From theory to practice - page 43

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ILNUR777:
1-You don't care what anyone writes back to you.
This is not the first time they have told you that the DT will not let you trade on such movements, let alone "on every tick". And it's not about a conspiracy. They are certainly very sneaky, they may easily throw sticks in the wheels, but there is a limit to everything, you cannot wipe and change the schedule beyond recognition. All customers will flee, although the contract at the same time, you can not even complain. On the other hand, it is possible to use MT tools with advanced settings for DT. It was discussed 100500 times and people were re-banned for it, the second ten people were re-banned for ticks, the explanation of why still smells like a ban.
Because it all started very ugly, it all flowed, and as a result, what happened. But as already said about mt, as about a dead man-bad is not allowed, otherwise they will lay next to him (with a certain probability of course)))).
But they say it's impossible to lay down the mt, otherwise they will lie down next to it (with a certain probability of course). Naturally, DTs filter kotier, and there are loads of topics about it from smart people, with answers as to why. And the fact that you have somehow stumbled upon a filtering mechanism - does not mean that the market is caught. One man in such cases said, a victim of matlab. That is, the machine flaw is perceived as its own genius in the solution. Nobel does not agree to hand out medals to everyone. Except for a chocolate one.
Who gets it, who gets it, who gets the t-distribution. The only thing that t-distribution claims in the market is a competition in genius with the one and only 18 (as a meme has become, by God).

2-this is the chicardos at all. You probably do not know where and what. This is not the first time you post theories on the forum, and then look at what you react to and what you do not. In the hope that in a burst of proof of your opuses, someone will spill the beans.
Of course, everyone's trying to convince you that it's not so. Concealing that the truth is in the t-spread. Scoundrels. But no, don't be fooled. The grail is right there. Yes, it is. But you already know that. Heh-heh-heh.

This is a discussion platform! If someone wants to share their knowledge - why not? I'm not prying.
 
Renat Akhtyamov:

Your way is right, just a lot of mistakes

One graalemaker teaches another))))

 
Alexander_K2:
This is a discussion forum! If someone wants to share their knowledge, why not? I'm not prying anything out of anyone.
You've turned it into a arena. It's embarrassing to say anything of substance.
 
ILNUR777:
You've turned it into a arena. It's embarrassing to say anything even sensible.

Why so? You'd better shine. Let everyone be ashamed)))

 
Nikolay Demko:

Why so? You'd better shine. Let everyone be ashamed)))

It seems inappropriate to shine in front of a man who has a Nobel Prize in his hands.
And by the word useful I meant not a personal genius or deep scientific knowledge. And quite practical points in the context of those ideas that are promoted by the author. Let the author himself check their adequacy or not. Not the essence. But it is in the context of what is being said. But at the same time, the author declares that the practical side is not interesting for him. What can we talk about then. Only demagoguery. What most people, including the author, are successfully doing here.
This is in the context. And if you dig much deeper in order to shame someone, it smells like a complex. I don't need it. After all, we are not discussing my ideas.
PS. You have posted here a lot of cockroach spreads. Ask the author, why on Earth his distribution in the market rules more than all others. And why in the hell does a particular distribution rule the market at all. If we are not talking about infinity. This can be discussed with you, with Avatar and a couple of other people in the thread.
And it's silly to dump all your thoughts just to prove it to the author who isn't interested in practical matters at all.
It's like putting hypothetical profitable ts on public display just because someone is interested in their theoretical component. This is even worse than just giving it to a passerby, at least he will quiet down.
And the theorist will then also be beating his chest and silly to argue that the presence of profit is the proof of what can give a Nobel Prize, without understanding that it has nothing to do here. In addition, you may well not even be thanked for it.
 
ILNUR777:
It's kind of inappropriate to shine in front of a man who has a bonus from you know who.
And by the word sensible I don't mean personal genius or deep scientific knowledge. But quite concrete practical points in the context of the ideas promoted by the author. Let it be checked by the author himself if they are graality or not. Not the essence. But it is in the context of what is being said. But at the same time, the author declares that the practical side is not interesting for him. What can we talk about then. Only demagoguery. What most people, including the author, are successfully doing here.
This is in the context. And if you dig much deeper in order to shame someone, it smells like a complex. I don't need it. After all, we are not discussing my ideas.
PS. You have posted here a lot of cockroach spreads. Ask the author, why on Earth his distribution in the market rules more than all others. And why in the hell does a particular distribution rule the market at all. If we are not talking about infinity.

