From theory to practice - page 396
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Yes, gentlemen.
Finita la comedy.
I have analysed again and again the available data on tick increments, on price increments within high order Erlang flows, on price deviations from moving averages.
There is little doubt left.
In the market, in one form or another, we are witnessing the so-called Laplace motion. There is a Laplace distribution in some average form everywhere and everywhere.
Now we will start to shake the Forex market like a pear.
See you there.
As a continuation of the previous answer - there is no second timeframe in mt5, it's difficult to do it yourself. There is a minute timeframe. I will use it for rough estimation.
I will use it for rough estimation. Atacha script shows average price speed per m1 bars.
eurusd 2015: 370886 bars, price for them passed 50.74050 pips in absolute value. velocity = 0.000136811 pips/minute
eurusd 2016: 373151, 39.02563, 0.000104581
eurusd 2017 year: 370355, 32.62879, 0.000088101
It has no constant. I think that if we create an s1 timeframe, it will not have a constant.
Thanks Doc. I get that already, but your conclusions don't make it any less valuable.
I ask respected Vladimir, Dr. Trader, Maxim Dmitrievsky and other traders, who have given their soul to Forex, to install VisSim and study it a little.
If I have + on my account in a month (i.e. 3 months in a row), then a working model for several currency pairs - at your service. What you want, then do with it.
Find and return the new one to the forum, gentlemen! Is anyone else here from Poland? I'm sure you all know each other there.
The number of ticks per year is also different for each symbol and year. It's all too unstable to wait for some consonant in the end. But I counted the speed as(absolute value of returnees of all ticks in a row)/(all time). If as you wanted to first build a second timeframe, then it should give a constant number of bars for the same time intervals. Whether the speed will be constant in this case - I don't know, it must be checked.
I liked the advice here in the thread not to look at the time. The ticks are not just random values; the returnee of the next tick can also be predicted based on returnees of previous ticks. In Forex it's a stupid idea, unprofitable because of the spread. But an interesting conclusion is that our time (of an observer) is non-linear relative to the Forex time. From the point of view of Forex - for it every tick comes in a constant time interval. And for us - the time of forex accelerates at lunchtime and slows down at night (judging by your graphs).
p.s. It's still just an interesting logical conclusion, and probably not accurate. But I couldn't find an argument against it.
Exactly.
It should not be forgotten that changing the rate of observation of a physical process does not change this process in any way. It seems to be clear to a hedgehog, though not to everyone.)
In this case we have a strong overload, up to useful signal degeneration in noise, and loss of information about the initial process, so cheating with reading of signal values at convenient times is an obvious self-deception and fantasy, which have no relation to the reality, not to mention the illiteracy of such an approach from the scientific point of view.
But, as the classics say, whatever a child needs, he can't cry. ))
It is not the speed of observation that is changing, but the process itself is speeding up and slowing down in relation to calendar time.
OK, uncle.
Observing your and bas's reluctance to play dominoes and a certain fatigue from struggling with white noise and coins, I'll give you both a model of market movement too.
It's serious stuff, let me tell you. You'll have to do a little reading to get the hang of it. Yeah, well, in time, you will. I guess so.
Alexander_K2:
a certain fatigue of struggling with white noise and coins
It is unclear why it is necessary to do everything in an illiterate and collective farm way, against the scientific approach and common sense?
After all if to think it is possible to decompose process on a signal and noise and to work with it by means of scientific tools.
Throwing the signal all this stuff turns into a casino without any additional information, which is needed to improve expectation of winning...
It is unclear why everything has to be done in an illiterate and kolhozny way, against the scientific approach and common sense?
After all, if you think about it, you can decompose the process into signal and noise and work with it using scientific tools.
Throwing the signal the whole thing turns into a casino without any additional information, which is needed to improve expectation of winning...
Nah, uncle. Your knowledge is at the level of discussions on a forum 10 years ago, nobody needs it. They are morally and physically obsolete. Alas... A signal of some kind... A field of coins on a collective farm... Boredom...
Learn to tear up cash easily and effortlessly. Beautifully, so to speak. That's what this thread is about.
Morally and physically obsolete. Alas... A signal of some kind...
So it's you who are obsolete, running around with a prehistoric wagon like a piece of crap to isolate the coveted signal...
It is not the speed of observation that is changing, but the process itself is speeding up and slowing down in relation to calendar time.
If the speed changes relatively slowly over the course of a day, there is no point in normalising it...