From theory to practice - page 200
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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 changes in activity 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...
Vladimir, don't you want to put your calculations into an article? They are quite interesting - it would be a pity if they got lost.
Vladimir, don't you want to put your calculations into an article? They are quite interesting - it would be a pity if they got lost.
No, I don't.
No, I don't.
And rightly so. Beads are in high demand today.)
The main thing is that it's natural.
What to do next, you got a formula?
What to do? Enter the trades on it). Just set it wider, for larger fluctuations. And adjust the average. It'll be a nice intraday.
Sometimes, what I write is just a diary so I don't forget. And so it is now.
Still - what does fractality (self-similarity) of the market mean, at the level of distributions? Can we say that we gain a statistical advantage while working on higher timeframes?
To answer this question, let's consider the wave function (distribution of increments) of the AUDCAD pair.
The statistics for intervals deltaT=1 sec. between observations:
I.e., to see the movement of the AUDCAD wave function with 99.9% accuracy, it is enough to work in the sliding observation window = 4 hours with the sampling rate = 1 second.
Let me remind you that this distribution of increments is stable . I.e. the convolution of two such distributions gives a similar distribution, which actually means that the market is fractal.
Statistics for intervals deltaT=2 sec. between observations:
We see that by increasing the observation interval between 2 consecutive measurements there is NO statistical advantage.
The distribution remains the same, only to "see" it almost completely, it now takes 12.5 hours instead of 4 hours!!!
Conclusion: it makes absolutely no difference which timeframe to work on. The TS will give the same good/bad results regardless of how the process is monitored
The important thing is to calculate the basic stable probability distribution from which all the others are derived.
Right now I have exactly that basic distribution, which is obtained with observation time interval between 2 consecutive measurements = 1 sec.
But why exactly 1 second? Just because it is a familiar measure of time? Does it make sense to go to milliseconds? About that - some other time...
starting with comment 328, as a result of the study comment 330 , i.e. it turns out with 5min.TF the arrival of ticks is uniform in time, maybe there is no need to collect them?
https://forum.fxclub.org/entries/685-kakie-svechki-poleznee
and here are some patterns
https://forum.fxclub.org/entries/712-kakie-svechki-poleznee-dalshe-bolshe
Alexander, the stuff I sent you earlier, there on page 4 was a study of the TF and the uniformity of tick arrivals on the TF,https://forum.fxclub.org/threads/32942-prostye-nenuzhnye-veshhi/page4
starting with comment 328, the result of the study is comment 330 , i.e. it turns out with 5min.TF the arrival of ticks is uniform in time, maybe there is no need to collect them?
https://forum.fxclub.org/entries/685-kakie-svechki-poleznee
and here are some patterns
https://forum.fxclub.org/entries/712-kakie-svechki-poleznee-dalshe-bolshe
Great links. Thank you!
Could this be the North Wind? The same kind of extensive research...
Great links. Thank you!
Could this be the North Wind? The same kind of extensive research...
Alexander, I'm sorry, but that doesn't say anything in particular.
Conclusion: makes absolutely no difference what timeframe to work on.The TS will give the samegood/bad results regardless of the way the process is monitored
Alexander, I'm sorry, but that doesn't say anything in particular.
Conclusion: is totally indifferent to what timeframe to work on. The TS will give the same good/bad results regardless of the way the process is monitored
This is all correct. I like the research itself - the man has worked with heart.
I also put the purpose of my posts to collect all the "old timers" on the forum. Gentlemen! The task is solved! Go back to the forum - get the Grail as a consolation prize for your suffering in the past.
This is all correct. I like the research itself - the man has worked with heart.
I also make it a goal of my posts to gather all the "old timers" on the forum. Gentlemen! The task is solved! Go back to the forum - get the Grail as a consolation prize for your suffering in the past.
.