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Have you tried usingCopyTicks to count ticks? It seems like you can set the number of ticks from the date set in milliseconds.
No, I did it in a foursome.
No go ... Even a minute for a minimum value is a lot for catching impulses. Only ticks. We know, we've been there. I measured the difference of ticks by time and the difference of neighboring ticks by price. Plus I take into account the direction of price increase - positive - up, negative - down. I was comparing about 5 - 10 last ticks. As soon as their arrival rate increases (we compare the arrival rate of the beginning of a measured interval and the current rate, and the increase of the difference in prices of three to four neighboring ticks in one direction), we can consider that an impulse has begun. Especially, if it has exceeded a certain threshold, some average MA built on 20 - 30 ticks ...
So Speed in this case is the time distance between neighbouring ticks:
If you agree, then I will place it on the first page, in the first post.
Refined drawing:
Refined drawing:
There the increment can be split to one side and the other side. The change in price compared to the previous one. If it's in the right direction, it's positive. If it is not positive, it is negative. Impulse - if it is in the same direction and up to some value... From this value, namely its achievement it is possible to judge about the strength of impulse. There are already variations there.... such as the number of ticks per time unit and the magnitude of the co-directional change... it is kind of a basis with subsequent interpretations and modifications...
All these tricks are not suitable for financial markets. You are trying to treat information about a financial instrument as a continuous physical process. And that is not true. More like quantum mechanics, Schrödinger's cat or Heisenberg's uncertainty principle.
Refined drawing:
This necessarily requires another value - the price increment. If it is not there, there is no momentum. I mentioned that. The direction of the increment (positive, negative) tells us where. At the same time, a threshold is mandatory.