From theory to practice - page 695

 

For 1782 points I get this distribution. Only the graph is not standard, I just sorted the data and that's it)))


 
Evgeniy Chumakov:

For 1782 points I get such a distribution. Only the graph is not standard, I just sorted the data and that's it ))))


Turn the graph upside down))

 
Novaja:

Turn the chart upside down))

Everyone says flip this, flip that.

;)

Many people want to flip trades from buys to sells in the algorithm

Many people want to copy a successful demo to a sinking real

....

....

....

But why does it not work out what logically should work out after reasonable manipulations?

;)

====

It is also logical that at the time of the launch of moving courses, no one had much use for mathematics, much less AI.

Maybe things could be simpler, eh?

 
Alexander_K:

Distribution of the number of real ticks in the sliding window = 24 hours:

This is the EURUSD data for the past week.

Frankly speaking, I was expecting to see a Poisson distribution, which would say that a quasi-stationary process has been found.

But no, there is no such thing. But it's premature to draw conclusions - let's wait another week.

Alexander, I wrote to you, will you share?)

 
Novaja:

Alexander, I wrote to you, will you share?)

Alas, no.

What I am about to write does not apply to you personally, but having seen the most brutal baton-wielding behavior on the forum, I am stopping all publications, data sharing, etc.

I will come back only when I see a business, working branch with market model analysis and results. With a technical leader like Prival. That's the basics of the job, guys!

And right now the forum is a laughing stock (this does not apply to programmers).

Organize a good branch, approximate to the market model, set a goal and involve enthusiasts like Zhenya and CheGevara, and I will join them.

That will be all. The thread is closed.

 
Alexander_K:

Alas, no.

What I am about to write does not apply to you personally, but having seen the brutal dubinovolstvo on the forum, I am stopping all publications, data sharing, etc.

I will come back only when I see a business, working branch with market model analysis and results. With a technical leader like Prival. That's the basics of the job, guys!

And right now the forum is a laughing stock (this does not apply to programmers).

Organize a good branch, approximate to the market model, set a goal and involve enthusiasts like Zhenya and CheGevara, and I will join them.

That will be all. The branch is closed.

The signal's gone...

Is it jammed?

 
Renat Akhtyamov:

The signal's gone...

Stung?

I will occasionally post week/monthly results, but, - in other threads that will hopefully be organised.

Yes!

I am interested in the topic of market "memory" and everything that relates to it: correlation, non-entropy, heavy tails, trends, etc. The mystical and mathematical side of this stuff. Nothing more than that.

Thank you.

Good luck everyone!

 
Alexander_K:

Alas, no.

What I am about to write does not apply to you personally, but having seen the brutal dubinovolstvo on the forum, I am stopping all publications, data sharing, etc.

I will come back only when I see a business, working branch with market model analysis and results. With a technical leader like Prival. That's the basics of the job, guys!

And right now the forum is a laughing stock (this doesn't apply to programmers).

Organize a good branch, approximate to the market model, set a goal and engage enthusiasts like Zhenya and CheGevara, and then I will come along.

That will be all. This thread is closed.

Be tolerant to those who have not grown up with your prejudices. (с)

 
Alexander_K:

Alas, no.

What I am about to write does not apply to you personally, but having seen the brutal dubinovolstvo on the forum, I am stopping all publications, data sharing, etc.

I will come back only when I see a business, working branch with market model analysis and results. With a technical leader like Prival. That's the basics of the job, guys!

And right now the forum is a laughing stock (this does not apply to programmers).

Organize a good branch, approximate to the market model, set a goal and involve enthusiasts like Zhenya and CheGevara, and I will join them.

That will be all. This thread is closed.

This was written 2018.10.30 14:35.

Alexander_K:

Dear traders!

At my leisure I have reread many threads on this forum - many of them discuss the problem of determining the type of distribution of a random variable (the so-called price increments). I realized for myself that this problem hasn't been solved and having some :) :) :), appropriate education and skills, I decided to take part in solving this problem.

So, the task definition:

To determine from tick data of a certain currency pair a probability distribution of successive price increments Bid and Ask (i.e. analyzed a data set consisting of the difference between the current and the previous Ask price and the same set for the Bid price). The formulas for the probability density function, the distribution function and the quantile function of a given distribution must be presented in analytical form.

The task has certainly proved to be difficult. Let me say that this distribution is not one of those widely discussed - neither normal, nor logistic, nor Laplace, nor Cauchy, etc., etc.

Before I tell you this distribution (more precisely, it is a family of distributions, since different currency pairs have different values of the coefficient of scale, which, in general, does not coincide with the standard deviation), please answer me a couple of questions - what exactly does knowing this distribution provide? How does it help in Forex trading?

Sincerely,

Casually passing by and interested in the Forex market

Alexander_K :) :)

This is 2017.10.31 5:55pm. It's not a leap year, it's been 365 days without 1-2 hourssince then.

Alexander_K:

Dear traders!

I consider the topic closed. I have solved the task my daughter set me (at least for myself) with your help.

Until the New Year I will be programming in intensive mode and will appear on the forum extremely rarely.

Special thanks:

Vladimir

Yuriy Asaulenko

Aleksey Vyazmikin

Thank you!

P.S. For those traders who are interested in this topic, and in general by nature curious and persistent - once again carefully reread all the threads in the discussion of which I participated, as well as the themes of those traders who have also participated in these unforgettable scientific debates.

Thanks again!

Regards,

Alexander_K

And this is the first of Alexander's farewells, exactly one month from now, 2017.11.30 11:30. There is hope of completing the work.

I think since the end of October 2017 the one year anniversary has already arrived and one can congratulate the jubilee. Especially as we are already used to his solemn parting announcements.

I congratulate you, Alexander, on joining the ranks of applicants for the hand of the "Forex Victory" princess and becoming one of its most active applicants. It's difficult to give up the idea. You have managed with your persistence to attract and make many people, who have never thought of it, talk and do something; to read books, articles and even dissertations with ideas that have never occurred to you before; to look in a new way on well-known things.

Thank you, Alexander!

 
Renat Akhtyamov:

Everyone says flip this, flip that.

;)

Many people want to flip trades from baeks to sells in the algorithm

Many people want to copy a successful demo to a sinking real

....

....

....

But why does it not work out what logically should work out after reasonable manipulations?

;)

====

It is also logical that at the time of launching moving courses no one used much mathematics, much less AI.

Maybe everything is simpler, eh?

Perhaps it is simpler, because everything is simple, but why are you still here?

Reason: