From theory to practice - page 1103
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But it's useless. It's not clear how to use it. Entry on crossovers does not work.
Why not...
At a glance - the price in the oscillator has run to 1, you can open the grid; crossed with the average - reset the grid, leaving the best order.
It will work until the volatility exceeds the lag of the average (the system will get into a counter phase).
There remains the question of measuring volatility and phase detection :-) No one bothers with it and in practice it is solved by introducing a higher order average channel and optimization-optimizer :-)
A quick look atthe histograms of the distances the price travels in the time intervals between ticks
at the following coordinates for tick measurements
X-axis - uniform scale of events (1, 2, ...)
Y axis - the value S=+-sqrt((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
In short, I applied the Pythagoras theorem to the tick prices and time.
Voila!
Under these conditions, we have our famous "bimodal" distribution.
Now I see where Demko got it from... Mm-hmm... Working with distances, hypotenuse on ticks... Uh-huh... In a linear coordinate system... Hmm...
So what?! Why did he just scream that he had the Grail? I don't know. I don't know.
In short, applied Pythagoras' theorem to tick prices and time.
Voila!
With this, we have our famous "eared" bimodal distribution.
Now I see where Demko got it from... Mm-hmm... Working with distances, hypotenuse on ticks... Uh-huh... In a linear coordinate system... Hmm...
So what?! Why did he just yell that he had the Grail? I don't know. I don't know.
Well, what's so surprising? Forex is a symmetrical market, the probability of going up and down is the same.
What do you care about these ears? They do not say anything, except that the price goes up or down with equal probability.
What's so surprising about that? Forex is a symmetrical market, the probability of going up and down is the same.
What are these ears for? They do not say anything, except that the price is equally likely to go up or down.
I don't know, I don't know...
Isn't that what made Demko shake? Let's see:
Above is this week's AUDCAD chart (Tuesday-Thursday. Unfortunately, I have managed to collect data only for those days - after installing Win7 and the new Vissim the MT4+Vissim connection is very unstable).
Below is a graph of the sum of distances (hypotenuse) on tick data. I.e. on Tuesday at 00.00 we fix the start at 0 and then simply sum up the hypotenuse taking into account the sign. Without any sliding windows.
We have the most obvious Ornstein-Uhlenbeck process with a return to the mean. There it is - the most coveted grail!!!
+
LIVE !
+
JGI !
imho - not expected here - in the next branch - yes.
GODS - don't you think you are watching and trying to paint pictures here from your "rear view mirror" ?
AUTOPILOTA :-)
I don't exclude that perhaps yes. After all, there is no objectivity here and now...
imho - not expected here - in the next branch - yes.
GODS - don't you think you are watching and trying to paint pictures here from your "rear view mirror" ?
AUTOPILOTA :-)
I don't rule out the possibility that yes. After all, there is no objectivity here and now...
Nooooo.
Alexander is the kindest of people.
Noooooo.
Alexander is the kindest of people.
That's clear.
It's the result that counts!
We have to go for it, IMHO - faster, faster, higher and stronger...
IMHO, the foreplay has gone on long enough.
Delayed orgasm does not suit - everything as usual, we need here and now.
That's clear.
It's the result that counts!!!
We should go for it, IMHO - faster, faster, higher and stronger...
PPSSY Prelude IMHO - too long...
So what?! Why did he shout that he had the Grail in the first place? I don't know. I don't know.
the shouting about the grail being found was 90%.