From theory to practice - page 1168
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Why do you want all brokers to have the same ticks? Just choose the best broker.
The broker that has the tightest spread has the true quote flow.
And how do I put the TS for sale if different brokers will have different results?! So that the buyer would dump the hard-earned money from years of hard work and stab me to death? Von Aliosha has already seen what it means to drain someone else's dough.
No. The events (streams of quotes synchronised between different DCs) themselves form a gamma distribution in time.
I use this feature when calculating process variance.
In formulas for calculating the diffusion (dispersion) of stochastic processes there is always either T - time (via uniform discretization) or N - number of steps of a wandering particle (no time at all).
I have introduced in these calculations function T(N) and now just look at results in practice.
Yep, got it
And how do I put the TS for sale if different brokers will have different results?! So that the buyer would dump the hard-earned money from years of hard work and stab me to death? Aliosha's already seen what it's like to lose someone else's money.
You'd better set your heart on a concrete one and tell him so and so, we're selling there
Make different settings for the other one
If you work with seconds data, your graph will look like the picture I have of minutes.
Because the seconds sampling is the same as the minute sampling, only stretched 60 times.
Have you ever seen a stock? If the stock has many traders, it has many ticks.
If only a few traders trade that stock, it will move sluggishly and have few ticks.
Similarly, If a broker has many liquidity providers - it has many ticks.
Look for the broker with the tightest spread, it means it has a lot of PL.
Why would you want all brokers to have the same ticks? Just choose the best broker.
The broker with the narrowest spread has the true quote flow.
Why can't a synthetic teak stream, based on a Dukas stream, with whatever properties satisfy Alexander in everything? Why is it necessary to create a problem out of nothing? Not enough complexity in the market to dig into more teak history? The main thing is to know with any degree of accuracy, at the beginning of the bar opening, the price is so-and-so and that's it, full stop! This should be enough to describe the trading process. Otherwise, you will get mixed up in a vortex of uncertainties, imposing fantastic requirements for the quality and quantity of the input data. Wake up, gentlemen. I'm sure Alexander will always be missing "something" to find the non-existent Grail.
And how do I put the TS for sale if different brokers will have different results?! So that the buyer would dump the hard-earned money from years of hard work and stab me to death? Von Aliosha has already seen for himself what it means to lose someone else's dough.
And how do I put the TS for sale if different brokers will have different results?! So that the buyer would dump the hard-earned money from years of hard work and stab me to death? Vaughn Aliosha has already seen by his own example what it means to lose someone else's dough.
The last thing to blame will be the tick story, along with a host of other reasons.
Why can't a synthetic teak stream, based on a Dukas stream, with whatever properties satisfy Alexander in everything? Why is it necessary to create a problem out of nothing? Not enough complexity in the market to dig into more teak history? The main thing is to know with any degree of accuracy, at the beginning of the bar opening, the price is so-and-so and that's it, full stop! This should be enough to describe the trading process. Otherwise, you will get mixed up in a vortex of uncertainties, imposing fantastic requirements for the quality and quantity of the input data. Wake up, gentlemen. I'm sure Alexander will always be missing "something" to find the non-existent Grail.
well, at least because the indicators will be different.
I wonder what kind?
Yeah, at least the average.
Come on.
is there an example?