From theory to practice - page 382

 
Alexander_K2:
I am literally digging my teeth into the ground and crawling towards the coveted Grail. No one and nothing can stop me.
Maybe I'd rather spread my wings and fly through the air than crawl on the ground).
 
:))) Nah. It's hit or miss. I will, literally, eat the earth - but I will get the Grail. It's a matter of principle.
 
Alexander_K2:

have you already determined the trading intensity ratios for the different hours of the day?
share with the public).

 
igrok333:

have you already determined the trading intensity ratios for different hours of the day?
share with the public).

EURUSD this week:

To the right is the trading intensity in the sliding window = 4 hours (number of seconds ticks coming in).

I use the ratio T/N, where T is time, N is number of ticks, to calculate variance.

Without it, it would be a real pipe...

 
Alexander_K2:

EURUSD this week:

To the right is the trading intensity in the sliding window = 4 hours (number of seconds ticks coming in).

I use the ratio T/N, where T is time, N is number of ticks, to calculate variance.

Without it, it would be a real pipe...

and there's no such thing...
like

7am to 8am - so-and-so coefficient.
8 a.m. to 9 a.m. - so-and-so coefficient.
and so on for every hour of the day.
?
 
igrok333:
Isn't there something like...
like

7:00 to 8:00 a.m., we use a factor of so-and-so.
8:00 a.m. to 9:00 a.m., so-and-so factor.
and so on for every hour of the day.
?

No. I haven't thought about it yet.

 
My opinion is that the wrong data were initially selected for further investigation.
 

So far, here is the data on average speeds of currency pairs based on 118.000 measurements (in seconds)

AUDCAD - 0.00000829 pips/s

AUDCHF - 0.00000723 pips/s

AUDJPY - 0.001019 pips/s

EURCHF - 0.00000843 pips/s

EURUSD - 0.00001037 pips/s

EURJPY - 0.001709 pips/s

 
Evgeniy Chumakov:
My opinion is that the wrong data were initially chosen for further research.

Which ones do you want? Come on, Eugene - tell the old man. Because I'm a little weak...

 
Alexander_K2:
I'm literally digging my teeth into the ground, crawling towards the coveted Grail. No one and nothing can stop me.

But let's give it a try. It's worth a try, isn't it, Lavrentiy Pavlovich? (с)

So, I'm getting bored already - the whole design process is reduced to trying various predictors of distributions - Student, Erlang, Poisson, Boltzmann, Maxwell... And still nothing. Soon there will be no free distributions left).

In Siberia there's a good proverb: you don't have to eat the whole ham to know if it's rotten.

Why don't you stop writhing and crawling, take your mind off..., lie on the sofa and think - can the problem be solved by using distributions only, because there are also other operations of arithmetic and other sections of calculus.

Actually, I root for this team, but if this continues, I will leave the stadium. It's too bad they're playing).

Reason: