From theory to practice - page 454

 
Yousufkhodja Sultonov:

Is the deposit intact or have you zeroed it out? If so, everyone learned how to trade in such a 0 long time ago. That's something the market will quickly teach you.

The deposit is the same as it was 5 months ago. Gain/loss actually =0%. I'm surprised myself - how true the theory is that it's impossible to make money on random walks, without taking into account the "memory" of the process.

But, now the algorithm is slightly revised and it's time for the last epic battle.

 
Alexander_K2:
One thing I can say is that the Grail sits in Erlang flows in a sliding time window = 24 hours.

There are 2 Erlang functions applied inhttps://www.mql5.com/ru/articles/250: the Erlang distribution function density and the integral Erlang distribution function, the practical application of which gave a barely perceptible return of about 10 per cent per annum.

Универсальная регрессионная модель для прогнозирования рыночной цены
Универсальная регрессионная модель для прогнозирования рыночной цены
  • www.mql5.com
к. т. н., доцент кафедры Экономики и предпринимательства  Института Экономики и Торговли Таджикского государственного университета коммерции ( ИЭиТ ТГУК )  УДК 330.115 Введение Рыночная цена складывается в результате устойчивого равновесия между спросом и предложением, которые, в свою очередь, зависят от множества экономических, политических и...
 
Alexander_K2:

5. We have a process similar to the Ornstein-Uhlenbeck process with a return to the mean.

Not gonna work, there are non-return points on market quotes, many people call them levels, others call them waves, others call them trends...

imho, everything works like in this video


and it all moves to the right in the timeline, katotak ;)
 
Alexander_K2:

Hello, Yuri! I hope all grudges and squabbles are over? That's right! Up ahead are the dough from the tree of life.

And who else should I turn to at such a solemn hour to put eight pairs to work but him? Feynman? :))

I wanted to run 28 pairs, but VisSim said Out of memory... That's a shame.

You finally figured out the 24 hours. Six months later. Well, at least that's it. I think in the annals of history, I even suggested that.

You're trying to work outside the definition of the system, and it doesn't work there and can't work in principle.

28 pairs?! M... yes. Will it save the father of Russian democracy? Actually, one tool is quite enough.

But, in general, it's interesting to watch the process. Once in a while. Couple more years, and... we'll see.

 
Yuriy Asaulenko:

The 24-hour thing has finally come to you. Six months later. Well, at least that's how it works.

You're trying to work outside the definition of the system, and it doesn't work there and can't work in principle.

28 pairs?! Uh... yeah. Will it save the father of Russian democracy? Actually, one tool is quite enough.

But, in general, it's interesting to watch the process. Once in a while.

Dialogue between friends:

- I do not like to eat fish, but I like the process of catching it!

- I don't like children, but I like the process!

 
Yuriy Asaulenko:

The 24 hours thing finally got to you. Six months later. Well, at least that's it. It seems, in the annals of history, I even suggested that.

You're trying to work outside the definition of the system, and it doesn't work there and can't work in principle.


It's good to get it.

Alas, I am sometimes let down by my inability to listen carefully to my interlocutors, so after taking a break for a month, I re-read some stuff on the forum. I hope it helps.

What's good about this forum is the archives. Sometimes you can come across such things that you are amazed - an individual appears, blurts out something brilliant and then disappears. I reread it and think - where does this person know it from? All in all, re-reading archive records is a pleasure.

 
Welcome back!
 

Alexander_K2:

The good thing about this forum is the archives. Sometimes you come across things that amaze you - an individual appears, blurts out something brilliant and then disappears. I reread it and think - how does that person know that?

And for example?

 
Andrei:

And for example?

The best examples:

Forum on trading, automated trading systems and trading strategy testing

From theory to practice

Vizard_, 2017.12.03 23:52

The increment(first difference) according to the tests will be stationary. Things will change slightly, in different sections, as the window shifts.
Put in a csv or txt file - date, time, cotier, cotier increment, cc signals.

And actually, the coolest of the abandoned threads is this:

https://www.mql5.com/ru/forum/134424

and some more on random walk and memory processes.

Феномены рынка
Феномены рынка
  • 2011.07.05
  • www.mql5.com
Решил вот такую веточку организовать, надеюсь, коллеги поддержат (из тех кто не очень жадные до знаний :о), и так же будут выкладывать какие то наб...
 

Ah, yes! How I forgot about my best friend bas!

Here's a masterpiece from him:

Forum on trading, automated trading systems and testing trading strategies

From theory to practice

Graal, 2018.06.09 10:21

The window of twenty-four hours. Either equal-ticket bars. I've written before.

Where is he, by the way? Probably, as always, he ate some potato tots and is asleep. Shhhh.... No need to wake him up!

Reason: