FOREX and ECONOMETRY. Theory, practice, forecasts and implications - page 3

 
Yuriy Asaulenko:
Far from redundant. You'll get the right data processing in Excel more easily than with any programming language, and with variations not possible in MT in principle. If 1-5 min is not a detour, you don't need anything at all besides Excel. And teaching Excel to push the buy-sell buttons is a piece of cake.
There are things that intuitively annoy you, and you can not always find an explanation why... The software for me, for example, is the Internet Explorer, 1C Accounting, Winrar archiver, Quick terminal, Excel... ))
 
Maxim Dmitrievsky:
Sometimes I'm irritated by some things and it's not always possible to find an explanation... The software for me, for example, is the Internet Explorer, 1C Accounting, Winrar archiver, Quick terminal, Excel... ))

I can't say about the rest, but when you have real tasks for Excel, you'll love it. I used to disdain it, too, by the way).

But, say, the same R. It's good for everybody. But for me it's like shooting a sparrow with a cannon).

 
Maxim Dmitrievsky:
There are things that intuitively irritate you and you can't always find the explanation... from software, for me, it's the internet explorer, 1c accounting, vinrar archiver, terminal quick, excel... ))

It's all about marketing. You (and we) are influenced all our lives by the flow of information aimed at training us to buy and use items from specific manufacturers. In the flow of information, usually the one who paid more for advertising wins over the one who produced something convenient. As a result, we unconsciously choose what we have been trained to buy, but we have no idea why we chose it, and sometimes we can't even think of a reason for our choice, limiting ourselves to the word "trendy". And consequently, we get pissed off at things that we've been led to believe should piss us off (competitive or free alternatives).

 
Renat Akhtyamov:

....That is, the quote is a function of time....

A problem that has an error in the condition cannot have a correct solution.
Why have you decided that the quote is a function of time? It would be more logical to think of the quote as a function of the supply/demand ratio
 
Vladimir Suschenko:
A problem that has an error in its condition cannot have a correct solution.
Why have you decided that a quote is a function of time? It would make more sense to think of the quote as a function of the supply/demand ratio

I agree.

Do you know the word-expression"time series" and how to access them?

I'm sure you will answer "Yes!", because it is described in detail in the MQL programming documentation.

Translated from English it means"time series".

Is there anything else, i.e. what you are writing about in the documentation?

I'm sure you will answer "No!"

So what we've been given, what's available, is what we'll torture.

However, if you can show us historical data with numerical values of supply and demand in the Forex market, it would be very good.

 

I have already seen such a time series (TP) model on the forum as an input to the analysis:

That is, only the previous value of the quote affects the subsequent one and that's it.

I propose such a model:

That is, I believe that positions opened a day or more ago also affect the current price behaviour.

If we remove any value from this series or add a new one, we will obtain the movement of the quote.

However, the formula of BP function proposed above is not correct any more. More precisely, it is not quite applicable to the financial markets and we will have to reconsider everything. That is, the existing formulas are not applicable either.

 
Renat Akhtyamov:

I have already seen such a time series (TP) model on the forum as an input to the analysis:

That is, each previous value of a quote affects the next one and that's about it.

I propose this one:

That is, I believe that positions opened one day or more ago also affect the current price behaviour.

If we remove any value from this series or add a new one, we will obtain the movement of the quote.

However, the BP function formula suggested above is no longer valid.

Hi Renat, you can't come to your senses, you just keep on updating your post :)
 
Server Muradasilov:
Hi Renat, you can't come to your senses, you keep updating your post :)

Hi!

I'm formulating it in clearer language. Since I write one word and skip ten...

 
Renat Akhtyamov:

Hi!

Formulating in clearer language. As I write one word and skip ten...

I will search later on the old computer, information on econometrics, I used to download such information from paid sites, I will find it, if the children have not deleted it)
 
Server Muradasilov:
I will look for later on the old computer, information on econometrics, I used to download such information from paid sites and if the children have not deleted it, I will post it.)

Why look? Your article is on the forum, I've read it.

And in general - OK!

Come on, connect!

Reason: