From theory to practice - page 813

 
Vladimir:

What results are we talking about? Where can you see them?

Look in the PM.

 
Alexander_K:

No, no tester will do - there are different ticks and different volumes... Works solely on my tick stream, that's the problem... What I collect myself works fine on the tester as well. When I take data from Ducas, for example, it's a complete nonsense. I have to "adjust" the sample volume. It appears that the "Grail" found on third-party data will not really work in my brokerage company.

The number of ticks may be different times: on different days, for different symbols, in different brokerage companies, in different types of accounts inside one brokerage company, and even for one type of account in different years (see the picture).

The best thing that can be done with them is variable number of ticks per bar, more at night, less during the day, on impulses generally one. It's complicated.

You could also normalise by the average number of ticks per week-month.

If you don't understand how to prepare ticks, it is better to take a window in seconds, it makes much more sense.

 
secret:

If you don't understand how to prepare ticks, it's better to take a window in seconds, it makes a lot more sense.

Perhaps by your secret metods, this task, under these conditions, is easier to solve - no argument there. But, I haven't grasped your hints, interspersed with the consumption of healthy country food, for a year(!!!).

In terms of incremental distributions (I started with them and will end with them), if you take a window in seconds - this problem is not solved at all. Because at the moment when a second has passed and there was no tick, "false" zeros appear in the distribution, sharpening the distribution peak and distorting the data on kurtosis and asymmetry. And if, however, we read the data once a minute, when a new tick arrives 100%, we have only 60 values in 1 hour. We have an unrepresentative sample. Have you got it?

 
You can try to accumulate a 5-point Renko chart (smaller moves are not suitable for trading), and calculate the duration as a volume. Then the X scale can be accurately converted from price fluctuations to seconds and back. Regardless of tick rate.
But there will be failures if more than 5 pips arrive in a tick :-(.
 
Alexander_K:

Check out the PM.

There's a link there to read: 'The account has only recently been opened and therefore the results may be random'. In less than two days of trading - what can you see? So, you are suggesting exactly to believe. On the grounds that, for example, you are, as usual, "absolutely convinced". No reasonable person would respond to your offer https://www.mql5.com/ru/forum/221552/page812#comment_9698560 to work for free on such ephemeral grounds.

От теории к практике
От теории к практике
  • 2018.12.03
  • 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...
 
Vladimir:

There's a link where you can read: 'The account has only recently been opened and therefore the results may be random'. In less than two days of trading - what can be seen? So, you are suggesting exactly to believe. On the grounds that, for example, you are, as usual, "absolutely convinced". No reasonable person would respond to your offer https://www.mql5.com/ru/forum/221552/page812#comment_9698560 to work for free on such ephemeral grounds.

Yes, the calculation is on faith alone.

For the rest of us, let time go by and a set of statistics. I'm in no hurry.

 
Aleksey Nikolayev:

Recorded how and by whom?

Radio intelligence, who else. Like... As it should be.

A radar has been recorded operating in such a range from such an area.

What is the probability that no radar in that frequency range was operating on that day?

 
Alexander_K:

I suggest that interested grail-seekers who see my results and believe that the coveted Grail has been found conduct the following experiment.

1. Write a program for gathering quotes, but not by OnTick(), but by time with a discreteness = 1 second. Record only those data, which after 1 second have changed Ask or Bid or time (Ask and Bid at this point may not change).

2. Collect data for EURUSD, for example, for a day and report the number of ticks collected in that way.

3. If the data coincides with my data, we will consider that the first step to work together has been taken.

4. Also inform me how this data collection method will be used for restoring the future TS in MQL after failures, connection interruptions, etc.

I am not in a hurry - look, assess the results of my work and do not forget to empty your pockets of dust in time.


Regards,

Schrodinger's cat.

In other words, Grail is a rather primitive tick fixing program with its prolongation: if no new tick arrives a second later, Bid and Ask are prolonged, and if it arrives, only the quote that hasn't changed is prolonged. Just two questions:

1. are you inventing Kotelnikov's theorem?

2. Do you need a qualified help to create this program? How about Job?

 
Алексей Тарабанов:

In other words, Grail is a rather primitive tick fixing programme with rollover: if no new tick arrives a second later, Bid and Ask are rolled over, but if it does, only the quote that hasn't changed is rolled over. Just two questions:

1. are you inventing Kotelnikov's theorem?

2. Do you need a qualified help to create this program? How about Job?

1. Kotelnikov's theorem is kind of a discretization of time-continuous signals. Wrong... Time in the market is purely discrete. If ticks came in uniformly every 1 second, this problem would be solved in a flash.

2. I already have everything and everything works in VisSim+MT4. I have to avoid failures in this combination and limitation on number of blocks in VisSim (up to 1500) and number of data in the array (not more than 16384). We need a volunteer programmer with knowledge of physics and mathematics, and not a trivial coder, suffering from obtuseness. Getting the Grail in the form of payment is not worthy?

 
Alexander_K:

1. Kotelnikov's theorem is sort of a discretisation of time-continuous signals. Wrong... Time in the market is purely discrete. If ticks came uniformly, every 1 sec, this problem would be solved in general.

2. I already have everything and everything works in VisSim+MT4. I have to avoid failures in this combination and limitation on number of blocks in VisSim (up to 1500) and number of data in the array (not more than 16384). We need a volunteer programmer with knowledge of physics and mathematics, and not a trivial coder, suffering from obtuseness. Get the Grail in the form of payment, is it not worthy?

1. You are going exactly to the solution of Kotelnikov's theorem on discretization of continuous signals. You will soon formulate it and solve it.

2. The grail in the form of payment is not valid. Either payment or the Grail is valid.