From theory to practice - page 246
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The basic plot of the narrative is this -https://www.mql5.com/ru/forum/225829/page9
I specifically wrote there so that Alexey immediately start a powerful market analysis in terms of solving the diffusion equations.
I'll throw everything in now and run to analyse the equations (although if there is a window, and you can play with these equations using Maple).
On that thread you pointed out, I simply wanted to look at cluster methods of market analysis (which are simply methods of statistical analysis, i.e. investigating what is, rather than modelling it) and to read the views of experts on those methods.
I'm going to throw everything in and run to analyse the equations (although if there is a window, and you can play around with these equations using Maple).
On that thread you pointed out, I just wanted to review cluster methods of market analysis (which are simply methods of statistical analysis, i.e. researching what is, rather than modelling it) and to get the opinions of experts on those methods.
:)))) Oh, come on, Alexei. That's just me... You know what I've realized in this forum? NOBODY who has invested time and soul into his personal research will NEVER give it up. Like Giordano Bruno. And that's probably right. I write mostly for beginners.
:)))) Oh, come on, Alexei. It's just that... You know what I've learned on this forum? NOBODY who has invested time and soul into their personal research will NEVER give it up. Like Giordano Bruno. And that's probably right. I write mostly for newbies.
Giordano Bruno ended badly.
Dropped 2 pairs: GBPCAD and CADJPY. The Canadian is particularly hard to tame. Well, it's OK. The system looks like this:
Judging by the scheme - you read ticks of seven pairs and process them simultaneously by the common logic, some arrows pass through all pairs.
I.e. some movements of ticks on AUDCAD may even lead to opening of a deal on CHFJPY? Have I understood it correctly?
Judging by the scheme - you read ticks of seven pairs and process them simultaneously by the common logic, some arrows pass through all pairs.
I.e. some movements of ticks on AUDCAD may even lead to opening of a deal on CHFJPY? Did I get it right?
Nah, Doc. Again, as this is a conceptual point.
1. You have to work with ticks if you want to analyze the whole non-Markovian process. The depth of analysis for making a decision in this case - the deeper, the better, up to the whole tick archive. I.e. we work on a logarithmic time scale, which is formed by ticks ("time spiral").
2. I, on the other hand, generate exponential time intervals and read the data for each pair separately, regardless of whether it was a real tick or not. I get pseudo-markov time series (I now have 12 in total - by the number of pairs), to which I apply mathematics to solve the diffusion equations. In this case, it is enough to analyze some observation window of the process. The time scale is exponential.
Cool, isn't it?
Alexander, where is the article with the step-by-step logic? :) as they say, 1 article would be enough instead of 1000 forum posts
It is not cool, it is not clear (I think nobody understood it to the end), the results are not impressive (large drawdowns and few trades), no backtest, no proof of the robustness of the theory, a lot of emotions
That's all there is in the end
Alexander_K2:
...applying mathematics to solve the diffusion equations.
Does the diffusion equation take into account macroscopic motion?
Alexander, where is the article with the step-by-step logic? :)
There's no need to read an article, understand the logic and program the formulas. Then you risk your own money, watch your robot and worry. It's a pain in the ass, what's the point? It's nerve-racking. I suggest that we skip these unpleasant stages and just send Alexander an account number in his personal message and let him send the money twice a month, and that's it :)))
Alexander, where is the article with the step-by-step logic? :) as they say, 1 article would be enough instead of 1000 forum posts
It is not cool, it is not clear (I think nobody understood anything), the results are not impressive (large drawdowns and few trades), no backtest, no proof of the robustness of the theory, a lot of emotions
This is the bottom line
Yesterday I started reading the thread from the beginning and realized that it's almost impossible to understand what it's all about.
I am too lazy to write an article - it would require a lot of work, rigorous formulas and proofs.
I offered to arrange for the model in VisSim to be sent to those who wanted it on request. Very few people contacted me. Either they are shy, or they consider it beneath their dignity to contact someone... I don't know. I can't put the model right here on the forum. It turns out that it will get both those who literally fought the market like lions, but something did not work out, and those who did nothing at all. This is not fair. I will still think about what to do.