From theory to practice - page 206

 
Vladimir:


Here, with Vladimir, you can get a little philosophical...

So:

1. The grail on the basis of Shelepin's theory (which you don't want to read on principle) has been created. I am ready to present it to you personally, but I somehow think you will refuse this modest present because of your pride.

2. It works on the basis of the uniform reading of quotes and intensity of trades.

It would seem - everything, we must calm down and rest on our laurels. But there is one unsolved mystery that haunts me:

* All pairs work in my sliding window = 4 hours, they have different moving averages of trading intensity, different functions of probability distributions of increments, etc., etc. The question is why is this the case? Why do completely different processes in the same observation time window show the same results? Why not 8 hours? Not 12? Will it work the same way with other brokers? There is no clear answer to these questions...

But, it is obvious that it is TIME that plays the most fundamental role in Forex processes.

What is it? I cannot understand the correlation of time and other characteristics of the system.

My hypothesis is that on some unified non-linear time scale (the type of time should be set artificially by the RSC (see posts above)) ALL characteristics of currency pairs should become the same - both distributions of increments, distributions of increment rates, intensity, etc., etc. This time scale should work with equal success across different DCs.

Let the grail work, and I will continue my research anyway. For the amusement of the public :)))

 
Alexander_K2:

It seems to me, gentlemen, that if we read quotes in time intervals according to the above distribution, no matter whether it is a real quote or a pseudo-quote (i.e. quote = quote at the previous step), then we will definitely get into the space that we must be in to see the picture of the universe.

This space is the same for all currency pairs.

And that is where the intensity of trading will be totally different, and the distributions will take their true form and everything...

Look for me there.

Alexander, you won't be alone in that space. Can you guess who you will meet there?

 
Vladimir:

Renat >> :
I say based on my 7 years experience "stay away from ticks (1), don't play in the noise (2), write toasty EAs (3), don't try to build strategies on anything below NN minutes (M5, M15, to taste) (4)". But would anyone believe me? The experience of this forum suggests that they won't and every month the same questions will appear.

Is Renat a trader?)

 
Vladimir:


And also - this timeline is a natural for market processes. It will cut out all the ticking junk and we will see the truth. That is, what we need to see. And it will lead to better methods of enriching individuals. I am absolutely convinced of this.

 
Dmitriy Skub:

Alexander, you won't be alone in this space. Do you have any idea who you'll meet there?

Hmmm... Einstein and Prigozhin dabbled in time. Warped it and saw nothing strange in it.

 
Alexander_K2:

Hmmm... Einstein and Prigozhin dabbled in time. Warped it and didn't see anything strange in it.

Nah, that's a simpler place to live))
 
Dmitriy Skub:
Nah, it's a simpler place for people.)
It's a den of programmers and bicycle inventors, not all of them.
 

Hello mechanics!

Is the grail ready or what?

Can I get in line? 😀

 
Renat Akhtyamov:
It's a den of programmers and bicycle inventors, not all of them of course.

Warmer.

Alexander, what are your other options?

 
Alexander_K2:

Here, with Vladimir, you can get a little philosophical...

So:

1. The grail on the basis of Shelepin's theory (which you don't want to read on principle) has been created. I am ready to present it to you personally, but I somehow think you will refuse this modest present because of your pride.

2. It works on the basis of the uniform reading of quotes and intensity of trades.

It would seem - everything, we must calm down and rest on our laurels. But there is one unsolved mystery that haunts me:

* All pairs work in my sliding window = 4 hours, they have different moving averages of trading intensity, different functions of probability distributions of increments, etc., etc. The question is why this is so? Why do completely different processes in the same observation time window show the same results? Why not 8 hours? Not 12? Will it work the same way with other brokers? There is no clear answer to these questions...

But, it is obvious that it is TIME that plays the most fundamental role in Forex processes.

What is it? I cannot understand the correlation of time and other characteristics of the system.

My hypothesis is that on some unified non-linear time scale (the type of time should be set artificially by the RSC (see posts above)) ALL characteristics of currency pairs should become the same - both distributions of increments, and distributions of increment rates, and intensities, etc., etc. This time scale should work with equal success across different DCs.

Let the grail work, and I will continue my research anyway. For the amusement of the public :)))


"I can't understand the relationship between time and the rest of the system's characteristics."

"For the amusement of the public :)))"

Clown! When you understand the correlation, then you'll come and tell me there is no correlation.

Where are the results of your PR? Come on, let's see it!

But there are no results,(

Reason: