From theory to practice - page 408

 
igrok333:

Does anyone have seconds of quotes, at least for the week?

I.e. Quote data every 1 second? Whether it's a new tick or not?

Keep it for last week, starting Tuesday.

Files:
EURUSD.zip  408 kb
 
bas:

Only someone who did not do well in mathematics at school can try to make money from a Wiener process.

Since in such a process the next increment does not depend on anything, it is impossible to predict it.

Take care of your pockets, gentlemen. From ignoramuses.

Brownian particles are not money

How many times do I have to tell you?

You have to earn the grannies before you can count them.

 


Vladimir Karputov:

CopyTicks: request real ticks for a day or a month.

so i'm for seconds, not ticks)
and i need "all ready to go")

 
Renat Akhtyamov:

Brownian particles are not money

How many times do I have to tell you?

You tell that to Alexander, I have nothing to do with it.)

 
bas:

So you tell that to Alexander, I have nothing to do with it.)

He was there to support you.
 
bas:

Since in such a process the next increment does not depend on anything, it cannot be predicted.

This is not exactly true. If we are at an extremum, the probability of a return is higher than in the middle of the amplitude. But only if it is not a trend. ))

 
Andrei:

Not exactly. If we are at an extremum, the probability of a return is higher than in the middle of the amplitude.

one BUT!

the extremum may not be correctly defined?

And two: I don't argue - it's already higher, anyway.

 
bas:

Trying to make money out of the Wiener process can only be done by someone who did not do well in maths at school.

)

 
Alexander_K2:

I.e. Quote data every 1 second? Whether it's a new tick or not?

Keep last week's data from Tuesday onwards.

cp
 

1. Consider the simplest flow at p=0.6 (average exponential time intervals = 2.5 sec.) compared to the real flow.

Here:

blue - real time intervals (mean value =2.47 sec).

red - simple flow (mean value = 2.5 sec.)

Errrrrr.... And that's the readout model I'm using now.... Ahem... That doesn't seem right. I can't seem to get any more trades.

Reason: