From theory to practice - page 1566

 
Pul-Adgi Mo-UlStan:

But if we had listened then...

It's kind of about finding the boson. Well, molecules are molecules...

 
Sasha, eurusd didn't go down today? I looked at it now and it was moving a lot.
 
Evgeniy Chumakov:
Sasha, the eurusd didn't go into drawdown today, did it?

Nah, not much movement :)) No deals at all... Boring.

I completely switched to Koldun's algorithm, and probably overdid it with the quantile. Now = 2.5758. I'll double-check this weekend.

 
Alexander_K:

Nah, not much movement :)) No deals at all... Boring.

I completely switched to Koldun's algorithm, and probably overdid it with the quantile. Now = 2.5758. I'll double-check this weekend.


Try to calculate the variance channel from all pairs. In general, it would be good if the formula took into account the kurtosis and the variance was dynamically adapted.

 
Evgeniy Chumakov:


Try to calculate the variance channel from all pairs. In general it would be good if the formula would take into account the kurtosis and the variance would adapt dynamically.

Everything is dynamic as it is, it makes my eyes glaze over... Only the quantile is static as God is static.

 
Alexander_K:

Nah, not much movement :)) No deals at all... Boring.

I completely switched to Koldun's algorithm, and probably overdid it with the quantile. Now = 2.5758. I'll double-check this weekend.

I often had a Grail search for a variable, some kind of "quantile" , the periood of the average, the number of bars and so on. By changing this variable I could adjust my trading system to a certain market in the past to make profit. I could not find such a variable that would always make a profit.
 
Alexander_K:

Everything is dynamic as it is, it makes my eyes glaze over... Only the quantile is as static as the Lord God.


Do you have a price increment or density on the lower chart?

 
Evgeniy Chumakov:


Do you have a price increment or density on the lower chartE?

On the bottom one is the sum of the increments.

Ehhhhh.... I'm stuck between these chartsE. Just checking now - on the upper chart on all pairs with EUR would be crazy pluses, on the lower one - nothing...

Forex is like making fun of me...

I'm going for a smoke - I can't take it anymore. You're crazy Uncle Sasha....

 

Question for programmers:

Is it possible to create an archive file of 1, 2, ... 5-second bars, by way of example:

Bits of belonging to a real quote OPEN HIGH LOW CLOSE
1 1.10112 1.10115 1.10109 1.10111
0 1.10112 1.10115 1.10109 1.10111

etc.

Where accessory bit (flag) = 1 if there was at least one real tick quote during the required time interval, = 0 if there was no quote (in this case the previous values are written).

How to do it?

I guess I can't do without tests and this whole mess may last for years...

 
Alexander_K:

On the bottom one is the sum of the increments.

Ehhhhh.... I'm stuck between these chartsE. Just checking now - on the upper chart on all pairs with EUR would be crazy pluses, on the lower - nothing...

Forex is like making fun of me...

I'm going to go smoke - I can't take it anymore. Sleepy Uncle Sasha....

Uncle, turn on the CANDER))) Smoking is bad for you, but don't be nervous, it's just the beginning))))