From theory to practice - page 590
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Another interesting series of sums of increments, please build a histogram (as Alexander did).
To be honest, the file isn't interesting at all.
It would be better to say so
The series is interesting and that's why...
Did another conceptual study (a year later... :))
When forcefully reading tick quotes in exponential time scale at p=0.8333333 (on the average 1 time per 6 seconds), real ticks come in such time intervals:
Approximately the same pattern was observed with a uniform reading of 1 time per second.
Here's what you can do with me, and this is the Erlang flow (negative binomial distribution). And it is in it that the correct tick data reception should be done.
Did another conceptual study (a year later... :))
When forcefully reading tick quotes in exponential time scale at p=0.8333333 (on the average 1 time per 6 seconds), real ticks come in such time intervals:
Approximately the same pattern was observed with a uniform reading of 1 time per second.
Here's what you can do with me, and this is the Erlang flow (negative binomial distribution). And it's in it that you have to get the tick data right.
There's no fish here.)
Did another conceptual study (a year later... :))
When forcefully reading tick quotes in exponential time scale at p=0.8333333 (on the average 1 time per 6 seconds), real ticks come in such time intervals:
Approximately the same pattern was observed with a uniform reading of 1 time per second.
Here's what you can do with me, and this is the Erlang flow (negative binomial distribution). And it is in it that the correct tick data reception should be done.
Right??? And what is this "rightness"?
right??? What is this "rightness"?
I think working on an even timeline is the wrong solution. For example, with OHLC on M1. You either have to work specifically with ticks, but this leads to a distortion of the concept of "time" - as there are different numbers of ticks in the same time frame and in different ways at a particular broker. Or work in an Erlang flow of a certain order, when there is a correspondence with the "average" time.
Forum on trading, automated trading systems and trading strategy testing
Thoughts on Random
Oleg avtomat, 2012.12.12 02:13
A filter is a functional converter. Well-designed filter not only removes noise, but also extracts a lot of useful information, which is present in data, but hidden and not directly accessible.
You cannot like or dislike a filter - on the contrary, you can use it correctly or incorrectly.
But of course, a filter is not the same as a filter ;))) And if some piece of shit is called a filter, it does not become a filter. Accordingly the attitude of love/dislike to such an artifact appears ;)))
I think working on a uniform timescale is the wrong solution. For example, with OHLC on M1. You either have to work specifically with ticks, but this leads to a distortion of the concept of "time" - as there are different numbers of ticks in the same time frame and in different ways at a particular broker. Or work in an Erlang flow of a certain order, when there is a correspondence with the "average" time.
Geez, where did you get that nonsense in your head? What time distortion??? What nonsense???
Watch the flow of cars on the street outside your window. There will be few at night, many during the day, and even more during rush hour. Does that distort the concept of "time"???
Think a little with your head and don't repeat any nonsense fished out "on the Internet".
Okay. Let me put it another way:
Any algorithm built on OHLC without taking into account real tick volumes (Volume) is in advance inaccurate and draining. IMHO.
Okay. Let me put it another way:
Any algorithm built on OHLC without taking into account real tick volumes (Volume) is in advance inaccurate and draining. IMHO.
More nonsense.
Man, where do you get that nonsense in your head? What time distortion? What nonsense?
Watch the flow of cars on the street outside your window. There will be few at night, many during the day, and even more during rush hour. Does that distort the concept of "time"???
Think with your head and don't repeat nonsense you picked up on the internet.
You must have read it out of Niels and taken it literally as a guide to action.))
What we have before us is a crazy theory.
The question is, is it crazy enough
to be correct.
Niels BOR