From theory to practice - page 199
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So that's what thinning is. You take one price, say every 20 ticks. The issue is that 20 at night is not enough, and 20 during the day is sometimes too much.
So that's what thinning is. You take one price, say every 20 ticks. The question is that 20 at night is not enough, and 20 during the day is sometimes too much.
That's the point. My "bell" of the intensity of real quotes has failed, and that's it. Not even close.
That's what I'm saying. I just couldn't get a "bell" of the intensity of real quotes, that's all. Not even close.
You have to time the intensity.
For example, in the states, 10 hours less
the quotes are mostly shot at certain hours.
you can look at the economic calendar, for example. But still - it's a certain time on the clock in the states
as an option, of course...
the intensity has to be timed.
for example in the states, 10 hours less
the cotier shoots out mostly at certain hours.
you can look at the economic calendar, for example. But still - it's a certain time on the clock in the states
As an option, of course...
it's easy enough to measure the intensity. Below the threshold the trade is blocked. That's the way it works for me.
It's easy enough to measure the intensity. Below the threshold, the trade is blocked. That's how it works for me.
Exactly like this!!!!! Physics is the queen of forex!!!!
Exactly right!!!!! Physics is the queen of forex!!!!
You are trying to play with time and the cotier is this
(can't remember how I got this, the hard drive with this inductor broke, the information is irrecoverable)
You're trying to play the time and the cotier is this
(I don't remember how I got this, my hard drive with this inductor crashed, the information is irrecoverable)
Not a bad indulgence, by the way, as far as I can see. But it's not enough, of course.
Not a bad turkey, by the way, as far as I can see. But he's not enough, of course.
The main thing is he's natural.
What to do with him next, is there a formula?
That's what I'm saying. I just couldn't get a "bell" of the intensity of real quotes, that's all. Not even close.
Maybe the point is that you are looking for a single "bell"? One for every time of day and day of the week. Take a look:
https://www.mql5.com/ru/forum/221552/page19#comment_6168925 activity changes during the day
https://www.mql5.com/ru/forum/193378/page49#comment_5239746 for Mondays, Tuesdays, ...Fridays
Why not make this "bell" a function of two more variables, the day and hour numbers, since you're not looking for a scalar (a number), but a distribution? Or parametrize the bell you are looking for, so that the parameters become functions (at least tabulated) of the day and hour numbers. After all, as I understand it, you don't need all of it, a description of behaviour around "heavy tails" is enough...