From theory to practice - page 441

 

Chart time from right to left, going to zero.

Here is an interesting case, the observation window is 30 minutes. The candle (1) has broken the upper range but the density was 0. The candle (2) has broken the lower range and the density was 0.00557 (taking into account the previous posts about wrong values). So, in the first case price has not returned to the candle minimum (1), and in the second case it returned much higher as you can see.

 
Evgeniy Chumakov:


I don't understand it, it's the same formula, so why the result is different. NormalizeDouble to 5 digits can't have the same effect...

Use library

 
Aleksey Nikolayev:

Use the library


I'm still on four.

 
In general, you should have done a type conversion and #property strict
 
Evgeniy Chumakov:
In general, we should have done a type conversion and #property strict
Please elaborate, if you can. I couldn't find any reason for different results. What were they?
 

K2, there's one question I don't understand

why ticks and not M1?

 
Vladimir:
More details, if you can. I couldn't find any reason for the different results. What were they?


I had the x parameter and variance designated as int , and the density was double.

Corrected it to the following and it all reads correctly

double Density = (1/(MathSqrt((double)Dispersion) * MathSqrt(2 * 3.14159265358979323846)) * MathPow(2.718282845904523536, - ( ((double)X * (double)X)/(2 * (double)Dispersion) ) );

 
Evgeniy Chumakov:


I had the x parameter and variance designated as int , and the density was double.

Corrected to the following and everything started to read correctly

double Density = (1/(MathSqrt((double)Dispersion) * MathSqrt(2 * 3.14159265358979323846)) * MathPow(2.71828182845904523536, - ((double)X * (double)X)/(2 * (double)Dispersion) ) );

is the total in pictures on mt4 available?
 


Another example of how events unfolded. A probability density graph was added.

 
Renat Akhtyamov:

K2, there's still one question I don't understand

why ticks and not M1?

I don't know, Rena...

I asked to check on M1, I think Eugene has some results. Now I am waiting for a trade signal from him. I am curious.

Having initially grabbed the ticks, it's hard to give them up now.

But, I repeat, if there are people who show remarkable results on M1, on real, using the sum of increments instead of price (and demonstrate them truthfully, and not hide themselves like Alioshenka from "Machine Learning"), I will immediately switch to tics.

Reason: