From theory to practice - page 212
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Gentlemen!!!
Doesn't anyone have price charts in a polar coordinate system?
Generally speaking, it's time to move to the complex domain. There are so many good and different transformations. Fourier transforms will not work because of marginal effects.
Generally, for a person who thinks by wave functions and trains Schrodinger's cats, it should not represent a problem, and would be even natural.
In fact, it is high time to move to the complex field. There are so many good and different transformations. Fourier transforms will not work because of marginal effects.
Generally, for a person thinking with wave functions and training Schrödinger's cats, it should not be a problem and would be even natural.
No, I don't have time for all this.
Hopefully, now some great Person will post graphs in polar coordinates and we'll all go ape-shit.
And then, yes, let's go to the complex area :))))
No, I don't have time for all this.
Hopefully, now some great Person will post graphs in polar coordinates and we'll all go ape-shit.
And then, yes, let's go to the complex area :))))
Well, in your VisSim it's all done in one go.)
Well, in your VisSim it's all done in one go.)
I'm at work now - I have no Forex at hand, everything is going on at home.
Let's see who's got it, gentlemen!!!! I'll do it anyway and post it here for all to see.
I'm at work now - no forex at hand, everything is going on at home.
Who's got it, gentlemen!!!! I'll do it anyway and post it here for all to see.
By the way, for the frequency-intensity distribution (after FFT) it turned out to be really close to the Planck distribution.)
By the way, for the frequency-intensity distribution (after FFT) it turned out to be really close to the Planck distribution.)
Cool! This once again confirms quantum market theory. Yusuf will run to the foreground and shout something like: "There are no quanta, there are bulls and bears! These bulls/bears are described by unconstrained linear equations!" etc."
First of all, you need to transfer all your strategies to mt5, so you can backtest them properly and not wait months for results.
In general, your strategy belongs to the class of mean reversion strategies, google it, there is a lot of related information, including BP conversion, and such strategies have been widely and long used
And how unpleasant it is to go to the Internet and see that all this has already been invented a long time ago )))
Histogram of tick flow intensity for the AUDCAD pair in the sliding window = 4 hours:
It would seem that the intensity does not have a pronounced bell-shaped shape and does not look like a Poisson distribution at all.
But, look at the statistics:
Fantastic!
If we think of the spread as a non-parametric measure of variance and the median as a non-parametric expectation, we are just looking at a completely unformed Poisson distribution and nothing more!!!
Maybe it's random... I don't know. We still have to check it.
so, the window was 4 hours. and the sampling period? 8 hours?)
The intensity is how many ticks were in the 4 hour window?
so the window was 4 hours. and the sampling period? 8 hours?)
Exactly. The sample for such a sliding window is the current week + the week of February 19-23.