniform flow. I don't even need to try. Then what is Renat writing about? What kind of experiments?
Do you mean the lognormal distribution? But that is the answer.
Do you mean the lognormal distribution? But that's the answer.
I think I can guess what you're talking about...
What is the output from VisSim? Model parameters? Forecast of the next tick? Forecast marketmovement for the hour/day/exp time ahead? A buy/sell command? What exactly comes out of the black box in VisSim?
Next, apparently, what VisSim has calculated you shove into your trading Expert Advisor (bot). What does the bot do? Does it have the logic of operation?
The command buy/sell at certain moments. The bot simply executes the commands.
The buy/sell command, at certain times. The bot simply executes the commands.
Controlling randomness. This random random random world.
Can you recommend anything else to read?