Are "momentum" strategies possible? That is, catching a continuation of a strong move ... - page 8

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Veniamin Skrepkov:
Give a definition for the concept of "momentum" ? , X-8 ??? , there are impulses in the market such as shakeout (shaking or shaking out of the market) ? accumulation models entering the range or holding the range the "idea" in these movements is different , clearly the robot does not care , i.e. 2 parameters N and X are not enough.

I think you're right,

What are you suggesting?

 
Veniamin Skrepkov:
Give a definition for "impulse" , X-8 ? , X-8 ??? , there are impulses in the market such as shakeout (shaking or shaking out of the market) ? accumulation models entering the range or holding the range the "idea" in these movements is different , clearly the robot does not care , i.e. 2 parameters N and X are not enough
great start - take it further ;)
 
forexman77:
As a rule, the spread widens considerably when there is a strong velocity movement. Market makers, DCs make money on this, but they have the advantage of opening with a low spread.
The spread can be limited by the code. That is, an EA will only place an order if the spread does not exceed the set one.
 
The spread is, in fact, absolute bullshit. If it would work, you could find a company with a constant spread. If you try hard enough, you can find one without a spread, but with a 2-point commission on EURUSD and USDJPY. Other currencies are 3 pips or more.
 

stay on topic, comrades )

I have a modification of thought :

you can watch "momentum" WITHOUT reference to time -

in the original version, it was looking at the price movement over N minutes ,

or:

take the current point P1 - if there is a point P2 in the past, such that the price in the past is lower by X and at the same time the whole interval between P2 and P1 is lower than the price in the current P1 - then we open in buy

similarly with sell

-

not coded.

Maybe someone has looked at this kind of thing ?

 
Impulse strategies are possible and they work. But do you really think anyone will share a working implementation?
 
Alexey Oreshkin:
Impulse strategies are possible and they work. But do you really think anyone will share a working implementation?
Always have been and always will be. Either an altruist (someone who has already learned a lot about the subject) or someone who is very passionate about the subject will be found. That's what the concept of a forum is all about.
 
Karputov Vladimir:
It always has been and always will be. There will either be an altruist (someone who has already learned a lot about the subject) or someone who is very passionate about the subject. This is what the concept of a forum is all about.
And there is such a passionate person - the founder of the animalistic"Market Theory". )) The only thing that remains is to fascinate him about this subject
 
Highs and lows are broken by momentum Fractals are also broken by momentum and that's where they should be caught. (correct if I'm wrong)
 
Danila:
Highs and lows are broken by momentum Fractals are also broken by momentum and that's where they should be caught. (correct me if I'm wrong)
Yes, it is true, but this impulse may be followed by the opposite movement. The question is how to distinguish a false-break from a true one? We need additional parameters.
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