From theory to practice - page 1089

 
Renat Akhtyamov:

interesting

is the price the same?

Different. There's a 1-10 point difference in the five digits. Total unsynchronisation...

 
Alexander_K:

Different. A difference of 1 to 10 points on the five digits. Total misalignment...

within the spread?

well... this is understandable and not surprising at all.

Make the ticks by timer, with the period you need.

you will have valid ask and bid, but you need to normalise them

and in the trading conditions you need to select an account where trade orders are placed on the side of the terminal, not on the execution side

 
Alexander_K:

Albert and Minkowski were working in Lorentzian space-time coordinates. I suppose we should do the same in the market - and then we will see a very different picture of the process...

we won't see shit.

Albert and Minkowski did not work with strictly (by nature) discrete quantities and variable metrics.

Well, the habits of physics don't apply here. Habits are useful, but everything else has to be discarded.

ZS. And once again, the volume of the market (not volume, just volume) is growing at least 6% per year. That's a crazy figure, which breaks all the ideas of the university department :-) Your habits here lead to losses

 
Alexander_K:

Yes, I think you're right, Bas.

However, there is an opinion that if you go to two-dimensional Minkowski space, i.e.

introduce the following coordinates for tick dimensions (synchronized between different DCs).

The X axis is a uniform scale of event counts (1, 2, ...)

Y axis - value S^2=(Tn-Tn-1)^2+(PRICEn-PRICEn-1)^2

where (Tn-Tn-1) is the time between the current and previous ticks, (PRICEn-PRICEn-1) is the increment between the current and previous prices

you can get a very interesting picture...

what are you thinking?

Take and count the cumulative component of BUY or SELL, by this principle Normalizedouble( (Mathmin()/Mathmax() * (+-1 depending on Max-value) ) *100,2);

and you'll get both normalization and accurate values, and there'll be no need to optimize anything at all)

 
Alexander_K:

Erm... Well, that's +10-15% a month. And over a year, on an accumulating deposit with no withdrawal, that's what it came to. No?

That's 50 per month (on average).

 
secret:

That's 50 a month (on average).

550/12=?
 
Алексей Тарабанов:

Just move the trend line and life gets better.

I don't use TA
 
Martin Cheguevara:

take this Normalizedouble(Mathmin()/Mathmax() * (+-1 depending on Max-value) ) *100,2);

and you will get normalization and accurate values - and there will be no need to optimize anything at all)

You have one parenthesis missing.

 
Renat Akhtyamov:
550/12=?

45.8

 
secret:

That's 50 a month (on average).

If so, I withdraw all my charges against you and apologise.

From now on, I'm a lapdog and a collective farmer. But only here, in our dimension. I'm going for a walk in Minkowski space... The Grail and Schrodinger's runaway cat are over there.