Can the SB chart be distinguished from the price chart? - page 10
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I can't tell you anything about the bribes, I only talk to normal people)
So a trader is a hustler in Old Slavonic.
in the modern interpretation, no.
As for the brokers, they have not succeeded in trading with other traders, but they have succeeded in getting rid of them.
i am all
You have to work with the right ticks. IMHO.
Of course there is logic, but it's not about ticks, you need to filter the data, but not ticks.... a tick is the fact of appearance of a new price and nothing more, what happened to this tick is only possible to know after some time, and this time is much larger than a delta between several ticks, i.e. the value of a tick is not the tick itself, but its value in the future, i.e. the problem comes to estimate "the price of this tick" in the future, and if so, how is a tick better than a bar?...sure, if you like to dream of a perfect tick, then you can do it without
here was the video postedhttps://www.mql5.com/ru/forum/221552/page525#comment_8564120
watch 2 minutes from 8:35
Yes, I also remembered how price series can differ from random walks - price series often have self-similarity at different TFs - why this is so, I have long been interested in it, but all the information on the net is reduced to fractality and methods of its estimation
SB is also inherently self-similar and fractal.
Fractional Brownian motion
EURUSD
https://en.wikipedia.org/wiki/Fractional_Brownian_motion#Long-range_dependence
Here is a random series with almost all properties of quotes, you can also use
It seems to me that implicitly Novaja is trying to figure out the answer to the following question:
Is it possible, after learning how to make money from artificial SB, to transfer the algorithm to price series and make real cash?
Well, what can be said... And why investigate artificial SB and not immediately the price series?
I can assume that once such an algorithm is found, the task of converting a price series to a classical SB, such as a Brownian motion, will come into full swing. Something I am doing (already - have done...) in my branch. And until such time there is no such a profitable algorithm - don't bother with such conversions. Have you guessed?
I hasten to reassure you - for example, the Automat has an algorithm for making a profit on SB.
SB is also inherently self-similar and fractal.
You're probably right, for some reason I have an association with white noise under the phrase SB
Well, what can I say... Why investigate artificial SB and not immediately the price series?
because you can't even make money on pseudo-random data... but if you can, it means you found a mathematical device that can work with big data.... with ACF you can predict theweierstrass-mandelbrot function mentioned by @Maxim Dmitrievsky????
The approach, imho, is correct - first you learn to work with the same data that you understand or generate, then you learn and try to apply it to a price series.
SZZY: Have you ever tried to hit flies with a hammer? Trying to pull everything you can think of on a price chart is like that - grab the hammer and go ahead...! )))
It seems to me that implicitly Novaja is trying to figure out the answer to the following question:
Is it possible, after learning how to make money from artificial SB, to transfer the algorithm to price series and make real cash?
Well, what can be said... And why investigate artificial SB and not immediately the price series?
I can assume that after finding such an algorithm, the task of converting a price series to classical SB, e.g. to Brownian motion, will come into full swing. Something I am doing (already - have done...) in my branch. And until such time there is no such a profitable algorithm - don't bother with such conversions. Have you guessed?
I hasten to reassure - Automat, for example, has an algorithm for making a profit on SB.
Just learn to interpret some of properties above and you can already earn something, at least not on automata, but having understood what self-similarity and memory are
that is why the analogy with SB is useful, rather than denying that the market is not SB