Hearst index - page 31

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alsu:
How about "time between ticks depending on the volume of the bar already achieved"? You would clarify the essence of the question right away.

Counter to the number of ticks, depending on the volume of the previous bar...

;)

As we can see, after a strong spurt, the tick activity "dissipates" gradually.

 
alsu:
Well, it's just approximation counting on the fact, that the price went from low to low, then to high and returned to low... But the whole point is lost, if you approximate the movement inside the bar by three segments...

Well, everything is not so bad: on М1 - М15 the formula allows to estimate the tick volume regardless of what a DT gives, on higher TF it is better to estimate how many times the bar has changed its colour during its formation - quite clearly there is a pattern in the number of bar colour changes, I have an indicator somewhere, need to look for it

If the question is about the density of ticks - tick/sec (tick/min), then only by experiment, I saw myself how tick volumes for 2010 were "drawn on history" - I was just fond of ticks

 
alsu:

By the way, the picture reminds me of the catastrophe theory, when you reach 200-300 pips there is a strong pullback
 
avatara:

Countered by the number of ticks, depending on the volume of the previous bar...

;)

As we can see, the tick activity "dissipates" gradually after a strong spurt.

It is not always gradual and does not always dissipate immediately. It's more a kind of Poisson flow after passing through the LPF.
 
Rorschach:


Unfortunately, there isn't one((.

And you can. 

int sz = MathAbs(High[j]-Low[j])/Point;
take a look?

Everything, predictably, rose only slightly above the abscissa axis.


 
Does anyone have a story from dookie or anywhere else that isn't MT, do the same math, please? Really interested.
 
alsu:

Everything, predictably, rose only slightly above the abscissa axis.



Weird, thought it would be at most around 300pp, something like a long shadow candlestick.

 
Rorschach:

Strange, I thought it would max out at around 300pp, something like long shadow candlesticks.
The trick is that candlesticks do get cut off by volume - the DC just doesn't give ticks if a candlestick exceeds a certain range and at the same time the volume is at 150 or so.
 
I looked at the charts, such volumes are very rare, only 4 times this year there were more than 150 ticks. And they appear right after abnormally long candles of 400pp. We should also look at the Esn accounts, they do not filter long shadows there.
 
Rorschach:
I looked at the charts, such volumes are very rare, only 4 times this year there were more than 150 ticks. And they appear immediately after abnormally long candles of 400pp. Maybe the central banks are starting to interfere?
Apparently it depends on the brokerage house. I have 819 cases in the above period (7 months).
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