From theory to practice - page 853

 
Evgeniy Chumakov:


So do the math, it's interesting. It takes five minutes.


Well, if all the gradients in the sample are equal, then kurtosis = 1. Right?

No, it's not.

If all gradients, roughly speaking = 1, like series 1,2,3, then kurtosis = 0.

 
Alexander_K:


If all gradients, roughly speaking = 1, like series 1,2,3, then kurtosis = 0.


If the series has gradients like +1,-1, 0 = kurtosis I got 1 (which is the 4th moment)

 
Evgeniy Chumakov:
You said you have musician friends with a creative mind. Me too ))

:))) That's funny. Ha! Well, then, you definitely have a chance of success in forex.

However, let's get to the point, Eugene. Enough theory - start a demo account, post here screenshots of deals, even of failed ones, + indicators of dispersion, asymmetry, the kurtosis of the distribution of increments at the moment of entering in deals. Let's analyze situations.

I am not interested in tester data - only in real time.

 
Evgeniy Chumakov:


If the series has +1, -1, 0 = kurtosis I got 1 (which is the 4th moment)

So - yes, it would be = 1.

 
Alexander_K:

I am not interested in tester data - only real time.


What's the difference if you work on minutes? Just that the spread is ....

 
Evgeniy Chumakov:


What's the difference if you work on minutes? Just that the spread is ....

Aaaaaa.... On the minutes.... Nah, I walked away from that - didn't find anything. Some crucial information is lost, can't say which, but something is lost forever - that's a fact.

 
Alexander_K:

Aaaaaa.... On the minutes.... Nah, I walked away from that - didn't find anything. Some crucial information is lost, can't say which, but something is lost forever - that's a fact.

Nothing is lost if the analysis is carried out on minutes, and the analysis of entry-exit into deals on ticks. I.e., it does not matter what ticks were half an hour ago. Why do we need it?

 
Yuriy Asaulenko:

Nothing is lost if the analysis is on minutes and the analysis of entry/exit to the trade is on ticks. I.e. it makes no difference what the ticks were half an hour ago. Why do we need it?

Well, if only so...

I'm saying that Evgeny obviously works only with OPEN/CLOSE on minutes, i.e. he repeats my mistakes. In this case I always got stupid 0% profit, and I haven't managed to overcome this trend. It is much better on ticks.

 
Alexander_K:

Well, if only so...

What I'm saying is that Evgeniy apparently works only with OPEN/CLOSE on minutes, i.e. he repeats my mistakes. In this case I always got stupid 0% profit, and I haven't managed to overcome this trend. The results are much better on ticks.

It's not about ticks, open/close is utopia. You're right about that.

All the profit is in HIGH/LOW.HIGH/LOW can be analyzed only on tick s.Of course one can thin it out a bit, but carefully, so as not to lose the essence.

 
Sergey Chalyshev:

It's not about ticks, open/close is utopia. You're right about that.

All the profit lies in HIGH/LOW. AndHIGH/LOW can only be analyzed on ticks.Of course one may thin it a bit, but carefully, so as not to lose the essence.

I totally agree.

Reason: