From theory to practice - page 416

 
Alexander_K2:

And another question - in which program is it possible to make multiplication of distribution of increments?

That is, redraw the histogram at each step of the FIFO buffer and save it in avi format, for example? I was given such a task by Warlock and I didn't do it... I've been haunted by failure ever since. Magic...

Example:

https://ru.wikipedia.org/wiki/Уравнение_Фоккера_-_Планка

Dump the picture at each step to a file (you're drawing it in something, right?)

And you can use a script from imagemagick (http://www.imagemagick.org/script/index.php) to merge it into a cartoon.

the main thing is to get a histogram

update: also ffmpeg (which is more correct, it's also video) https://stackoverflow.com/questions/24961127/how-to-create-a-video-from-images-with-ffmpeg?rq=1

Convert, Edit, Or Compose Bitmap Images @ ImageMagick
Convert, Edit, Or Compose Bitmap Images @ ImageMagick
  • ImageMagick Studio LLC
  • www.imagemagick.org
Use ImageMagick® to create, edit, compose, or convert bitmap images. It can read and write images in a variety of formats (over 200) including PNG, JPEG, GIF, HEIC, TIFF, DPX, EXR, WebP, Postscript, PDF, and SVG. Use ImageMagick to resize, flip, mirror, rotate, distort, shear and transform images, adjust image colors, apply various special...
 
Alexander_K2:

What are you worried about, old man? You're not the one being asked.

You're the one who's nervous, the one who's fussy.) But that's a psychiatrist. Or to Alcoholics Anonymous.)
 
Yuriy Asaulenko:

Yuri, well, nervous, of course. Please excuse me and delete the off-topic posts.

 
Alexander_K2:

Yuri, well, nervous, of course. Please excuse me and delete the off-topic posts.

Men, come on, let's not fight.

that's what I wrote above

K2, modernize to your needs and everything will be...

except for the point of course

you lose a few years on your idea and that's it...

https://www.mql5.com/ru/articles/2661

Как в MetaTrader 5 быстро разработать и отладить торговую стратегию
Как в MetaTrader 5 быстро разработать и отладить торговую стратегию
  • 2016.08.25
  • MetaQuotes Software Corp.
  • www.mql5.com
Скальперские автоматические системы по праву считаются вершиной алгоритмического трейдинга, но при этом они же являются и самыми сложными для написания кода. В этой статье мы покажем, как с помощью встроенных средств отладки и визуального тестирования строить стратегии, основанные на анализе поступающих тиков. Для выработки правил входа и...
 
Aleksey Nikolayev:
TC's big problem is not mastering the fundamentals of the theorist. Price increments are likely to be non-stationary and hence their sampling distribution makes little sense. This is the domain of statistics of random variables, where methods like maximum likelihood are usually used.

Here's what I'm thinking.

If the distribution of a sample of, say, 1,000,000 ticks is unstable (and I still can't get that volume on my exponential time) and changes variance over time, then it turns out that in my case neither the arithmetic mean nor the weighted average can be used as a measure of central tendency.

This leaves me with the median.

Channels must be plotted in relation to the median. Is that right?

 
Alexander_K2:

Here's what I'm thinking.

If the distribution of a sample of, say, 1,000,000 ticks is unstable (and I still can't get that volume on my exponential time) and changes variance over time, then it turns out that in my case neither the arithmetic mean nor the weighted average can be used as a measure of central tendency.

This leaves me with the median.

Channels must be plotted in relation to the median. Is that so?

Sash, there are no channels!

There is a profit is a red rag, but not for you, but for the quoter

 
Alexander_K2:

Yuri, well, nervous, of course. Please excuse me and delete the off-topic posts.

Delete, I don't care.)
In trading, only the pussies survive.
 
Renat Akhtyamov:


K2, upgrade to your needs...

https://www.mql5.com/ru/articles/2661

Thanks, Rena.

By the way, in case anyone didn't pay attention to igrok333's post, it turns out there are second timeframes on ducas!!!

I'll at least run the story in the tester, it was all in real time. It's hard without tests, for sure.

 
Alexander_K2:

Thanks, Rena.

By the way, in case anyone didn't pay attention to igrok333's post, it turns out there are second timeframes on ducas!!!

I'll at least run the story in the tester, it was all in real time. It's hard without tests, for sure.

Shit

There's a ready-made turkey in there.

Just change parameter - number of ticks and use

But the tick cartoon... We should additionally take measures to save such amount of information...

And you will most likely have to divide your processing task into several threads.

Hire a freelancer to build you such a buffer for ticks, for example.

Hmmm... Such rebooting won't be cheap.

 
Renat Akhtyamov:

Shit

There's a turkey in there.

Just change the parameter - number of ticks and use

Yeah, I got it. Reading.

Reason: