From theory to practice - page 129

 
Alexander_K2:
I don't know... I have an NDD account (I misspelled ECN before). I am confused by these names. I clarified it with my manager - it is NDD. They are broadcasting directly from exchanges. I get quotes Ask and Bid. There are no quotations for Last. But, one can trade some stuff like rice, sugar, coffee. I have not sorted it out yet.

As far as I can see, the exchanges simply do not have Bid and Ask rows, they are created by the brokerage company itself. Consequently, the notion of spread loses its meaning. Instead of one Bid, there is a whole book of limit buy orders. In particular, at one moment in time there may be several deals on one instrument, but at different prices. All of your developments in the Bid and Ask series are meaningless for the exchange.

 
Alexander_K2:
That's why I went to my time scale, to avoid such situations. In this case, I don't know. Feynman considered deltaT -->0. But to =0, there is no such situation in theory, alas.

You don't get it. dT is not equal to zero, it has some magnitude. And there are several different increments for the same point in time (c dT > 0). Alternatively, you could take a weighted average price and calculate the increment for it.

The manager is bullshitting you. Take it for granted)

 
Dmitriy Skub:

You don't get it. dT is not equal to zero, it has some magnitude. And there are several different increments for the same moment in time (c dT > 0).

No, I do not know, Dimitri, what to do in such a case. It is to the eternal question about collecting all ticks in a row. Here on some threads people do their best to collect literally EVERYTHING, down to incoming packets. Well, that's the question for them - what is it and how to deal with it?
 
Alexander_K2:

I'm writing more for myself now, sort of like a diary.

It is just obvious that above a certain level of confidence, expressed as a deviation from the current SMA moving average, there will be a "pullback" to the average. It cannot be otherwise, because the distribution of probability of price deviation from the average must "gather" in the Student distribution.

It is true, but the price will not tend to its current moving average, but to its future ("predicted") average. This is where the WMA moving average comes in. But the "weight" is not the probability of occurrence, but the rate of occurrence!

Since you are not yet familiar with the EMA (exponential moving average), and you're already talking about where price will go, I want to emphasize two properties of the EMA, which distinguish it from a simple moving average SMA:

1. The points averaged in the SMA include both the latter and the former with equal weighting. If the next step of the SMA movement includes a point, which was preceded by a jump in the rate, this jump will be reflected in the SMA value as strongly as it was when the point was first included in the composition of the averaged points. In the EMA, any jump is reflected by an average jump once.

2 The extremums of the EMA coincide with the points at which the rate is compared to the value of the EMA itself. Perhaps this fact will make it easier for you to estimate where price will go in its pursuit of the projected average. Or it will supplement the calculation by the rate of change of probabilities of increments.

 
Vladimir:

Since you are not yet familiar with the EMA (exponential moving average), and you are already talking about what price will be heading for, I want to highlight two properties of the EMA that distinguish it from the simple SMA moving average:

1. Both the latter and the former are included in the SMA averaging points with equal weighting. If the next step of the SMA movement includes a point, which was preceded by a rate jump, then this jump will be reflected in the SMA value as strongly as it was when the point was first included in the composition of the averaged points. In the EMA, any bounce is reflected by a one time jump in the average.

2. The extrema of the EMA coincide with the points at which the rate is compared to the value of the EMA itself. Perhaps this fact will simplify your estimates of where price will reach in its pursuit of the predicted average. Or it will supplement the calculation by the rate of change of probabilities of increments.

Yes, I've already readabout EMA from thehttps://www.mql5.com/ru/forum/165546/6214086#comment_6214086link thatPetr Doroshenko gave me.

Moreover, the entire quantum theory is literally riddled with all sorts of exponents and perhaps it is with EMA that we need to work. But, nevertheless, I want to look at the distribution of velocities of increments. If we see an exponent, it will be epochal.

О запаздывании скользящих средних
О запаздывании скользящих средних
  • 2017.12.14
  • www.mql5.com
Говорят, что значения EMA "ближе" к последним курсам, чем SMA. Задумался, стал считать...
 
Alexander_K2:

Yes, I have already readabout EMA at the link https://www.mql5.com/ru/forum/165546/6214086#comment_6214086, which was given to me byPetr Doroshenko.

Moreover, all quantum theory is literally riddled with all sorts of exponents and, probably, it is with EMA and it is necessary to work. But, nevertheless, I want to look at the distribution of rates of increments. If we see an exponent it will be epochal.


Yes... "the chief expert in quantum physics"... and he does not understand that quantum physics is linear, works with superpositions in the linear world, and in the nonlinear world it turns out not to be "the queen" at all...But he carries it "like a fool with a coward" on forum branches, shouting "quantum physics", "quantum physics", "quantum physics", "quantum physics", thus discrediting all beauty of this theory in eyes of non-physicists (it is not a new "Bonaparte" in a new guise...).

"If we see an exponent - it will be epochal" -- such exclamations quite clearly indicate a very low level of qualification of this "chief-specialist".

Is this "foreman" familiar with such a simple formula:

Y[j]= a*X[j] + (1.-a)*Y[j+1]

Does he know the properties of this function? I don't think so... But he is very arrogant and pompous.

 
It's probably better to shout "TAU", "TAU", "trahtur", "trahtur", and demagoguery about sb, with even more pompousness. Not knowing how to apply his field to forex, criticising another. With obvious and often traceable envy that no one ever took him "clearly a true Bonaparte in all areas" as a chief officer.
 
ILNUR777:
It's probably better to shout "TAU", "TAU", "trahtur", "trahtur", and demagoguery about the sb, with even more pissing off. Not knowing how to apply his field to forex, criticising another. With obvious and often traceable envy that no one ever took him "clearly a true Bonaparte in all areas" as a chief officer.

you don't understand about the sb...

 
ILNUR777:
It's probably better to yell "TAU", "TAU", "trahtur", "trahtur", and demagoguery about SB, with even more pissing off. Not knowing how to apply his field to forex, criticising another. With obvious and often traceable envy that no one ever took him "clearly a true Bonaparte in all areas" as a chief officer.

I don't even know what to answer to a certain automaton's passengers... I got an "A" in numerical simulation of quantum transitions at the Department of Theoretical Physics and I don't understand anything... What you don't hear from idiots around here... However!

I ask the moderators to exclude some automaton forever from the forum participants - it disgraces the physics community and trading as such in the eyes of money-hungry people in our difficult times!

It is possible to make money on forex, my friends, and not to sink ashamedly as Automat. There is no zero expectation as with SB! We will come to the money - just be patient for a while.

 
Alexander_K2:

I don't even know what to answer to a certain automaton's passengers... I got an "A" in numerical simulation of quantum transitions at the Department of Theoretical Physics and I don't understand anything... What you don't hear from idiots around here... However!

I ask moderators to permanently exclude some automaton from the forum participants - it's a disgrace to the physics community!


Yeah... "Ace"...

You're the one who embarrassed the physics community with your passages! And you're also a slandererer...

Reason: