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In short, the survey showed that the sufferers are not interested in anything other than thinning quotes.
Perhaps, yes - along with market cycles, this thing is an extremely important basis of the Grail.
The various methods of thinning achieve:
1. splitting the original market process into two sub-processes: Alpha and Omega (see https://www.mql5.com/ru/forum/134424)
2. maximum preservation of information, which is carried by tick quotes. Uniform thinning (work with OPEN/CLOSE M1, M5 and higher) leads to the loss of all information and to the transition to a normal distribution of increments, which has the maximum entropy and work with a Wiener process without demolition, which is extremely difficult (but, you can)
3. Adding to the initial series information related to time stamp effects with a certain type of thinning. Even a series (-1; +1) of the "random walk" type can be made more informative by thinning it through an Erlang distribution, obtaining some sort of series for the path (sum of coin increments) through exponential time intervals.
Instead of worrying about it for years, just check the 5000-minute bars and calculate the probability, for example: upwards bar, upwards bar, downwards bar, downwards bar,
I have repeatedly done such a trick.
I took thinned tick quotes and minute quotes. In tests, my TS showed much worse results just on М1, all other conditions being equal.
No matter how you slice it, the information is lost on minutes.
Thinning quotes is yesterday's day. It's time to move on to equity thinning. For example, in martingale science, there is an important unresolved question - how to thin the equity from the inevitable final poker.
Loved the post. I like it. I'll give you a big plus.)))
Alexander_K2:
Even a series (-1; +1) of the "random walk" type can be made more informative by thinning it through an Erlang distribution, obtaining some kind of series for the path (sum of coin increments) through exponential time intervals.
Would you be so kind as to elegantly demonstrate to us the thinning of said series from all "-1" ? )
Not
you can thin out like that and -1 +1 +1 on ticks.
That's a bit of a smile. Try harder to give me the satisfaction of being a poppy)))) on posts like this.
Would you be so kind as to elegantly demonstrate to us the thinning of said row from all "-1" ? )
Squared, perhaps? )
(-1)^2=1^2=1 )
Squared, perhaps? )
Ни секунды не сомневаюсь, что ее написал некий Доктор.
Judging by the sense and goodwill in the text - the article is a translation)
theorists blithely :-)
Quote under discussion:
"Hi, I'm Adam Grimes,..."
<article text>
"Sync & corrections by honeybunny ....
theorists blithely :-)
The quote under discussion:
It's already at the beginning of part 2) Didn't get to it, for I didn't see anything new for the theorists bljat :-)