From theory to practice - page 63
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And the question to Nikolay remains - I read on the forum that you and a certain Prival were fighting for the possibility to work with all tick data. What was the aim?
I'm certainly sorry for the time wasted on these idiotic tics. So much work... Good thing I figured it out in time. There's still time before the New Year!
Alexander, what can you tell the community about their near-identicality?
Somebody give me the formula for the standard deviation.
Or a simple piece of code to calculate it.
and why is everyone so fond of the RMS rather than the standard deviation.
95% of what?
95%confidence interval
Btw, about the measure of central tendency. Green is pathfinding WMA where weights depend on probabilities of increments. Red - regular SMA.
Alexander, what can you tell the community about their near-identicality?
Oh, great! What a deal! Wouldn't the profit on closing the deal be more???? Just a little bit... No, I don't insist. After the hardest defeat with t2-distribution, I'm too lazy to recalculate values of probabilities of increments. Got it wrong, and now I'm more likely to choose SMA. I'll have to think about it...
WMA is slightly behind on trends as there are larger increments and they have less weight. So yes, the profit will probably be slightly higher. The point is that there are no fundamental differences.
You're not wrong, you just didn't realise that the probabilities of increments don't play a fundamental role.
WMA is slightly behind on trends as there are larger increments and they have less weight. So yes, the profit will probably be slightly higher. The point is that there are no fundamental differences.
You're not wrong, you just didn't realise that the probabilities of increments don't play a fundamental role.
But, now we see that this has created a lot of problems - different tick flows, etc. etc. And there is no way to prove that there was a certain value at such and such moment (in milliseconds!!!). And OPEN price is an ironclad thing, right? Right?
You can prove it. The DC makes the database publicly available, and anyone is free to download it. If the DC changes the tick after the fact, it can be proved through exprtise/analysis of files stored by users.
HOWEVER, in the past it was like this: you yourself are recording something there, we do not believe your data, our data stored on the server is the most correct. And you can't prove it.
OK. I'll disappear for a while - I need to learn how to get OPEN archives out of MT4 and work with them.
The programme I have now is a total crap! And there's no t2-distribution and I need to work with OPEN prices, not ticks... I believe in the theory unconditionally and I'll correct the program. Hence the title of this thread. EACH solution must be justified theoretically, otherwise there is no way.
From MT4 no problem, F2 archive quotes, save as .csv
In MT5 it is more complicated, the terminal does not have such a function, we should write a code for unloading, but in MT5 the M1 base is longer, because all TFs in MT5 are built from M1, while in MT4 each TF is downloaded separately from the server.