From theory to practice - page 717
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This is more from game theory.
All right, but not because "Game Theory" is a beautiful name, but because it deals with combinatorics and game theory, not in terms of mathematics, but in terms of set theory, here are two distributions, let them be Poissons - two sets, can you find the area where these sets are projected on the price chart... you know the rest, pockets, money... )))
You're right, though.
This is a very conceptual question. What is this distribution and why is it the way it is - always and forever?
I've been trying to get to the bottom of it. The last thing I looked at was Skellum's distribution. The returnee is the difference of two numbers belonging to two different Poisson distributions... What's next? What's next - I didn't have enough brains to put it on a physical and mathematical foundation. It's more from game theory.
Now that's interesting... where can Poisson come from?
Now that's interesting... where does Poisson come from?
How should I know?! You have to read it - study it. And I'm galloping towards the Grail, but I can't get there.
How should I know?! You have to read - study. And I am rushing at a gallop to the Grail, but I still cannot reach it.
Once again, spell it out: "What could be the meaning of the Grail?"
Spell it out again: "what would be the nature of the Pussy's role?"
Err....
It can be obtained by counting the number of events in a certain period of time. For example, the number of ticks in a day.
Err....
It can be obtained by counting the number of events over a certain period of time. For example, the number of ticks in a day.
Great,uh...
Oleg may help us by drawing a structural chart. By the way, a simple help for MQL4/5 would also help.
A typical CARGO cult. There's a widespread epidemic here altogether :-)
The most visible part of the population has been dumped by the mint (it's like Spanish, but long, flowery and loud), the other part by the cart-overtaking-horse...
The middle (that running, that just in their seats), they stay in the past. They don't go anywhere, they don't catch up with anyone. And they don't predict anything.
They help deal with the past and draw conclusions. Well the average predicts nothing at all. And you can't trade on one distribution. You cannot trade on consequences, not even imagining the causes that caused them - otherwise it is a real kargo-cult, when the natives make model aeroplanes of guano and reeds, expecting a parachute to fall out of the sky.
Unless you have linked the distribution to the physics and logic of the process, you can't do a damn thing with it.Call it a pumpkin, in return-to-average ideas people enter at the price and expect the price to come to the value of the average at the time of entry. If you build your offer on the average, you won't get any "return" ideas, because it is impossible to enter on the average and come to the price - the same delta description can generate very different fantasies.
Nobody is (probably) talking about prediction, it's just a characteristic of the process.
The average is contained in rci and stochastic calculations, and they just assume a return. I.e. any return strategy is described by +- stochastic - what can you do, it's already been invented, then why the agony on the graves of Pierre-Simon et al?
what's generating the tic, where is it coming from?
Of course, I'm going to sound amateurish. But I will, because it's interesting to get to the bottom of it.
It turns out that the broker at a given time, there is a certain array of prices, whose distribution satisfies the Poisson distribution. At some non-random(as it belongs to the k-th order Erlang distribution) interval of time, the broker outputs a certain value - a tick for the clients from this array.
That's exactly what we get Skellam's distribution for returnees.
Right?
Of course, I'm going to sound amateurish. But I will, because it's interesting to get to the bottom of it.
It turns out that the broker at a given moment in time, there is a certain array of prices, whose distribution satisfies the Poisson distribution. At some non-random(as it belongs to the k-th order Erlang distribution) interval of time, the broker outputs a certain value - a tick for the clients from this array.
That's exactly what we get Skellam's distribution for returnees.
Right?
Look at the experiment with getting the 0th spread at Rannfx.
If everything is as I described above, it once again confirms the thesis that any attempt to make money directly on ticks - any strategy - is doomed to failure in advance.
In addition - it is practically meaningless to try to transform Skellam's distribution into any other one.
It is necessary to accept it as it is and, loving it and knowing everything about it, make money on high TFs and large sample volumes, working with OHLC.
As a matter of fact: ticks - to hell with it! etc.