From theory to practice - page 387

 
Alexander_K2:

Well, that's what I do. Except I'm having the usual real-time, one thing or another, and this or that... I need an average speed for the year. And I need to compare the speeds for different years. How do I do that?


Only if there's a file with a year's worth of ticks in it.

 
Alexander_K2:

Nah, my titanic efforts to convert BP, only resulted in a Laplace distribution for the returns. I read about Laplace motion... I decided to give up for now.

Am perfecting my model based on L.A. Shelepin's theory.

What I'm missing is a person who would take a tick BP, for example for a year, and convert it to a uniform quotation reading every 1 second. Simply put, would make an S1 timeframe.

By myself, all by myself... "Nobody promised anybody anything". I understand.

The worst thing about this business is the disappointment.

You know, the quote-taker is no stranger to formulas because he's one of the most talented fighters

 
I also suspect that in a second, correctly read ABS(CLOSE-OPEN). Anyway, there's a problem... So far, I've been counting the average speed for the week at most. Don't know if that's enough or not. I'm not sure... Shelepin's is strictly average speed at t--> to infinity. Practically it should be a constant.
 
Renat Akhtyamov:

The worst thing about this business is the disappointment

The quote taker, you know, is no stranger to formulas and he doesn't care because he is one of the most talented fighters.

I am not a weak fighter either. And I'm not disappointed yet. I don't like my paltry percentage of profit - I need to reach at least 25% a month.

 
Alexander_K2:

I am also not a weak fighter. And I haven't disappointed yet. I don't like my paltry percentage of profit - I need to reach at least 25% a month.

You're fighting near zero, sir.

no success so far.

 
Renat Akhtyamov:

You, sir, you're bumping around zero.

I don't see any success so far.

Zero?! Let me get my pince-nez on. No, I don't see zero, Rena, you can tell me anything.

 
Alexander_K2: is the average speed at t-->to infinity. Practically it should be a constant.


And how can this speed pips/sec = constant? I do not understand something. Here if to look at graph M1 time is minute, but increments are different, so speed is different, only in scales of M1.

 
Evgeniy Chumakov:


And how can this speed pips/sec = constant? I don't understand. If we look at the M1 chart, the time is a minute, but the increments are different, so the speed is different, only in the scale of M1.

+

Really, how?

It is possible only when there is a missed quote, i.e. we know that the price is mostly incrementing by one point at most on ticks.

I hope I don't have to tell you any more

 
Evgeniy Chumakov:


And how can this speed pips/sec = constant? I do not understand something. Here if to look at graph M1 time is minute, and increments are different, so speed is different, only in scales of M1.

This is what I need to make sure of.

Every second I calculate the arithmetic mean of AMB(ABS(return))/T.

Here, at T -->to infinity, this value should become almost a constant. No? But, here's the question.

 
Alexander_K2:

This is what I need to make sure of.

Every second I calculate the arithmetic mean of AMB(ABS(return))/T.

Here, at T -->to infinity, this value should become almost a constant. No? But, here's the question.

Actually this feature has been found by me personally for about 2 years already, as far as I remember

and it's the same on all TFs.

You don't even have to bother, it's a trivial code.

in the beginning i thought it was a very cool discovery

I have bothered a lot with application of this feature of the market, but I finally gave up and threw it in the trash

the increment will be a constant, no doubt about it.
Reason: