From theory to practice - page 175

 
Alexander_K2:

Remember I said that the incremental distribution we see is the product of 2 probability density functions?

I've finally split them up and seen them. Look! This is for the AUDCHF pair

....

?????

Actually, it should be a convolution, but not a product.

 
Yuriy Asaulenko:

?????

Actually, there should be a convolution, but in no way a work.

There's a little red graph wrong. I'm too lazy to fix it.Actually, here's the formula for this distribution:

It's practically proven!

I thought it was the t2 distribution... I still repent... The devil is on my mind...

 
Alexander_K2:

I will try to answer this riddle myself - why some people successfully make money on M1-M30.

If you paid attention, my average frequency of guaranteed tick reception is 1 tick in 2.57 seconds.

Thus, if the Man with capital letter manages to be guaranteed to receive 1 tick in 257ms, then this "bell" of increments is collected 10 times faster from him.

10000x257ms = 2570 sec = approximately 40 min.

I.e. A GUARANTEED tick acceptance of approximately 1 tick in 220ms is possible to build a TS on M30.

However, there are probably few people who can guarantee such reception. There are time gaps between ticks reception and in 30 minutes in one case the necessary 2000 ticks are received, and in the other case only 1 tick is received, and no one even thinks to enter "pseudo-states". Hence the most disgraceful losses of deposits, especially when robots do it.

Alexander, go from exponent to golden ratio - it will be even cooler)

 
Dmitriy Skub:

Alexander, go from exponent to golden ratio - it'll be even cooler)

You laugh, Dimitri, but it was the choice of the timing of the ticks that ruined me... Having thrown all my energy into solving this problem (so that a strictly defined number of ticks could be taken during a certain period of time) I became completely dumbfounded... In fact, I've turned into the majority of people on this forum, with my eyes wide open and barefooted, looking through the monitor... That's a shame...

 
Alexander_K2:

.In fact, here's the formula for this distribution:

Oh, my God. You're out of your mind.

 
Yuriy Asaulenko:

Oh, my God. You're out of your mind.

It's not that you just need to spit and take your mind off it. To look at the problem with a new perspective. There are times when something doesn't go, but you still try to find a solution, then you get stuck.

 
Konstantin Nikitin:

It's not that you just have to spit and distract yourself. To look at the problem with new eyes. There are times when something doesn't go, but still try to find a solution, then there is a hang-up.

I am. I'm getting a little dazed...

The problem is this:

I need to calculate variance as a function of time and number of ticks (smart people know how to do it). If to read ticks every 1 second, then my sample size for calculations is more than 16.384, and I run into VisSim limitation (not more than 16384).

If less frequently - say, every 3 seconds - I lose ticks and dispersion calculations are incorrect. It's crazy... Finita la comedy...

 
My daughter is already in her second season in her old shoes.
 
ILNUR777:
My daughter is already in her second season in her old shoes.

Yes, Ilnur, I'm a little weak at the moment. I'm worn out from my own hustle and bustle... Everything seems to be on track, but something's not right, anyway... Or else, when someone bursts onto the front stage and shouts something like: "You're all fools here, and I'm the smart one! Tick quotes should be taken this way and that way and there's nothing to think about!" Now that would be cool and I'd get my spirits back up.

 
Alexander_K2:

Yes, Ilnur, I'm a little weak at the moment. I'm worn out from my own hustle and bustle... Everything seems to be on track, but something's not right, anyway... Or else it'll be when someone bursts onto the scene and shouts something like: "You're all fools here, and I'm the only smart one! Tick quotes should be taken this way and that way and there's nothing to think about!" That would be cool and I'd be back on track.

It all reminds me of the inventor of the perpetual motion machine from Shchukino's graduation play, "The Proletarian Happiness Mill". He used to go around lamenting that he needed a little more oil, and then everything would wind up for sure.

Well, happiness isn't in the form of distributions or ticks at all. As the saying goes: rubbish in, rubbish out.

Reason: