From theory to practice - page 375

 
igrok333:

In my opinion, it is promising to study the different properties of graphs. in econometrics there are many such studies.

Graphs are just a way of visualisation, they do not reveal any properties other than those of the data for their construction. Don't confuse subject and method.

 

Vladimir:

By methods of distribution analysis we will catch the fluctuations of interest with a swing of 0.015 on the background of fluctuations with a swing of 0.8, which is 55 times larger. I will not name this ratio, but it has impressed me.

It's called volatility. )

 
xFFFF:

There are some variables like Symbol_1, Symbol_2 etc. I want to loop through them.

Tried the code:

But it doesn't work. s contains the text Symbol_1, Symbol_2 , and I want the value of variable with the name Symbol_1, Symbol_2 etc.

How can I convert a string to a variable with this name?

MQL does not have such a feature, other languages, such as Mathlab, for example, do.

 

My friends!

I am alive and I am back.

I will now process the results for Erlang's 5th order flow and post them here. Ain moment.

Someone is grinning maliciously - leaked, perhaps, A_K2? No, but the blow was sensitive and I'll tell you what its surprise and power was.

P.S. Somebody please advise stable 4G in the area between Bronnitsy and Domodedovo. No internet at the dacha. Suffering.

 

To begin with, charts of currency pair rates and trading intensity at sliding window = 4 hours in the Erlang 5th order quote stream for the last 2.5 days:

AUDCAD:

AUDCHF:

AUDJPY:

EURCHF:

EURJPY:

EURUSD:


 
Alexander_K2:

My friends!

I am alive and I am back.

I will now process the results for Erlang's 5th order flow and post them here. Ain moment.

Someone is grinning maliciously - leaked, perhaps, A_K2? No, but the blow was sensitive and I'll tell you what its surprise and power was.

P.S. Somebody please advise stable 4G in the area between Bronnitsy and Domodedovo. No internet at the dacha. Suffering.

https://4g-faq.ru/karty-pokrytiya/

Карта покрытия МТС, Мегафон, Yota, Теле2, Beeline, Ростелеком, Сбербанк, SkyLink LTE. 3G, 4G, 2G и сотовая связь
Карта покрытия МТС, Мегафон, Yota, Теле2, Beeline, Ростелеком, Сбербанк, SkyLink LTE. 3G, 4G, 2G и сотовая связь
  • 4g-faq.ru
Карта покрытия МТС, Мегафон, Yota, Теле2, Beeline, Ростелеком, Сбербанк, SkyLink LTE нужны для того чтобы помочь выбрать лучшего оператора мобильного интернета и сотовой связи в месте нашего пребывания. Очень часто нам с вами приходится искать зону мобильного интернета для более лучшего доступа с беспроводной сети. С этой целью была создана уникальная карта 4G Покрытия сети …
 

Thank you. Nikolai, which one do you use?

 

Looking at the histogram of the trading intensity for AUDCAD in the Erlang flow of 5th order:

Everything. There is no homogeneous or heterogeneous Poisson flow at all. Other pairs are obviously not even worth looking at. We have to move on - to the 6th order and higher Erlang flows.

 

Now for the unobvious and powerful blow I received from the market. Literally a punch in the face without too much talk - just like in life.

Once again, back to Shelepin's work:


 

Here we are primarily interested in the variance and therefore the standard deviation. Let us rewrite it:

sigma = CORNER(c*lambda*t), where:

c is some constant

lambda - the average value of the increments

t - time.

This formula is the Alpha and Omega, the Yin and Yang of Forex. The Grail, to put it simply.

Let's understand it in more detail, pointing out the mistake I made.