From theory to practice - page 100

[Alexander_K2]

Uladzimir Izerski:

I was wondering. You analyse the tics and the result of the analysis comes out in days or say in hours. Is the time spent on this analysis justified?

I am not the first, by the way, who ventured to do it. In the threads of this forum you can read some Reshetov. I was also inclined to do it this way. But in his case, I think, it got no further than talk. But I am doing it this way. And the result will show - we won't have long to wait.

[Alexander_K2]

Maxim Dmitrievsky:

Yes, I understand a little of what you mean, but I haven't really thought about it yet... so as usual, good luck :)

Ha! I think you understand everything, Maxim - just not enough time. I follow your posts - interesting.

[Uladzimir Izerski]

Alexander_K2:
I am not the first, by the way, who ventured into this analysis. In the threads of this forum you can read a certain Reshetov. I was also inclined to do it this way. But in his case, I think, it got no further than talk. But I am doing it this way. And the result will show - we won't have long to wait.

My point is this. There is a different scale of analysis for the different life-span of a trade. Analyzing ticks for the daily chart is a waste of time and resources.

For the minute chart it should be relevant.

Reshetov has delved headlong into the net and disappeared from the pages of the forum.

[Alexander_K2]

Uladzimir Izerski:

Reshetov has delved headlong into the net and disappeared from the pages of the forum.

Neural? He himself said that in terms of prognosis they do not provide anything. But that's it! Confused in neural networks, then... :)))

[Alexander_K2]

Uladzimir Izerski:

My point is this. There is a different scale of analysis for the different life-span of a trade. Analyzing ticks for a daily chart is a waste of time and resources.

For the minute chart it should be relevant.

Yes, you are right.

If you work with only one pair, you can read ticks with a standard exponential number generator

https://habrahabr.ru/post/263993/

I.e. the necessary sample volume will be obtained much faster and because of the self-similarity property of the market we can trade on minutes.

But it didn't seem interesting to me.

I've noticed in the forum articles that the TS not only must work in any TF, but in any currency pair as well.

How to check it? I had to artificially "slow down" impulses in order to read ticks.

I.e. I add 1 to the number emitted by the generator and take an integer part.

The required 10.000 ticks, for example, are accumulated approximately in 6-8 hours.

But I can easily work with the maximum possible number of pairs on my computer and find out if some decisions are correct or not.

[Yuriy Asaulenko]

Alexander_K2:
Neural? He himself said that in terms of prognosis, they don't do anything. However! Gone in the neural networks, then... :)))

You don't need a prediction. Classification is quite enough.

[Alexander_K2]

Yuriy Asaulenko:
You don't need a prognosis. A classification is enough.

Then why did he get tangled up there like a fish? He would have run up to the front and amazed everyone with the results.

[Yuriy Asaulenko]

Alexander_K2:
Then why is he tangled up there like a fish? He would have run out onto the front stage and amazed everyone with the results.

I don't know who is confused about what. I don't really care.) I'm actually talking about neural networks).

People are banging on an open door, transferring their ideas about trading to NS. The door just opens, only the other way.)

[podotr]

Alexander_K2:

Greetings Maxim! The tick arrival time is non-linear - yes. Moreover, it is not exponential, although it tends to be. But, here's the price... or is it a price scale after all? I am going to read now.

How many wondrous discoveries
The spirit of enlightenment
And experience, the son of hard mistakes,
And genius, the friend of paradoxes,
And chance, the god of invention...

[Alexander_K2]

podotr:

It has nothing to do with physicists and chemists! With all their formulas.

Author, I've already told you - you're going in the wrong place ... no need to meddle with your mouth in someone else's monastery. I think the meaning of this deed is clear. Although apparently not... The second problem of man is that he's always trying to elevate himself above others for some reason. Why?!!! You are you... an accomplished physicist. So be one!!! Why do you have to compete with financiers?!!! Because you know it's stupid and absurd!!!

Have you noticed that I am not trying to measure anything, but to understand the physics of the process? I am simply baffled by the complete amateurism of econometricians in the theorists and the simple lack of elementary (from the point of view of a Soviet university education) knowledge. If traders used only fundamental economic analysis, I would not even say a word and simply would pass by forex. But, the shame that physics has been turned into here needs to be corrected.

Ha! And it's just a shame they are here, but, from the looks of it, they are squandering their parents' hard-earned money and are poor as scoundrels. Double shame. At least let them learn and work in construction. That's it!