From theory to practice - page 296

 

Non-entrapment - or a measure of information in a random process - is simply filtering out the spectral components of the BP above some noise threshold.

This can be done, for example, with a wizard...

 
Alexander_K2:

Non-entropy is the parameter that defines the trend/flat state!!!

I present it to you.

I will allow myself an equally unsubstantiated assertion: nonsense) I gift the thought for free)
 

Real tick data obtained this week for AUDCAD pair.

I ask interested persons to check the distribution of time intervals between price increments (column C)

Still - can we or cannot we call this an Erlang flow of 1st order?

Columns A and B are increments Bid and Ask respectively.

Files:
AUDCAD.zip  86 kb
 

Convert the tics to Erlang flow by splitting the tics with a large amplitude into pseudotics with a medium amplitude so that the events are equal.

 
Alexander_K2:

Real tick data obtained this week for AUDCAD pair.

I ask interested persons to check the distribution of time intervals between price increments (column C)

Still - can we or cannot we call this an Erlang flow of 1st order?

Columns A and B are increments Bid and Ask respectively.

Something has been calculated. The exponent is different. There was a mistake, corrected it.

Files:
AUDCAD_Lag.zip  28 kb
 
Novaja:

Something has counted. The exponent is different. There was a mistake, I corrected it.

Thanks! Apparently it's a 2nd order Erlang distribution (with time values = 0, which I just mean rounding ticks with time intervals < 1 sec. down).

 

Have we found the normal distribution?

By the way, there isn't one and neither is Gggraal accordingly!

However, the topic is cool!

 
Renat Akhtyamov:

Have we found the normal distribution?

By the way, there isn't one and so is the Gggraal!

Why not? A_K2, judging from what we saw a couple of weeks ago, has one, and not a bad one.

The other issue is that trying to improve it in this paradigm won't lead to anything substantial. The end does not justify the means.))

And A_K2 is no longer in a position to change his approach to the projectile - he is hooked, though.))

 
Yuriy Asaulenko:

Why not? A_K2, judging from what we saw a couple of weeks ago, has one, and not a bad one.

Another issue is that trying to improve it in this paradigm won't lead to anything substantial. The end does not justify the means.))

And I am no longer able to change my approach to the A_K2 projectile - I am hooked, though.)

I twist and twist this projectile this way and that way

so far it's not so azure.

 
Renat Akhtyamov:

Have we found the normal distribution?

By the way, there isn't one and neither is Gggraal accordingly!

However, the topic is cool!

There is no pure normal. But the Grail is!!! A distribution very close to normal up to confidence level = 99% "sits" in the transformed BP I use. I just really don't have time for Forex right now - I'm turning in a big project at work. But, I will be back.

Reason: