Question! Do the developers of robots (Expert Advisors) trade themselves? - page 9

 

the original post was not found:

Если я предъявлю результаты на реале, возьмешься перевести мою ТС с VisSim на MQL?

excuse me, but is there a need for this on feihua???

If a trader/analyst uses VisSim then moving to Mt4/5 will not increase profitability, but it will increase maintenance complexity...Minimal changes to the algorithm will require the work of two specialists
 
Alexander_K2:

Not 'for free'. Programmers, for some reason, overestimate their capabilities. Working with me, you will learn a lot of physics and mathematics, and develop programs that you would not be ashamed to sell.

Task 1.

To develop a method for collecting data in second timeframes, Ask/Bid OHLC S1-S60, with saving in the archives and the ability to read data from them on the first run.

Without solving this problem, everything else is rubbish. If you get it right, you can easily sell the thing.

Task 1, with the advent of the ability to create custom charts, has become solvable, and not much of a hassle.

Physics and maths. I wonder what you could tell me about mathematics that would surprise me? Can you cover the subject of Taylor's series - justification, derivation, proof? Can you tell me about Laplace transformations? What else can you suggest that is so surprising? But only about all that in an easy and popular, but meaningful and detailed way.

 
Maxim Kuznetsov:

the original post was not found:

sorry, but fayhua need this ???

If trader/analyst uses VisSim, migration to Mt4/5 won't increase profitability, but will increase complexity of maintenance... Minimal changes in algorithm will require two professionals

I, edge of cry, need the ability to collect tick data in seconds OHLC S1-S60 with the ability to read out data from the archives. Right now I just lose 2 days with sliding window = 1 day, 2 weeks with window = 1 week, etc.

About - who else needs it, who will buy it? Yes - everyone! Everyone who works with BP as a stochastic process builds channels relative to the expectation. In this case the correct quotes reading is 1 time in N seconds and nothing else.

A year ago Alexey Volchansky raised the subject of creation of second TFs - and still it is there...

 
Dmitry Fedoseev:

Physics and maths. I wonder what you could tell me about mathematics that would surprise me?

I could use a methodology of converting a tabular function into an analytical form, and a methodology of converting from Cartesian coordinates to polar coordinates, but it should also be popular, meaningful and detailed.

;)

 
Alexander_K2:

I, edge of cry, need the ability to collect tick data in seconds OHLC S1-S60 with the ability to read data out of the archives. Right now I just lose 2 days on sliding window = 1 day, 2 weeks on window = 1 week, etc.

About - who else needs it, who will buy it? Yes - everyone! Everyone who works with BP as a stochastic process builds channels relative to the expectation. In this case the correct quotes reading is 1 time in N seconds and nothing else.

A year ago Alexey Volchansky raised the subject of a second timeframe - and still it is there...

Go to MT5 - there are more timeframes and you can create non-standard ones

PS/ And start sending private messages.

 
Igor Makanu:

I could use a methodology for converting a tabular method of setting a function into an analytical form. I would also appreciate a methodology for converting from Cartesian coordinates to polar coordinates, but it should also be popular, meaningful and detailed.

;)

:-)

Oh yes !

step-by-step with illustrations and video :-)

 
Igor Makanu:

I could use a methodology for converting a tabular method of setting a function into an analytical form. I would also appreciate a methodology for converting from Cartesian coordinates to polar coordinates, but it should also be popular, meaningful and detailed.

;)

Tabular to analytical form - this is called "approximation", and it is not very difficult. The simplest method (or rather the most universal method) is by polynomial. The codebase has a polynomial regression indicator with the ability to change the degree of the polynomial - just a bit of work with a file.

Conversion from Cartesian to polar is really easy. Cartesian is x and y, polar is length to a point from origin and angle of line direction from centre of coordinates to a point. The length is determined by the Pythagoras theorem. The angle is as you wish: arctangenes, arxine, arccosine.

 
Dmitry Fedoseev:

Problem 1, with the advent of the ability to create custom graphs, has become solvable, and is not too convoluted.

Physics and maths. I wonder what you could tell me about mathematics that would surprise me? Can you cover the subject of Taylor's series - justification, derivation, proof? Can you tell me about Laplace transformations? What else can you suggest that is so surprising? But only about all that in an easy and popular, but meaningful and detailed way.

You don't need to know that, mate. Taylor's series and other junk is a representation of some complex function, differentiable at any point, as a series of simple ones.

However, BP is a wave function, nothing more and nothing less. It has no particular value at any point in time, but is a wave packet. Do you truncate?

 

However, this is all off-topic...

Gentlemen, start a branch like 'From Theory to Practice-2', and set out your view of the market, and we'll meet there.

 
Alexander_K2:

You don't need to know that, mate. Taylor's series and other junk is a representation of some complex function, differentiable at any point, as a series of simple ones.

However, BP is a wave function, nothing more and nothing less. It has no particular value at any point in time, but is a wave packet. Do you truncate?

Well that's it. Why don't I need it? I somehow see for myself what I need. I'm interested, that's all. I know what a Taylor series is, I'm wondering how it could have come to this. Yeah, and without tainting the queen of science with its practical application.