From theory to practice - page 257

 

By the way, if you take p = 0.7410293952884985 for a discrete logarithmic distribution, things will be somehow closer on the logarithmic scale too.


 
Oh, I think I get it. There are two distributions, according to Alexander. Somewhere over there on the 15th point is where the second distribution peeks out from under the first.
 

I also read wikipedia and thought :)

Discrete logarithmic distribution takes natural numbers 1,2,3,...
And exponential - rational numbers >= 0 ; I.e. you can subtract 1 from that pocket, and multiply by something to get into the exponential curve.

In cell E2:

=0.0797907655396566 * EXP(1) ^ (-1 * 0.0797907655396566 * ((A2-1)*4.09029816010267))

The log scale is a straight line. Beautiful. Probably useless, but let it be.


 
Dr. Trader:

Also read wikipedia and thought :)

Discrete logarithmic distribution takes as input natural numbers 1,2,3,...
And exponential - rational numbers >= 0 ; i.e. you can subtract 1 from that pocket, and multiply by something to get into the exponential curve.

In cell E2:

The log scale is a straight line. It's beautiful. Probably useless, but let it be.


Dr. Trader! Thank you very much, what a good job!

 

Perhaps it also has a direct bearing on the fact that there are two distributions sitting in the incremental velocities.

https://www.mql5.com/ru/forum/221552/page204#comment_6730803

От теории к практике
От теории к практике
  • 2018.03.06
  • www.mql5.com
Добрый вечер, уважаемые трейдеры! Решил было на какое-то время покинуть форум, и сразу как-то скучно стало:)))) А просто читать, увы - неинтересно...
 
От теории к практике
От теории к практике
  • 2018.03.06
  • www.mql5.com
Добрый вечер, уважаемые трейдеры! Решил было на какое-то время покинуть форум, и сразу как-то скучно стало:)))) А просто читать, увы - неинтересно...
 

My God, what is this?

Gentlemen, look at the bizarre distribution of trading intensity with an exponential reading time in the sliding exponential window = 10.000 (approximately 4.5 hours)


This was nowhere near to being the case when the quotes were read evenly.

I have no idea what it is - let it remain a mystery.

 
А! It's probably the Grail's ears to pull. Let me see if I can...
 
And, to avoid searching through the whole branch - a library recommended reading.
Files:
 
Dr. Trader:

Also read wikipedia and thought :)

Thediscrete logarithmic distribution accepts natural numbers 1,2,3,...
And exponential - rational numbers >= 0 ; I.e. you can subtract 1 from that pocket, and multiply by something to get into the exponential curve.

In cell E2:

The log scale is a straight line. It's beautiful. Probably useless, but let it be.


Read, read... I know Doc's a genius, he doesn't write anything for nothing. Then I reread it again.

I.e., knowing that we have p=0.7 and using discrete LF generatorshttps://habrahabr.ru/post/265321/ we should not set exponential time intervals like I now TimeInterval = INT(- Ln(U))+1, where U is uniform CB from the range [0;1], but exactly TimeInterval = INT(- Ln(degree(0.3;U)) +1?

It seems that, in this particular case, we'll be destroying the "memory" almost completely... If so, Doc gets a Nobel Prize!!!!!!!!!!!!
Генераторы дискретно распределенных случайных величин
Генераторы дискретно распределенных случайных величин
  • 2016.01.16
  • habrahabr.ru
Данная статья является продолжением поста Генераторы непрерывно распределенных случайных величин. В этой главе учитывается, что все теоремы из предыдущей статьи уже доказаны и генераторы, указанные в ней, уже реализованы. Как и ранее, у нас имеется некий базовый генератор натуральных чисел от 0 до RAND_MAX: С дискретными величинами все...