From theory to practice - page 21
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It looks like "I will not do it because according to the second law of dermodynamics we will all die the thermal death of the universe anyway" )))
The first thing to do is to write a grail, and then to think with what methods to squeeze our own money out of DC. For example, you can set a grail in a few brokerage companies, where they may pay out a little for each, etc., there are a lot of strategies.
Or you could switch from a DC to an exchange and sleep well)
Alternatively.
Well, greed has to be contained, then everything will be fine)) At the "DC Forex" another trouble - the money will not pay)
Not only greed, but also impulses of charity).
) The grail should nip all charity in the bud.)
Holy crap... Yes... I've made a lot of communication mistakes here... My nerves are shot... You haven't seen my private messages, you'd forgive me.
.....
I will leave the forum soon.
Sincerely,
Alexander.
Don't pay attention to unconstructive criticism or unsubstantiated nonsense that is sometimes written...
Don't be like a resentful child.
It's worth continuing the discussion, IMHO.
With respect,
Michael
This is to help, it may be useful when implementing in MQL5
STATISTICAL DISTRIBUTIONS IN MQL5 - TAKE THE BEST OF R AND MAKE IT FASTER
The discussion is worth continuing, IMHO.
Don't pay attention to unconstructive criticism, or the unsubstantiated nonsense that is sometimes written...
Don't be like a resentful child.
We will continue the discussion.
Sincerely,
Michael
"Anyone can offend an artist..." :)))))))
I can't say no to people knowledgeable in certain t2-distributions :))) and will definitely come back. Especially after reading people's warm words.
Right now I'm the only one who needs to work quietly - it's hard to do several things at once.
Next week I will start VisSim+MT4, I have finished it. We will discuss the results.
Regards,
Alexander.
Alexander, don't you think your approach is overcomplicated? The same thing can easily be achieved in much simpler ways.
Look, here is a primitive system known to traders as "Bollinger channel" - a regular SMA and regular deviations from it, about 4 RMS. It gives roughly the same results as yours - trades are very rare, almost all to the upside. Same EURJPY, same historical range, trades in the same places.
And this is without any ticks, on 5-minute bars. The test is performed by opening prices, i.e. one tick in 5 minutes is taken. Without any speculation with sampling frequency.
Without any Fokker-Planck, Student's, and Vysokovsky-Petunin. Without any physic-mathematical pathos at all.
Such things have long been known among algotraders, no America has been discovered here. Everything is extremely simple here, i.e. the potential for improvement is huge. But of course the history test says nothing about future success.
The Bollinger bands do not take into account the non-markness of the process. One has to take into account "memory". And memory is the averaged values of the process based on historical data. Did you notice that my model always calculates historical averages?
But you are right at first approximation - Bollinger Bands for a Markovian process would give an excellent result. But the market is like life - a bit more complicated :) The history test gives aprobability of successful use of the TS in the future. This is an extremely important stage of modelling. But the history itself is only an integral component in the integro-differential equation of price movement. Bollinger Bands is an example of a differential component. We need to look at the aggregate as a whole.
Again, to avoid possible conflict situations - I am not imposing my model. I am inviting people to have a positive discussion. OK?