From theory to practice - page 271
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Working on ticks in the range of milliseconds, it is unlikely to be used. In this short interval ping will play a significant role, and DC does not approve such deals and does not pay out on them. IMHO
Worthless to any discovery if it has no practical application. Except maybe in physics, or astrology. But such discoveries are not needed in the marketplace. What is the sense in them? And the name of this branch requires that the results obtained must be applied in practice. Isn't it?
Two classical answers to the question of the relation between theory and practice come to mind.
Lenin: All theory without practice is dead.
Einstein : Nothing is more practical than a good theory.
The distance in time between the appearance of a theory and the beginning of its use in practice can take centuries. There is no reason to guarantee that there is no practical application, in particular if it is not now visible or is being hidden by someone.
We should learn to "discard" ticks belonging to Cauchy distribution and work only with those belonging to Gamma distribution (in our discrete case - Erlang distribution)
It is practically easy to do. In that graph Gamma distribution already after 400 ms is almost zero.
Roughly speaking, anything longer than 400 ms is already Cauchy.
But values with a pause < 400 ms cannot all be left. A random number between 0 and 1 (uniform distribution) can be generated. If this number is less than [koshi / (gamma + koshi)] from the formula, we also discard this tick.
In general I like this idea - if ticks didn't arrive longer than 400ms - it means that something is wrong, and the finally arrived tick will be "bad". Better to wait a little longer for the next one.
In that graph, the Gamma distribution is already almost zero after 400 ms.
What is the frequency calculated for the Y axis? Or is it just the inverse of the X-axis? But then what's the point?
It is not the frequency which is hertz, but "how often this event will occur".
For example, if there were 10000 ticks in total, and 40 of them had a pause in time of 100 ms, then the frequency of this event = 40/1000=0.004
x=100, y=0.004
It is not the frequency which is hertz, but "how often this event will occur".
For example, if there were 10000 ticks in total, and 40 of them had a pause in time of 100 ms, then frequency = 40/1000=0.004
x=100, y=0.0015
I don't understand the point either :)
It's just that the issue of pause distribution between ticks was raised earlier in the thread - I helped as much as I could.
Thank you. But is there any practical sense in such a frequency - time intensity of trading? Wouldn't it be more logical to build a diagram of amplitude distribution of trades, rather than time distribution, because time cannot be monetized in TS?
The point is to work in the flow of Erlang. It's like being in it, looking out from there at what's happening. You won't feel lost in the ocean of forex.
The point is to work in the flow of Erlang. It's like being in it, looking out from there at what's happening. You won't feel lost in the ocean of forex.
Erlang's threads are used to calculate system failures and load-overload calculations. That is, it may make sense for brokerage servers, but not for the trader, for whom the usefulness of this information is questionable...