Probability theory question... - page 8
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Well, I don't think so. There's a hell of a distribution of time returns - and it's different on different instruments.
I missed that question. Didn't see it. Sorry
Here's where I posted the graph and an explanation of how and what I was building. "Random Flow Theory and FOREX
The only thing that kills me is one small nuance. Not only my builds, but many of those who believe that the time between tick arrivals is stationary (or do not think about it, just take the blows of a minute).
I already said in one of the threads that time of any system can be correctly measured only by events of this very system.
And about the format of data presentation - bars etc., that it is all fundamentally wrong. You can't measure market time by hours and even more so (the most blatant absurdity) -
If you want to divide it into intervals taken from the ceiling - timeframes. However, everything rests on the terminal. MT4 has absolutely no possibility to build adequate timeframes.
I was pondering over what can be used instead of time... The number of ticks is good, but the market maker does not feel sorry for ticks - the good thing is that forex volumes are not considered.
Some other approach is needed. One that wouldn't depend on the number of ticks (or rather wouldn't depend only on it). In one word, we should learn to build fractals not in the way mathematicians do now - from the general to the particular and from small to large, but the way Nature herself does (including the market) - from the smallest to increasingly larger. To do that I will need some "measure of chaos" (may be it is known already - I am not a mathematician, I don't know), when it is depleted the process of building stops.
Then we can only build partly self-similar structures, but this is just the right thing to do.
Well, I don't think so. There is some terrible time distribution in it - and it differs from instrument to instrument.
We think of THIS as a tick, and it's not a tick at all! It's a function of the DC filter.
I missed that question. Didn't see it. Sorry
Here's where I posted the graph and an explanation of how and what I was building. 'Random Flow Theory and FOREX'.
Hello Sergei.
Going back to the issue of numbers and price from the "Random Flow Theory" thread.
Please consider the assumption that price can be neither random nor non-random, nor can it be discrete or constant.
It cannot do so for one simple reason: there is no place where price "lies". Price, is a phenomenon observed by different experts in different (albeit correlated) frames of reference. The paradox is that the price itself is a correlating (expert) operator. It means that all experts observe each other's reflections through their own glasses (filters).
The "forex" system is stochastically closed to itself.
In that case, there is a statistical probability that your "number" should be searched here, well, and at the same time here.
Unfortunately I'm not a mathematician, I just 'feel my ass'.
Respectfully.