From theory to practice - page 446

 
Alexander_K2:

Wanker, when are you going to get off this thread?

Where did you get such hatred for the workers of fields and gardens?) After all, they may be of more use to the population than some physicists...
 
Andrei:
Why such hatred for the workers of fields and vegetable gardens?) After all, they may be of much more use to the population than some physicists...

Quite right, it's class discrimination. Physicists are white bones, the rest are an inferior race.)

 
khorosh:

Quite right, it's class discrimination. Physicists are white bones, the rest are an inferior race).

What about nerds, programmers?

Every man is a god in his own field after all.

I'm already being promoted to financier by my acquaintances.

 
Alexander_K2:

Collective farmer, when are you going to get off this thread?

With pitchforks and a shovel I will tirelessly remove the noodles generously thrown around by nonsophisticated physicists in the ears of the suffering toilers.

 
Alexander_K2:

Lana - take it off. My shameful +2% doesn't give me the right to push anything here. I agree.

Increase the lot by 10 times and you'll be happy. ))
 
Alexander_K2:

But, alas, the whole problem is the dimensionality of the N sliding window.

It is virtually impossible to match it to all cases.

This value should be "floating". But, how to do that, I don't know.

Ask specialists in algorithms and they will come up with something for you... Everyone should mind his own business - chemist to chemist and physicist to physicist...

 
Alexander_K2: This value should be 'floating'. But, how to do this, I don't know.


Maybe adjust until the density value at the current point x meets some criterion.

 

After reading Alexander's post about AUDCAD on the 11th, I decided to take my mind off the current events and look what was going on there.

I have these data for 11th date, some time has been cut out, where nothing happened.

The breakdown of the bottom of the channel occurred at 17 hours GMT +3


 
Alexander_K2:

Still, Eugene, your work is cleverly done. Not exactly like mine. When will you open a trading signal? At least on the demo. I'd love to see it.


Not for a while. I've got to think it through first. Think about the entry filter criteria.

Maybe someone will tell us something about densities, where to dig further.

 
Alexander_K2:

Distribution of real tick quotes in sliding time window = 4 hours:

Histogram presented for 500,000 values.

No Poisson flow...

Therefore, from next week I am moving to window = 8 hours.

do you take the time of day into account? the point is that ticks have different numbers at different times of the day - they are tied to trading sessions

so just collect ticks for 4 hours or for 8 hours makes no sense - look at tick volumes in the terminal, they tend to increase at the same time every day

SZS; look herehttps://www.mql5.com/ru/forum/123222/page4#comment_3229236

Еще раз про таймзоны, GMT, серверное и локальное время
Еще раз про таймзоны, GMT, серверное и локальное время
  • 2010.01.17
  • www.mql5.com
На форуме не раз обсуждались аналогичные темы и уже найдены многие ответы...
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