From theory to practice - page 289

 
Maxim Dmitrievsky:

it seems that fxsaber wrote about thinning ticks via custom MT5 symbols

Only you need to take not the original BP but the increments, right?

Sure. Not the price series thinned, but exactly the increments.

Although, if there is time, you can try both of them. But hurry up! My soul is burning - it's asking for the Holy Grail...

 
Alexander_K2:

It is necessary to transform BPs to Erlang flows of different orders K and feed the increments of such transformed series into the neural network. Select the best one according to the results. This will be the golden grail, since I have already pocketed the wooden one.

Maxim, just do not forget to share at least in the form of a signal. We're waiting.

The wooden one will do for me, too.

The increments are modulated first and then demodulated, that's a fact.

those electronic guys, they do a hell of a lot of things to make noise...

)

 
Alexander_K2:

Of course. Not the price range thinned, exactly the increments.

Although, if you have the time, you can try both. But hurry up! My soul is burning - it's asking for the Holy Grail...

)) I'm going to read some more interesting books on distributions, and then I'll do some work.

because I don't really understand why this should significantly improve an already well-distributed series of increments

I.e. after thinning it wouldn't hurt to restore the initial series and it, in theory, should turn out a Markovian one, miraculously?

 
Maxim Dmitrievsky:

)) I'm going to read some more interesting books on distributions, and then I'll do some more

I don't really understand why this should significantly improve an already well distributed series of increments.

I.e. after thinning it would not hurt to restore the original series and it, in theory, should get a Markovian, miraculously?

First of all it is necessary to transform (thin out) BP. This is a non-trivial task.

If we take a tick archive and try to convert it to an Erlang flow of any order, it will take a lot of time. I, for example, have not coped with this task at all. Therefore, I have no opportunity to do historical tests and work only in real time.

On young people I hope they will do it and not let me, an old man, die in hunger and cold.

 
Alexander_K2:

First,we have to transform(thin out) BP. This is a non-trivial task.

If you take a tick archive and try to convert it to an Erlang flow of any order, it will take a lot of time. I, for example, have not coped with this task at all. Therefore, I have no opportunity to do historical tests and work only in real time.

On young people I hope they will do it and not let me, an old man, die in hunger and cold.

well that's another way to go...

It's easier to demodulate.

build a diary, you'll see for yourself what a dolt's crown is.

Your exponent is burned out because you almost had to do it, it's actually modulated, or rather cut in half and shifted to pi/2.

However, it is damped...

 
Renat Akhtyamov:

Your exponent is burnt out because you have almost done the right thing, it is in fact modulated, or rather cut in half and shifted by pi/2.

However, it is attenuated...

It's time to go into the frequency domain. To the complex plane.)) There's a lot of interesting stuff there.

I wrote once before that on a large interval the spectrum of increments is very similar to the spectrum of black body radiation.

 
Yuriy Asaulenko:

Time to go into the frequency domain. To the complex plane.)) There are a lot of interesting things there.

I wrote once before that on a large interval the spectrum of increments is very similar to the spectrum of black body radiation.

That's a bit racist.

 
Alexander_K2:

You have to work with increments, with increments. Know all about them. And the price is simply the integral of the increments.

That's true. But they trade on price. It's like the fish rots from the head, but they clean it from the tail.

 
Yuriy Asaulenko:

Time to go into the frequency domain. To the complex plane.)) There are a lot of interesting things there.

I wrote once before that on a large interval the spectrum of increments is very similar to the spectrum of black body radiation.

of course

I'm sitting here drawing the frequency, adjusting the period. It's cyclical, I didn't expect it myself)

I am interested in incremental distribution function. I don't know what it's for yet.
 
Renat Akhtyamov:

the incremental distribution function is of interest. I don't know what it's for yet.

What is an incremental distribution function? I think we've already found it, like, twice.)