Quote from: Queeq on December 12, 2013, 11:31:56 AM

Here's the 6-hour tick size analysis for the last 6 months. Beware, that color coding is different now from the one of previous plots as I ran the script only against 6-hour resolution, so minimum and maximum is taken only from this calculation.

Thank you so much for such a prompt service! :-) That's a rather surprising result to me.

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Regarding described approach, it would require to add some more logic. If I understand correctly, that would be making the script to divide given period into several parts, compute profits for each part individually and then combine the results back. Frankly, I don't understand how would we benefit in this case: it would show the same result as if we just calculate the whole period at once.

Not sure if we are talking about the same thing. I was thinking of combining the heat maps that you already calculated in order to obtain a heat map that tells us which parameters work best independent of time period (1d, 6h, 1h).

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What's for normalization, it's possible to see the particular profit in percentage of initial sum for any given case.

Actually we don't need normalization if all results are calculated over the same duration of time.