To follow up - page 11
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Martigue Bolls, Martigue Bolls?
Martin all the boy!
I didn't. I was talking about the verse, not the chorus. There's a different rhythm in the verse. And the chorus is the same in the original. Let's not touch my rework. And the content would be nice.)
It doesn't make sense. What could be more logical than formalising the trading context? It is the 'feature' that I formalise. The attributes of the cat flux themselves are sphere.tabun.
well, not necessarily a horse))) For example, we have a trading idea: the trend is more likely to continue for some time than to reverse. It is too general and has many specifications and implementations. Even the notion of a trend can be formalized in a dozen of ways. Then you start to refine each concept and you get a bunch of variants. Many of them are related to the use of time both implicitly (e.g. a trend is a movement of more than X points in Y hours) and explicitly - the trend will continue only after 5 PM GMT.
By choosing to use timeZ as the basis, it is of course possible to return to the time etc., as in the case of bar sampling that you have complained about. Not entirely convenient and when you have a hammer in your hand, everything seems like a nail (c).
In short, it's already specific and may well lead (and does lead) to results, but it's market research through ZZ - handy for identifying some of the patterns, which is a good thing. But I wouldn't deny the usefulness of time in all its manifestations and wouldn't discount it :) Although maybe that's just a topic for another thread.
I do not understand the question. We are not looking for discreteness, but first and foremost visibility. With this conversion of the original time sampling to a "pseudo-signal" sampling in front of us, we can now apply to this representation what was originally intended to be a filter. But this "filter" is now turned into an indicator in its own right, superimposed on the new graph.
Our ideal task is to make such a transformation from the very beginning so that nothing else has to be applied to it, i.e. the system is already seen as profitable from the very beginning.
Yeah. I see something like that in "correct" quantization of price and time in envelope-sheets B5(landscape)-B4(portrait)-... etc.
After all, we're not interested in a 15-point mouse fumble.
Or am I being obtuse with the context?
I do not understand the question. We are not looking for discreteness, but first and foremost visibility. With this conversion of the original time sampling to a "pseudo-signal" sampling in front of us, we can now apply to this representation what was originally intended to be a filter. But this "filter" is now turned into an indicator in its own right, superimposed on the new graph.
Well, it's just that there's a problem with visibility here without redesigning the terminal axis co-ordination. Because of the same initial binding to the time. And the aim is not to be visual, but to find a suitable discreteness for processing.
Our ideal task is to make such a transformation from the very beginning so that nothing else has to be applied to it, i.e. the system will be immediately seen as profitable.
Yes. Then I don't quite understand what I objected to in the paragraph before. OK.)))
About the subject of filtering. >> Not. About the purpose! Are we even filtering for what, to cut off what? >> Yeah. Initially, noise, false oscillations. False fluctuations by what criterion? Contextual!!! But for some reason, we usually do it by the temporal criterion. Isn't that weird?
in all filtering, something falls out. And this something may be important for one method of identifying context and be useless for another. It depends on the context. It all comes down to how to identify market processes more easily and unambiguously. Yes, they have their own internal time, but the usual astronomical time can be useful in many cases. The time of day, week, etc. is in itself a significant context for many patterns. And even more so the rate of movement, which is determined through time. The trading of market participants is tied to time and its duration in many ways. From the fact that the time to stay and hold a position for many is determined by a regular clock. And ending with the calendar of markets and individual instruments.
I am not against searching for and formalising context with the help of a ZZ. I am against the categorical denial of the use of time.
And what context will stand out and how...
That seems to me to be the problem. When you frame (or bar? :) ) the context, you really leave one part of the original information and discard the other. It is this choice that decides everything. Only ignorance of what is important and what is not creates an illusion of freedom in the approach to framing.
This context is a slippery one, as soon as it seems that I have penetrated and then a new clarification ruins everything :) . I guess it's time to ask a stupid question :) .
I am a fan of a certain trading system, MACD Sample with MATrendPeriod=26 for certainty. I ran it on history and detected the periods when it works and when it doesn't. Did I frame it in context or not?
I am not against searching for and formalising context with a ZZ. I am against categorically denying the sense of using time.
In general, I, too, am a supporter of preserving the possibility to work with time, that is why I haven't even tried to work with zigzags represented as bars. With tick volume it is more complicated, I have an impression, that from time to time DT simply change parameters of primary quotes filtration. Thus, all the science about their behaviour is flushed down the toilet.
in all filtering, something falls out. And this something may be important for one method of identifying context and be useless for another. It depends on the context. It all comes down to how to identify market processes more easily and unambiguously. Yes, they have their own internal time, but the usual astronomical time can be useful in many cases. The time of day, week, etc. is in itself a significant context for many patterns. And even more so the rate of movement, which is determined through time. The trading of market participants is tied to time and its duration in many ways. From the fact that the time to stay and hold a position for many is determined by a regular clock. And ending with the calendar of markets and individual instruments.
I am not against finding and formalising context with the help of a ZZ. I am against the categorical denial of the use of time.
I do not deny time! Especially "categorically". I'm just against its categorical one-upmanship. And I am also not a fan (from what have you drawn such a conclusion?) of formalization by means of a time zone. Maybe you were led to that thought by a top sabj post and my manic return to it with new versions?))) Well... just a follow-up to something I used to do. I don't know what else I'd like to do here.)))