Ticks Before The News - page 13
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2007 Apr 16 11:30:00 GBP PPI Output core
Big Fish== people with big money (Like Hedge Funds). Some of Hedge Funds are so big they can move the forex market themself during holiday when regular companies and contries not trading.
Here is a back testing of volumes breakout using 1m eur data since 6/04
Here is a back testing of volumes breakout using 1m eur data since 6/04
What volume indicator are you using?
What volume indicator are you using?
Standard volume indicator that comes with the MetaTrader
Standard volume indicator that comes with the MetaTrader
How are you determining which direction you will enter?
I have long believed that patterns(price or other) before the news may possibly determine the direction the price will move with news.
Poisson volume indicator.
gbp_boe meeting minutes_2007_apr 18_08_30_2_gmt0.gif
Poisson distribution.
Poisson volume indicator.
Poisson Order Arrivals.
~~~~~~~~~~~~~~
A commonly used model for random, mutually independent
order arrivals is the Poisson process.
1.)The probability that one order arrival occurs between t and t+delta t is:
(lambda)*t + o(t),
where (lambda) is a constant, independent of the time t, and independent of order arrivals in earlier intervals.
(lambda) is called the order arrival rate.
2.)The number of order arrivals in non-overlapping intervals are statistically independent.
3.)The probability of two or more order arrivals happening during t is negligible compared to the probability of zero or one arrival, i.e., it is of the order o( t).
The (lambda) order arrival rate is expressed in the average number of
order arrivals during a unit of time.
The probability Pn of n order arrivals in a time interval T becomes:
Pn = {{[(lambda)*T]^n}/n!}* exp[-(lambda)*T]
Big Fish== people with big money (Like Hedge Funds). Some of Hedge Funds are so big they can move the forex market themself during holiday when regular companies and contries not trading.
Sorry Jimmyking, just checked out this post
Thanks for the explanation. It seems that, to know the Big Fish we must follow the news carefully. By the way, is there some way to know that sign by using any indicator? Is it by volume like in the one in your previous post?
Thanks.
Cheers,
Poisson Order Arrivals.
~~~~~~~~~~~~~~
A commonly used model for random, mutually independent
order arrivals is the Poisson process.
1.)The probability that one order arrival occurs between t and t+delta t is:
(lambda)*t + o(t),
where (lambda) is a constant, independent of the time t, and independent of order arrivals in earlier intervals.
(lambda) is called the order arrival rate.
2.)The number of order arrivals in non-overlapping intervals are statistically independent.
3.)The probability of two or more order arrivals happening during t is negligible compared to the probability of zero or one arrival, i.e., it is of the order o( t).
The (lambda) order arrival rate is expressed in the average number of
order arrivals during a unit of time.
The probability Pn of n order arrivals in a time interval T becomes:
Pn = {{[(lambda)*T]^n}/n!}* exp[-(lambda)*T]Wow ... this is hard to understand
It's been so long I didn't touch mathematical thing 
Thanks for the poisson indicator barnix. By the way, how do you use this indicator in simpler way? Thanks ...
Cheers,