Market etiquette or good manners in a minefield - page 69

 

I get this (GBPUSD H1):

I saw your picture has a spread line, but why is it so high, after all the spread on most intstruments is 2-3 pips?


The maximum looks like this:



P.S. Here on the x-axis is not d, but d - 1

 
paralocus >> :

I saw in your picture there is a spread line, but why is it so high, because the spread on most introductions is 2-3 pips?


At Alpari it is 5 decimal places and spread is 18 pips. What is the spread in your currency pair and how many pips is it averaged?

And also, bring out the same pictures, but for synthetics based on the LFG. There should be zeros (almost). Otherwise you need to look for an error in the code.

 
I have a 4 point spread. Eurobucks spread since May is 2 pips, Pound is 3 (in your figures it is 20 and 30 respectively). Synthetics I am checking now, I need to wait a bit and averaging on 500 osts.
 

I think I have some interesting news. Take a closer look at this one:


 

Is it synthetic? If so, use this GCF. It's tested for randomness.

 
Neutron >> :

Is it synthetic? If so, use this GCF. It's tested for randomness.

No, it's not! It's a normal quoter. What I wanted to show you is that there seems to be a dependence of prediction accuracy on the input dimensionality. It's most likely discrete, starts somewhere in the first ten d's and appears to have a steady upward trend. It would be nice to calculate up to 200 inputs, but my Bolivar is a day's work, not less.

 

Check the GCF!

Need to be sure there are no internal bugs before going any further.

But it does look like a rising trend... True, the variance is a bit high, we need to increase the stats.

 

Girl on Wiener:

I'm going to put her in to calculate the stats for Wiener by d. It won't be quick.

 
Neutron писал(а) >>

Is it synthetic? If so, use this GCF. It's randomly tested.

Watch out for the "randomly tested" rnd pseudo-random number generator. I recently watched a discussion about Forex and RNG, searched some sources and found out to my surprise that there are very few good RNG's...

 

You have an oddly large vertical spread in the test data. This indicates a small length of the training vector P. Ideally have an oval with semi-axis ratio 1/2 (you have a rectangle with an unclear aspect ratio).

YDzh писал(а) >>

Beware of the "randomness tested" pseudorandom number generator rnd. I recently watched a discussion about Forex and RNG, searched through sources and found to my surprise that there are only a handful of good RNGs...

>> I agree. That's why everything is checked for lousiness. Even yourself!
Reason: