Searching for market patterns - page 16

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What is so tasty about these ticks?
You have different filters every day, delayed execution, spikes, off-market quotes and so on... No, they do what they want... Let them pick a dealer's pocket and you don't have to worry about it.
 
gentlemen... If you're going to work "from now to now", you won't recognize the market, and you won't make any profit. At any given moment, you need to explain the situation in ANY TF. And when placing an order in the selected TF, you should clearly understand what the situation is in ALL OTHER FTAs.
 
moskitman:
What is so tasty about these ticks?
You have different filters every day, delayed execution, spikes, off-market quotes and so on... No, they do what they want... Let them pick a dealer's pocket and you don't have to worry about it.

Where did you get that from? You don't have to use pips and use minutes. Bars are just a compression of tick data (not the best one), while timeframe is a compression parameter :)
 
moskitman:
What is so tasty about these ticks?
You have different filters every day, delayed execution, spikes, off-market quotes and so on... No, they do what they want... Let them pick a dealer's pocket and you don't have to worry about it.
You're the one who's talking about it. ..... you're talking about it .... Pipsing has nothing to do with it.
 
Avals:


What do you see on the clock that you can't see on the minutes? :)


...a thick, thick layer of chocolate.
Actually, the argument got heated when I called the tics noise.
 
moskitman:

...a thicker, thicker layer of chocolate.

not all brown chocolate ;)
 
joo:

Noise is the absence of a pattern.

Mathemat and his namesake have clearly shown that the patterns decrease as you go down in the TF from H1 to above H1.

Empirically, as I did, and you can see it if you try to teach the neural net to do something useful, say, on M1.

If you intend to keep ranting about "no noise", would you be so kind as to tell me how to be convinced of "no noise"?

This mantra is annoying.

Thank you for remembering. I have checked the 5 minutes, the hours and the days. The maximum mutual information between lags is on the hours; less on the days and 5 minutes. But I haven't closed my thread yet either. Although, I checked for myself that when randomly mixing a sign of increments while keeping the initial volatility, the mutual information obtained does not statistically differ from the initial series. That is, the dependencies attributable to the signs are not significant, in other words, the volatility of 99.9% provides the non-random dependencies found. But I counted the mutual information from system to system, and you can also count for each element of the alphabet.
 
alexeymosc:
Thank you for remembering. I have checked the 5 minutes, the hours and the days. Maximum mutual information between the lags on the watches, the days and the 5 minutes is less. But I haven't closed my thread yet either. Although, I checked for myself that when randomly mixing a sign of increments while keeping the initial volatility, the mutual information obtained does not statistically differ from the initial series. That is, the dependencies attributable to the signs are not significant, in other words, the volatility of 99.9% provides the non-random dependencies found. But I counted mutual information from system to system, and you can also count for each element of the alphabet.
so where has it been proven "by Mathemat and his namesake that the patterns decrease as you go down through the TF starting at H1 and rising above H1"? :)
haven't come across...
 
Maybe we should investigate increments in group movement? But each day will probably be different, I think there will be some pairs that set the tone and some that lag behind...
 
143alex:
Maybe we should investigate increments in group movement? But each day is probably different, I think there are going to be some trendsetting pairs and some laggards...
I agree. that's why there will be a lot of oscillator lines
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