As far as I understand the author has visited the forum to meet people with practical trading experience, because he himself doesn't possess it. As for the manners, they are contrived, you should not cut them off directly, maybe this is the custom in their environment, or this is a personal bug of an individual. What matters is the physical meaning of ideas, and pitch (imho) vtrostepnevna.

We once had a battle (if you remember), whether to write without errors, and the moralists strongly insisted that it is respect. They concluded that the respect for programmers and traders forum is formulas and codes without errors.

I'm not trying to be a mediator, you can ask the question yourself.

 
Nikolay Demko:

As far as I understand the author has come to the forum to meet people with practical experience in trading, because he himself does not have it. The main thing is to understand the physical meaning of the ideas, and the pitch (to them, for example), and to understand that the author has come to the forum for people with practical experience in trading. What matters is the physical meaning of ideas, and pitch (imho) vtrostepnevna.

We once had a battle (if you remember), whether to write without errors, and the moralists strongly insisted that it is respect. They finally came to the conclusion that the respect for programmers and traders forum is formulas and codes without errors.

I'm not trying to be a mediator, you can ask the question yourself.

I'm not trying to be an intermediary, you can ask questions for yourself. I have deliberately chosen this style of communication - I can refuse. But then people will not be interested. I may be wrong - I apologise.
 
ILNUR777:
One graalemaker teaches the other))))

And the third is a troll.

No practice, no experience, no theory, no suggestions, nothing at all

 
Renat Akhtyamov:

And the third is a troll.

No practice, no experience, no theory, no suggestions, nothing at all.

I'll delete my opuses, don't worry.
But in search of the same from you-eyes can be erased. Just not one year running around the branches with attempts to conceal some knowledge, the lack of which can be seen to any practitioner.
Actually, the hell with it. But you are also misleading people by saying that you are on the right path. As if you know the only right way. You can tell by your body movements that you don't. But it is done on purpose.
You're an even bigger pest to beginners than just a troll.

 
Alexander Sevastyanov:

Alexander, thanks for the detailed answers.

  1. If I understand correctly, the conclusion about the distribution of tick returns is based on the fact that the chain is non-markovian, i.e. there is a "memory" and a present/future link to the past. Do you accept this as an axiom, without proof? I also tend to think that there is some "memory" because, for example, levels, trend lines and other technical tools work more often than not. But what is the quantitative measure of this "memory" and whether we can blindly take it as the basis?
  2. "Pipsing at every tick"? Are you sure about that? There are broker/dealers that will help you to do it on the demo and you will make a profit even with random entries: they will shift quotes in your favour, open/close with a positive slippage for you. But on the real market it will be exactly the opposite. And my question about the LFL that wasn't asked wasn't about curiosity. Any TS with the LFL within the spread is doomed to fail on the real market.
I sincerely wish you success, but I'm afraid you're making the mistake of investigating tick increments specifically. In my humble opinion, instead of (Bid+Ask)/2 and samples in equal or exponentially distributed time intervals, it's better to switch to filtering/sampling the price increments by a fixed value of 1-2 average spread, in fact to the simplest threshold filter. What is the disadvantage of counting at fixed intervals? Because price can go back and forth by an appreciable amount during that interval. And it may not be an accidental spike, but you will miss it. The threshold filter will greatly reduce the amount of data for analysis by filtering out tick noise generated by the market and broker, and will not miss significant price movements. And another advantage is that increments of 1-2 spreads can no longer be traded theoretically, but practically. And with your "quantile function and confidence levels" apparatus, even more so.

By setting a filter with step you kill the time coordinate, i.e. you completely demolish it.

If it is acceptable then IMHO it is worth making a conditional filter: step if both bid and ask prices have changed.

After that, calculate what is the average step on saws, and already to these data apply a step filter.

By the way, if we do such filtration, there should be one more index for ticks data, like in bars, how many ticks this point contains, it may be useful for analysis, like how many times the market was beaten at this level.

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