You need an indicator that reflects the price in operating time. - page 4

 
Sorry, xnsnet, but I understand absolutely nothing. Obviously, you're very carefully coded. No offence, OK?
 
Mathemat:
Sorry, xnsnet, but I understand absolutely nothing. Obviously, you're very carefully coded. No offence, OK?

Yes, there is such a thing, but at least it's a summary :))))
 

Regarding cycles, for example, you have a range of ticks, about 100, which do not change their frames in price from 0.11 to 0.12 what do you need to get rid of such a problem. After all, you have essentially no new data other than the rate at which the quotes come in. The entry into the cycle was from the price 0.10 and the exit from the cycle when the price reaches 0.10 or 0.13. The price that defines the cycle tick is similar to the bar but when you move the cycles you can look through the content again and see, if there is a cycle from 0.10 to 0.20. This is the first processing level when you get rid of the shake of the target, as XEON has shown us.

How do you define a cycle? Three elements are enough, reaching 0. 12 returning 0.11, reaching 0.12 you already have a cycle, the continuation of which depends on repetition, which can go on for a long time. You then use this formed bar in defining or continuing the highest ranked cycle.

P.S.: I tried to explain as clearly as possible :) Simple, and most importantly understandable and effective:) But, it doesn't concern noises, however, thanks to this we can filter them:) At least, you will see another chart, on the basis of which you can think further, but in terms of the terminal it is almost a pure pain:) With every tick you have to go back to your history and make sure that it is either a continuation of the cycle or a new chain in the history, such as a noise.

 
xnsnet:

...graph on the basis of which you can think further, but in terminal conditions it is practically a pure pain in the ass:)


If you look at the quality of the tick as seen in the terminal this is not bad. Therefore defining a cyclic tick is NOT similar to a bar, even provided. I think it should be rejected here in order to equally enter the downward cycle.

P.S.: Also tried to explain as much as possible:)

 
xnsnet:

How do you define a cycle? Three elements are enough, reaching 0. 12 returning 0.11, reaching 0.12 you already have a cycle whose continuation depends on repetition, which can go on for a long time. You then use this formed bar in defining or continuing the highest ranked cycle.


Here you are only talking about the amplitude of the cycle. And there is also the concept of frequency and phase for the cycle. What is your approach to defining these two quantities + if you don't mind, what is meant by cycle rank. (I'm just going by the notion that any cycle has Amplitude, Frequency, Phase). Do you rank them somehow. Most likely, if I understand correctly, you get some kind of rank statistics. How do you determine the rank and what do you mean by that?
 
Neutron:

If you look at the quality of the tick as seen in the terminal this is not bad. Therefore the defining cyclic tick is NOT similar to a bar, even provided. I think it should be rejected here for an equal receipt of cycle reduction.

Again I'm afraid to ask, but sorry, I'm just curious about some concepts, please make them as understandable as possible. Tick quality ? Cycle tick ?
 
Prival:
Cyclic tic ?


Oh!!! Prival, I'm under the table with laughter. It was a joke :-)

Sorry, couldn't get over the writing style of the esteemed xnsnet .

No! But, "Cyclic Tick" - I'm in a good mood again!

 

I will say this, it's easier for me to implement than to describe, in a game with words the main thing is not to overdo it and not to make someone laugh:)

Imagine the situation, you process a stream of ticks, but what can you process, the price of the tick its position in time or the fundamentals that you model yourself?

How can you make the program understand and use at least a daily tick history - it contains for example 100 000 ticks, moreover, you need to process 30 such histories at a time, before the arrival of new quotes - it is not for me to evaluate the simplicity or complexity of the task, I will solve it - just solve the problem for yourself and see if you find answers to your questions:) And you will laugh, at least smile for sure:). All you have to do is go that way, which will not change the essence and will add simplicity:)

 
xnsnet писал (а): Yes, there is such a thing, but at least it is summary information :)))).
It was the custom at the French Academy of Sciences centuries ago to deposit secret sealed envelopes containing their works in a safe - in case there was any question about the priority of the discovery or evidence.
 
xnsnet:

I will say this, I find it easier to implement than to describe, in a game with words the main thing is not to overdo it and not to make someone laugh:)

Imagine the situation, you are processing a stream of ticks, but what can you process, the price of the tick its position in time or the fundamentals that you yourself are modelling?

How can you make a program understand and use at least a daily tick history and in it for example 100 thousand ticks, you need to process 30 such histories at a time, before new kotorings come, it is not for me to evaluate the simplicity or complexity of the task, I will solve it, set such a task for yourself and maybe you will find answers to your questions:) And you will laugh, at least smile for sure:). All you have to do is go that way, which will not change the essence and will add simplicity:)


What does 100 thousand ticks have to do with it? If you mean what I want, 100 ticks would be enough for me, but the time interval between them should not be 1 min. For that I'm thinking now how to collect information from different data providers (and your idea of server time and tick time may come in handy). And about your funnels I looked at what you wrote here in various threads. Earlier you made it clearer. For funnel recognition I would recommend reading the theory of pattern recognition to determine whether the funnel is going up or down.
Reason: