From theory to practice - page 385

 
Alexander_K2:
Oh, man. Distribution! I'm kissing him right through the screen, and my father-in-law's doing the dance. Shh!.... Here comes the wife...

Yeah. What a family.

 
If you trade for example EURCHF , look at the quantile, what is the quantile value of EURUSD and USDCHF at that moment?
 
Evgeniy Chumakov:
For example, if you trade the EURCHF pair, you look at the quantile, and what is the quantile value at this time of the EURUSD and USDCHF pair?

Exactly. Since you, Alexander, are essentially looking for a rate outlier over some sigmas, let the sigmas be determined by non-parametric methods and history, try to back up that criterion with a second one. Remember the advice from 03.12.2017 https://www.mql5.com/ru/forum/221552/page5#comment_6148799 :"If the analysis is so slow on different pairs, maybe you shouldn't do it? Especially since the question of the number of degrees of freedom is very important to you. Actually, if you take 28 pairs formed by the most traded 8 currencies USD EUR GBP CHF JPY AUD NZD CAD, then this system of 28 quotes has only 7 degrees of freedom, always EURGBP = EURJPY/GBPJPY. If you take the average exchange rate, which is equal to the middle between Bid and Ask. You go to a currency strength analysis - it will be faster, and probably more interesting."

In particular, when looking for the minimum of the EUR strength to CHF strength ratio, why not take into account the distance of the current situation from the EUR strength minimum and from the CHF strength maximum? After all, this is based on an extremely physical consideration of the process of calculating the exchange rate as a ratio of the two purchasing powers. Is a physicist analysing the oscillation statistics of a pendulum right to ignore the fact that the frequency of oscillation is pulled in different directions by the acceleration of gravity and the length of the suspension?

 

Friends! Does it say anything if the sample expectation is equal (up to a 3-digit value)?

For example, the expectation of a sample length of 30 values from 0 to 30 and 30 digits from 1 to 31 are equal.

And for any sample length, the expectation of the first group is equal to the second.

 
Vladimir:

Remember the advice from 03.12.2017 https://www.mql5.com/ru/forum/221552/page5#comment_6148799 :

Thanks for reminding me.

Six months have passed since we started designing, and it's still there. No results, even though the idea itself is quite workable. At the same time the idea is not a new one and is already in use by at least a few forum users.

I can rely only on my own experience, I have no other information. The maximum time to develop a system from scratch - about 3 months, if not every day and not a whole day, but say, sometimes in the evenings.

In our case, there isn't even a working layout in six months. There are 385 pages of words, and some unsystematic transactions - and that's it. And that's with the author's regular work.

It seems to me that there will be no more results. This game is lost. Time to stop the clock.

 

I don't have time to get into a discussion right now.

When I smell the easiest money, I'm like a lion, tearing at the ground with my teeth in order to get the Grail out.

I'll be in touch in a few days.

 
Alexander_K2:

When I smell easy money, I am like a lion, tearing at the ground with my teeth in order to get the Grail out.

That's all, and the smell of easy money too, we've been hearing regularly for six months now. It sounds like a persistent hallucination.

 
Evgeniy Chumakov does that tell you anything? Example, Mat expectation of a sample of length 30 values from 0 to 30 and 30 digits from 1 to 31 are equal

Indicates that 29 out of 30 values are the same in the samples)

 
Alexander_K2:

I don't have time to get into a discussion right now.

When I smell the easiest money, I am like a lion, tearing at the ground with my teeth in order to get the Grail out.

I will be in touch in a few days.

Developing a trading strategy, emotionally, is very much like the trading process itself.

Only a trader can experience so much emotion in an hour

You did the right thing :R

 

Isn't that what you're trying to do, Uncle Sashka?