From theory to practice - page 261

 

take a pair of fast muwings, after your signal wait for them to cross in the opposite direction, and only then open (if the crossing occurred above the signal level for selling, the opposite for buying)

you can take some adaptive ones, you can pull a stop order at a distance calculated on the last volatility

but you don't have a tester, so it's a problem to go through different options
 
bas:

Maybe you meant to say "deviation"? It's just that both deviation and skewness and dispersion are entities everyone understands, they have formulas for how to calculate them. And what is "diffusion" in your understanding, numerically - no one has a clue) it would be respectful to the participants of the conversation to either give definitions of the terms or use generally accepted ones).

I was taught in physics class at school that diffusion is a process, not a parameter)

That's why I don't want to write any articles here. One can die over precise definitions and formulas... That's what a lot of prominent theorists here got burned on... They start strictly following formulas, while creativity, abstraction, broad-mindedness are needed. Well, diffusion tensor, diffusion coefficient, whatever you want to call it.

 

Here are some more "grail ears". There was such a picture here in the thread a dozen pages ago -

If you draw in dots, not bars, and on a logarithmic scale, you get -

And if you add imagination, you get a rocket.

Each triangle has a different distribution, but they do not add up and exist at the same time. What does all this mean?

 
Once again, I strongly recommend everyone to read Shelepin. It answers all your questions. An eminent man, who was fascinated by non-Markovian processes, and was carried into the steppe of Fibonacci numbers... Why? Yes, because there is no mathematical apparatus to describe non-Markovian processes! But when he got the formulas for a pseudo-Markovian process, he didn't even pay attention to how exactly they fit the market! And his native child never developed the subject...
Files:
I0en04v9.zip  2900 kb
 
Dr. Trader:

Here are some more "grail ears". There was such a picture here in the thread a dozen pages ago -

If you draw in dots, not bars, and on a logarithmic scale, you get -

And if you add imagination, you get a rocket.

Each triangle has a different distribution, but they do not add up and exist at the same time. What does it all mean?

Genius :))))) Doc, I did send you the link to the model, even though you proudly declined. Take it as a sign of respect - you'll have a look at it later.

 
Dr. Trader:

Here are some more "grail ears". There was such a picture here in the thread a dozen pages ago -

If you draw it in dots, not bars, and on a logarithmic scale, you get -

And if you add imagination, you get a rocket.

Each triangle has a different distribution, but they do not add up and exist at the same time. What does all this mean?

It means it's time to go into more detail, as that's what got me hooked.

I'm not interested in exponential sampling, but in the demodulation of perturbations over the cotier, i.e. I suspect that it is modulated not only vertically, but also in time, and several times in a row, hiding a straight line from point A to point B.

Let's say I've accumulated ticks. A little, but there are, what's next, how do I get the same picture?

 
Renat Akhtyamov:

That means it's time to go into more detail, as that's what got me hooked.

I'm not interested in exponential sampling, but in demodulating the perturbations over the cotier, i.e. I suspect that it is modulated not only vertically, but also in time, hiding the straight line from point A to point B.

Let's say I've accumulated ticks. A little, but there are, what's next, how do I get the same picture?

You have to have a timestamp to each tick. Then you get a rad of increments and then you have a column of time intervals for those increments. You know, the logarithmic one.

Then you divide the increments by these times, get the instantaneous velocities and make a histogram of them.

 
Alexander_K2:

It is necessary to have a timestamp for each tick. Then you get a rad of increments and then column a series of time intervals for these increments. You know, the logarithmic one.

Then you divide the increments by those times, get the instantaneous velocities and plot them on a histogram.

Okay, I'll give it a shot.

Here, I downloaded it here.

It's got ticks on a few pairs.

The terminal should preferably be installed on an SSD

Ticks will be copied as follows: one month for each pair - one file, as I understood from the code.
Files:
TickSave.zip  3 kb
 
Renat Akhtyamov:

Let's say I've accumulated some ticks. A little, but there are some, what's next, how do I get the same picture?

Novaja suggested on the last page to look at this -https://www.mql5.com/ru/forum/221552/page204#comment_6730803 and there is an archive with the data.

 
Alexander_K2 There is no mathematical apparatus for describing non-Markovian processes!

Alexander, is a sine wave a non-Markovian process, as you understand it?

Reason: