From theory to practice - page 268

 
Vitaly Muzichenko:

For example, I needed a physical euro last week. I needed to go to the bank, sell dollars and buy euros. I made it easier: I transferred dollars to the exchange, and on the exchange I bought euros by limit order at 1.1520, then I transferred euros to the EPS, and from there to the physical euro card, and at the bank I got already paper euros. Savings were ~380 euros, because I bought them at an interesting price. So much for the pricing.

And rightly so.) I don't even transfer to the card, it's in the account.

 
Dr. Trader:

Is there a website where I can find out the current prices of eurusd, for example? I would like to compare them with the ones issued by my dealing to make some conclusions.

Reuters, Bloomberg, EBS, CME

prices are the same everywhere, sometimes they may differ by a few pips.

the problem with dealers is that some do not follow historical archives, they need to be checked, they may be broken or incomplete.

 
Dr. Trader:

I would dare to suggest that the real exchanges have an eurusd that is exactly the same as the one we are given by the dilemmas.

the lower the spread, the more efficient the pricing. that's why the kitchens have a huge spread on bitcoins, it's still a semi-wild market even though it's been market-marketed like a grown-up for a long time. but the analogy is correct. the tick flow of bitcoins is derived from a smoothed index that takes into account the major exchanges.

 
Wizard2018: The balls in the lottotron fall out, from 1 to 42. Naturally, each next ball does not remember what came before it. So here's the simplest "system" that will not just allow you to make money on this "process" without remembering, but in general, the Grail. We buy when "price"=1 sell "price"=42 and vice versa. There will not be a single losing deal.

Only problem is that you can not "buy" in a lototron ))

 
Serge:

If there is movement, there will be news to explain it. (c)

Unfortunately this statement isnot mine.


And further from me about the grail -the real grail... Gentlemen, let us all pray that it may never be found!

What is the real grail? It is a calculation tool (formula) that allows us to calculate a fair price at any time and correctly. Once this formula is found,the stock exchanges will close and the shops will remain. People and countries will continue to exchange goods, but at calculated fair prices. And the exchanges, the bids, the tumblers, the bulls and bears, the buyers and sellers arguing - all this beautiful human bacchanalia will become unnecessary! After all, the price, a fair price, will be easy to calculate!!! And there will be nowhere to trade.....

Let people look for the grail, each in their own way and each with the mighty conviction that they can only do it his way. But let them never find the real grail. May trading be with us! Forever and ever =)))

Well done! Thanks.
I don't agree with that... :-)
Let people look for the grail, each in his own way and each with the mighty conviction that you can only do it the way he is doing it.
 
igrok333:

only problem is that you can't "buy" in a lotto ))

It was figuratively put there.

Applied to forex, it would be:

1 is the cheapest price

42 - most expensive

 
Alexander_K2:

AfterSerge's glowing speeches on the forum, I have dollars in front of my eyes... An obsession...

Gentlemen!

No one and nothing can stop me on my way to the Grail! I'm in my old age and only dollars can comfort me.

Any quid left after last night?
 
Renat Akhtyamov:
Any quid left after yesterday?

The quid are fine. There's something wrong with my DC. I can't even open a signal, I just can't get on the website... Now I'm trying to get in touch with the managers... I have not traded this week - just collecting data.

For now I am posting AUDCAD databases for the last 3 weeks.

https://yadi.sk/d/Z65xl8dn3ThtKm

01 AUDCAD_Real 14400 - quotes reception at equal intervals = 1 second, sliding window = 14.400 sec. (4 hours)

02 and 03 AUDCAD_Exponential 10000 - receiving of quotes in exponential intervals, sliding window = 10.000 (~ 4-4.5 hours)

Column A - price Bid

Column B - Ask price

Column C - tick volume in the sliding window

Column D - ticks time stamps (0 - pseudo-quote, >0 - real quote)

Traders, to whom I have sent my model, can form required .csv-files by themselves and check trades.

P.S. I got worried about my brokerage company.

AUDCAD.zip
AUDCAD.zip
  • yadi.sk
Посмотреть и скачать с Яндекс.Диска
 
Alexander_K2:

The quid are fine. There's something wrong with my DC (Fibo Group). I can't even open a signal, I just can't get on the website... Now I'm trying to get in touch with the managers... I have not traded this week, I only collected data.

For now I am posting the databases of AUDCAD for the last 3 weeks.

https://yadi.sk/d/Z65xl8dn3ThtKm

01 AUDCAD_Real 14400 - quotes reception at equal intervals = 1 second, sliding window = 14.400 sec. (4 hours)

02 and 03 AUDCAD_Exponential 10000 - receiving of quotes in exponential intervals, sliding window = 10.000 (~ 4-4.5 hours)

Column A - price Bid

Column B - Ask price

Column C - tick volume in the sliding window

Column D - ticks time stamps (0 - pseudo-quote, >0 - real quote)

Traders, to whom I have sent my model, can form required .csv-files by themselves and check trades.

P.S. I got worried about my brokerage company.

I don't understand how to receive quotes with 1 second interval, but not so much through exponential ones.

You mean that there is a gap of 2.7 seconds between fixing a quote in the database and not one second?

 
Renat Akhtyamov:

Receiving a quote in 1-second intervals is still understandable, but through exponentials, not so much.

Do you mean that there is a gap of 2.7 seconds between fixing a quote into the base instead of one second?

See https://habrahabr.ru/post/265321/. Generating an MF with a discrete geometric distribution and +1.

Генераторы дискретно распределенных случайных величин
Генераторы дискретно распределенных случайных величин
  • 2016.01.16
  • habrahabr.ru
Данная статья является продолжением поста Генераторы непрерывно распределенных случайных величин. В этой главе учитывается, что все теоремы из предыдущей статьи уже доказаны и генераторы, указанные в ней, уже реализованы. Как и ранее, у нас имеется некий базовый генератор натуральных чисел от 0 до RAND_MAX: С дискретными величинами все...
Reason: