We need an indicator which collects real ticks and displays price evaluation. (let it be an average value of the price for 5 ticks with the accuracy of 8 digits). And it displays this estimation as a point on the screen with the confidence interval
The idea of applying the apparatus of random flow theory to describe various processes occurring in nature appeared long ago. The most fundamental work in this field may be considered the work by Bolshakov I.A. Statistical Problems of Signal Flow
The purpose of this grid is to replace the standard grid with more convenient, it allows to determine many important points on the chart, the properties of the price movement and checkinh the quotes quality (for the presence of holes).
