From theory to practice - page 164

 
Alexander Sevastyanov:

Martingale lives from Monday to Monday?

:)

It depends on what kind of martingale and how it is prepared.) If there is no loss limitation, it may not survive for 3 days. In the sense of risk, it can be as good as the EA that trades with a fixed lot, and even better, if the maximum aggregate lot does not exceed this fixed lot.
 
Максим Дмитриев:

i wonder where the idea came from.

read on the forum that people trade deviations from the average during the flat?

Or did you see that in physical processes the particle dangles around the horizontal line and decided that the forex is the same ?)

This is the distribution of increments


unambiguously as if it "trembles" relative to 0 and is a wave function of the price itself.

This is a strictly medical fact.

It is sort of the foundation of the market itself.

It made sense to just follow the movement of this packet, collected at 99.5% (by sample volume), and get unrestrained profits.

But, it's not that simple....

 
Alexander_K2:
This is the distribution of the increments


The price is unambiguously "trembling" around zero and is a wave function of the price itself.


and what is there to indicate that it is shaking around zero?)) gsb has the same distribution)

 
Максим Дмитриев:

and what does it indicate that it is shaking around zero?)) gsb has the same distribution)



That's what the bottom chart indicates.

This is what we see the dynamics in just 4 days this week (about 140,000 ticks) If we collect the data for a month ( about 1,000,000 ticks) we see an almost normal distribution relative to 0.

 
Максим Дмитриев:

i wonder where the idea came from.

did you read on the forum that people trade deviations from the average during a flat?

Or did you see that in physical processes a particle dangles around a horizontal line and decided that the forex is the same ?)

Out of modesty I won't tell you where the idea came from. But he did it on his own, there were no hints here or only in his threads. Well, and Wizard told him something - I did not get into it.
 
Alexander_K2:


This is what the lower chart shows.

This we see the dynamics in just 4 days this week (about 140,000 ticks) If we collect the data for a month ( about 1,000,000 ticks), we see an almost normal distribution relative to 0.


so the lower chart is artificial. the upper chart is a price chart).

Forum on trading, automated trading systems and trading strategies testing

From Theory to Practice

Alexander_K2, 2018.01.26 15:47



This is what the lower chart is pointing to.

This we see the dynamics for just 4 days this week (about 140,000 ticks) If we collect the data for a month ( about 1,000,000 ticks) we see an almost normal distribution relative to 0.


Well, I'm asking you on the distribution chart, not on this lower graph)
 
Yuriy Asaulenko:
Out of modesty, I won't tell you where the idea came from. But he did it on his own, there were no hints here, or only in his threads. Well, and something Wizard told him - did not go into it.

a. you tipped him off)

 
Yuriy Asaulenko:
Out of modesty I won't tell you where the idea came from. But he did it on his own, there were no hints here, or only in his threads. Well, and something Wizard told him - did not get into.

Yes, the idea is good - no doubt about it. But, somehow, there's something missing... А! Understanding, that's what I'm missing. You're banging out programs based on price, I'm banging out a wave function. And Feynman based on what? That's right, the wave function. In quantum physics, there's no such thing as price. But according to you, there is. Here I am in a stupor...

 
Alexander_K2:

Yes, the idea is good - no doubt about it. But, somehow, there's something missing... А! Understanding, that's what I'm missing. You're banging out programs based on price, I'm banging out a wave function. And Feynman based on what? That's right, the wave function. In quantum physics, there's no such thing as price. But according to you, there is. That's where I'm at a loss...

Alexander, can we use the fractality index (Hurst coefficient)? As a filter.
 
Dmitriy Skub:
Alexander, may I use the fractality index (Hearst's coefficient)? As a filter.

Yeah. I'll try the model at the weekend. Somewhere in this thread Vladimir posted some great data on Hearst. I will have to read it again.

Reason: