From theory to practice - page 217

[Andrei01]

Alexander_K:

Hypotheses have been put forward, namely:

1. The distribution of price increments is a Student's t2-distribution.

2. The pricing process is non-markovian and NO EXACTIONS can destroy this non-markovianity.

3. In the first approximation, the pricing model is a Wiener process with drift described in terms of the Fokker-Planck equation.

The most important thing is to understand that this equation describes the probability density function of the pricing process, not the price itself!!!!

Our problem is more complicated - an integral component is added to this equation.

So we shall numerically solve this equation given the following terms for our case: drift - weighted moving average WMA

diffusion - weighted dispersion

integral component - the average variance of the archive data at a given sample size.

Well yes as usual it all comes down to the mouse as an averaged measure of centre of mass movement which makes the prediction for the future...

Everything else is a mouse fuss to divert attention ))

[Violetta Novak]

Andrei:
Well yes, as usual it all comes down to the Mach, as an averaged measure of centre of mass movement, which makes the prediction for the future...

Everything else is a mousetrap to divert attention ))

Read to the end of the thread))

This is where the departure from the mashka was:

https://www.mql5.com/ru/forum/221552/page135#comment_6366221

[Alexander_K2]

Novaja:

Read to the end of the thread))

This is where the departure from the mashka was:

https://www.mql5.com/ru/forum/221552/page135#comment_6366221

Yeah. Only the variance from that post has to be multiplied by the root of the bidding intensity. I should correct the text, but I'm too lazy :)))) Those who need to know it already.

[Andrei01]

Novaja:

Read to the end of the thread))

This is where there was a departure from the waving:

https://www.mql5.com/ru/forum/221552/page135#comment_6366221

As many times as I read everywhere it is about the waving and working in the channel by the waving ("actually we see the motion of the particle between the walls (in a dynamic channel)") and nothing more))

Have you got a different impression?

You could, of course, wrap it up in formulas for beauty and science, but why, if it doesn't change the essence?)

[Violetta Novak]

Alexander_K2:

Yeah. Only the variance from that post needs to be multiplied by the root of the trade intensity. I should correct the text, but I'm too lazy :)))) Who needs to know it already.

It seems to be here)):

https://www.mql5.com/ru/forum/221552/page123#comment_6305599

[Andrei01]

Alexander_K2:

Since my beloved daughter and father-in-law are shaking me by the breasts and demanding an immediate revision of the TS in order to make the fastest possible profit, I will write briefly.

My father-in-law is getting on my nerves and is forcing me to finally sit down and finish the TS.

Hereby I bid farewell, but not goodbye. I am always here and kind of absent - well, you get the idea. Schrodinger's cat, in a word. :))))))))))))))))

I remember how the cat was killed in order to understand exactly where it was)). So experimenting with these things mystically can be fraught with mental health risks.... One good thing, the adrenaline rush helps to maintain a healthy body tone)

[Alexander_K2]

Andrei:

As many times as I read everywhere it's about the waving and working in the channel by the waving ("we actually see the movement of the particle between the walls (in a dynamic channel)") and nothing more.)

Have you got a different impression?

Of course we can wrap it in formulas for beauty and science, but why, if the essence does not change?)

Here's the thing.

A price has the properties of a quantum mechanical particle as well as wave properties. There is not much difference between the channel of the price itself, formed relative to the drift vector ("waving", so called) and the channel of price increments relative to 0.

The most important thing is to correctly calculate the diffusion coefficient (dispersion) of the process in a particular time window of observation and compare the profits for the two models. Where there is more is good. And the rampant profits are both there :)))))

[Violetta Novak]

Andrei:

As many times as I read everywhere it is about a waving machine and working in a channel by a waving machine ("we actually see the movement of a particle between the walls (in a dynamic channel)") and nothing more).

Have you got a different impression?

Of course, you can wrap it in formulas for beauty and science, but why, if the essence does not change?)

I agree that an understanding of the process is primary.

[Andrei01]

Alexander_K2:

Here's the thing.

The most important thing is to calculate the diffusion coefficient (dispersion) of the process correctly in a particular observation time window and compare the profits for the two models. Where there is more is good. And the unrestrained profit is both there :)))))

Here you have taken a flat section and therefore knowing this, the profit is "unrestrained", but what happens if you take a trending piece of data?

[Andrei01]

Novaja:

I agree that understanding the process is paramount.

The difference between women's thinking and men's thinking is that a woman can immerse herself in a difficult situation without having even the slightest understanding of the processes involved and this will not spoil her enjoyable experience in any way.)

It is still desirable from a male point of view to understand the essence of the phenomena at least approximately to get the same pleasure.)