From theory to practice - page 1975

 
Uladzimir Izerski:
Sasha, don't mind my familiarity. That's the way it has to be. You've got good ideas and perspective. You have to work hard. Nothing just happens. I see you as a prospect. Don't let it get to you.

I'm trying, Vova. Get some mathematician to solve the problem (see above). It will be rewarded.

 
Alexander_K:

I realise, of course, that nobody is going to do anything. We're not really here to work.

But still, I wonder if someone could plot the dependence of the current increment on the previous increment for:

1. For GSCH with Gaussian distribution N(0,1)

2. for price increments OPEN M1

3. for tick increments

4. for increments of seconds bars (S1, S2,....S30)

according to the scheme described here: https://www.pvsm.ru/news/52840

Only you don't have to draw lines connecting points in phase space, just points.

I remember that at school we used to check - how evenly the given points fill the square and visually estimated the quality of the invented HSP (the points for the independent MF fill the square absolutely evenly).


Sampling for the price increments is a month.

Currency pair - any.


No one will do it - no problem. My Shadow will do the analysis within a month.

I'd like to see the dependencies right now.

Try a better statistical tool in addition to abominable Excel.

You could use PSPP(https://www.gnu.org/software/pspp/), "SPSS/Statistica" for poor people with empty pockets :-)

PSPP - GNU Project - Free Software Foundation
  • www.gnu.org
GNU PSPP is a program for statistical analysis of sampled data. It is a free as in freedom replacement for the proprietary program SPSS, and appears very similar to it with a few exceptions. The most important of these exceptions are, that there are no “time bombs”; your copy of PSPP will not “expire” or deliberately stop working in the future...
 
Alexander_K:

Still, I wonder if anyone can plot the dependence of the current increment on the previous increment for:

1. GSF with Gaussian distribution N(0,1)

2. for price increments OPEN M1

3. for tick increments

4. for increments of seconds bars (S1, S2,....S30)

according to the scheme described here: https://www.pvsm.ru/news/52840

Only we should not draw lines connecting the points in the phase space but only points.

The sample for the price increments is a month.

Any currency pair.

I want to see the dependencies right now.


Nothing is clear. What about it?

Forum on trading, automated trading systems & strategy testing

Charles Dow Theory

Alexander_K, 2021.01.06 09:35

I'm not looking for anything anymore. All the work is done.

 
Доктор:


It doesn't make any sense. I don't think so:

I'm bored. The computer is busy trading.

I wanted to prepare material for another forum, but there's nowhere... Ehhh...

 
Alexander_K:

I'm trying, Vova. Get some mathematician to solve the problem (see above). You'll be rewarded.

I'm a pragmatist.

And according to my observations mathematicians have little understanding of trading and physicists too. It's rather nature that plunges them into a different realm of understanding. A good physicist will not be a good sheep herder and a good ballerina a blacksmith. ))

Nature endows each person with the skills for the craft, and then it's up to yourself. Develop, or take advantage of the free craft available to nature.

 
Alexander_K:

I'm bored. The computer is busy trading.

I wanted to prepare material for another forum and there's nowhere... Ehhh...

Well you know it doesn't work like that.

People will pull up if there's a heated discussion, light in the tunnel, results at arm's length, etc.

And in the T to P hearth the fire has been out for a long time.

 
Доктор:

Well you know it doesn't work that way.

People will pull up if there is a heated discussion, light in the tunnel, result at arm's length, etc.

And in the T to P hearth, the fire has long been out.

About the fire - I agree. It will never be out again.

Well, that's fine. I'll do it myself. I'm just curious without regard to the applicability to trade.

 
Uladzimir Izerski:

And from my observations, mathematicians have little understanding of trading and so do physicists.

Have you heard anything about Renaissance Technologies?

 
Доктор:

Have you heard anything about Renaissance Technologies?

This is exactly the moment. When people shed the shell of physicists or mathematicians and move into a new state. Like butterfly pupae. It's a natural state.

The main thing is to shed the chrysalis shell))

 
Uladzimir Izerski:

This is precisely the moment. When people shed the shell of physicists or mathematicians and move into a new state. Like butterfly pupae. It is a natural state in nature.

The main thing is to drop the chrysalis))

Well, if the mathematical algorithm of Baum-Welch estimation of the hidden Markov model is a reset of people's shell of mathematicians, so be it your way)))

Reason: