From theory to practice - page 211
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Histogram of tick flow intensity for the AUDCAD pair in the sliding window = 4 hours:
It would seem that the intensity does not have a pronounced bell-shaped shape and does not look like a Poisson distribution at all.
But, look at the statistics:
Fantastic!
If we think of the spread as a non-parametric measure of variance and the median as a non-parametric expectation, we are just looking at a completely unformed Poisson distribution and nothing more!!!
Maybe it's random... I don't know. We still have to check it.
The fact that Alexander's deals are still losing points out that the channel is not completely finished (from the height ofthe "grail" if I may say so). It means there is still instability and channel re-rating (this is like a warning signal), but a huge work has been done and it is improving, everything will depend on time. I believe it is possible to move in parallel in the same direction with less computational effort, for those who are in the "tank" will understand me, only in this case you cannot run in the tester, it won't help. There are a lot of different links here for "thinking". I'm also sure it is possible to earn with shorter time horizons, but the strategy is different there and it works, it's just modeled differently, different laws are taken into account. Even for the sake of example with "fluffy" quotes, it's all arbitrage there, Prival wrote about it, if it were to get an input! It is clear that it is not realistic, but there are other ways, "think and look", by the way here on the forum a lot of curious information can be found, just sometimes you have to read between the lines. Also, if anyone has a desire to find some useful information, I am always happy to help.
Here, based on the last two trades:
Observation windows = 4 hours, not enough for EURJPY specifically.
But in a linear time scale ALL pairs are individual, which is why I started talking about a non-linear scale. It is also different from the exponential one I used before... Exactly in that non-linear space, all pairs are the same. I'm convinced of that.
a currency snake, so to speak.
it exists in common (i.e. in our earthly) time dimension, by the way... and such an indicator can be written without any perversions of time series
there is almost no difference, especially if you compress the price scale of the terminal vertically
you get an overlap with the dollar index with a slight deviation
Except for crosses of course, and it's crosses you're trading...
you simply do not need to trade the 5th decimal place (the 2nd decimal place is enough) and the same TS will be exactly the same
let me explain this: the 5th decimal place, unfortunately, is not a cent, but its insignificant fraction, respectively, not money....
And what is a deal of 1-990 pips 5-digit (???) - nothing!
but add leverage, and it's a wow.
Leverage is credit.
the only question is, is it free?
the only question is, is it free?
Well, it's actually free.
I've been doing a little reading and thinking...
It seems that if you move to another dimension of time, then, obviously, you have to work with the "spiral of time". In short - straight to old man Gunn's theory... And there are more than one or two traders lost forever...
I've been doing a little reading and thinking...
It seems that if you go to another dimension of time, then, obviously, you have to work with the "spiral of time". In short - straight to old man Gunn's theory... And there are more than one or two traders lost forever...
First, you need to transfer all your strategies to mt5, so you can properly backtest them and don't have to wait months for results...
In general, your strategy belongs to the class of mean reversion strategies, google it, there is a lot of related information, including BP conversion, and such strategies have been widely used for a long time.
If we take the range as a non-parametric measure of variance and the median as a non-parametric expectation, then we just have a completely unformed Poisson distribution and nothing more!!!
It seems to me to be an unformed Planck distribution.
Gentlemen!!!
Doesn't anyone have any price charts in the polar coordinate system?
This is the system in which Grandpa Gunn worked, and he was no fool, to put it bluntly.