From theory to practice - page 857

 
Evgeniy Chumakov:


But the point is that the difference can appear as soon as the order is opened on the real.

exactly so

The problem is that the difference may appear as soon as an order is opened on the real account...

By the way Senseishen, I made a self optimizing indicator by the profit factor and got an optimal period of calculation on H1 - 24 hours, which is a day!

 
Evgeniy Chumakov:


That's the whole point, the difference can appear as soon as an order is opened on the real.

Ha! Then why and who needs all these tester galleys, on some fake data?!

I'm telling you - you have to go straight to the real!

But, personally, I'm still going to use the demo for a couple of months.

 
Renat Akhtyamov:

By the way sessation, made a self-optimising turkey, got an optimum calculation period of 24 hours !!!

I believe it. However, how many trades on 1 pair will take place in a week? 1-2? Boring - I've been through this.

 
Alexander_K:

I believe so. However, how many trades on 1 pair will take place in a week? 1-2? Boring - I've been there.

I'm counting the minutes now, let's compare them.

The number of deals for the week is higher, as you can see on the screenshot with the naked eye (sells in red, bikes in blue, dates below).

 
Alexander_K:

I'm telling you - you have to go straight to the real thing!

But, personally, I'm still going to use the demo account for a couple of months.

Trade on a real account with a minimum lot of 0.01, it's much closer to reality than a demo account with real-time quotes.

 
Alexander_K:

However, he, being under anesthesia from eating root vegetables, forgets that in this case the distribution of increments will have a "false" peak at zero due to pseudo-quotes and all the power of statistical research flies to hell.

He does not forget. It is some A_K who reads inattentively, for his eyes are obscured by thirst for profit)https://www.mql5.com/ru/forum/221552/page830#comment_9810626

p.s. nobody forbids you to drop this false zero peak from consideration, just not to use it in calculations, as if it does not exist at all.

It's like a kindergarten with these physicists, they can't figure out the simplest thing)

От теории к практике
От теории к практике
  • 2018.12.07
  • www.mql5.com
Добрый вечер, уважаемые трейдеры! Решил было на какое-то время покинуть форум, и сразу как-то скучно стало:)))) А просто читать, увы - неинтересно...
 
secret:

He does not forget. It is some A_K who reads inattentively, because his eyes are obscured by lust for profit)https://www.mql5.com/ru/forum/221552/page830#comment_9810626

p.s. nobody forbids you to drop this false zero peak from consideration, just not to use it in calculations, as if it does not exist at all.

Just a kindergarten with these physicists, they cannot understand the simplest thing)

Uh-huh.

1. Don't be offended, dear Bas, on my jokes - you should get used to them all this time. You're just an interesting type. Obviously an agronomist, but clever. Yeah, okay.

2. Yes, yes, sometimes you say the right things, but I gallop through everything and only then it comes to me like a giraffe :))

3. My aim for next week is not to calculate the RMS distribution of increments when data is received every N seconds, but to calculate the average value of real ticks received in sliding time window. This will cut out those false zeros just for variance calculation.

4. But how to reject these zeros when calculating asymmetry and kurtosis, as well as the same coefficient of correlation of increments - I can't think of....

Anyway, let's look at next week's results and evaluate...

 
Alexander_K:

Uh-huh.

1. Don't be offended, dear Bass, by my jokes - you should be used to them after all this time. It's just that you're an interesting type. Obviously an agronomist, but smart. Yeah, okay.

2. Yes, yes, sometimes you say the right things, only I gallop through everything and only then it comes to me like a giraffe :))

3. My aim for next week is not to calculate the RMS distribution of increments when data is received every N seconds, but to calculate the average value of real ticks received in sliding time window. This will cut out those false zeros just for variance calculation.

4. But how to reject these zeros when calculating asymmetry and kurtosis, as well as the same coefficient of correlation of increments - I can't think of....

Anyway, let's look at next week'sresults and evaluate...

in general, on M1 a loss with a maximum profit factor of 0.5

it is obvious that the ticks are generally a bit of a bitch

 
Renat Akhtyamov:

obviously the tics are a little bit creepy.

It's not creepy at all. You just need to be able to accept and process them, forming the right structures.

I know people on LS who have demonstrated amazing distributions of increments based on tics. Only how they do it - I don't understand, alas... But, since I know for sure that this is possible, and that there is a Grail in the market, I persevere. Otherwise, I would have given up long ago.

 
Alexander_K:


I know from LS people who have shown amazing incremental distributions based on tics. Only how they do it - I don't understand, alas...


Are there any pictures? Is there any way to look at them?

Reason: