Formalising common approaches to trading - page 12
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Avals:
да
Vita:
After singling out the volumes of limit and market orders in these volumes, we obtain MB+LB = MS+LS.
Slava, define what you're going to study and analyse. This equality is only true for last. I think you started with the forces in the market and the forces that are ready to cover the volumes in the market.
Naturally, in any past period, exactly as much has been sold as was bought, who would doubt that.
To make the topic constructive, the topic looks like a circle of radio amateurs, who were given radio components (resistors, capacitors, transistors...) during the first classes they were told "who does what". And instead of learning to read circuits and independently assemble radio devices and further to develop independently circuits, the novice radio amateurs got carried away and began to study p-n-p junctions at a molecular level, began to saw up capacitors ......
I meant that Vita correctly pointed out - it is not important who provides liquidity and how the orders are technically executed, or rather it is written about it on the first pages, however I would like to learn to formalize the approaches to trading, so I tried to make the discussion constructive - what or for what TS we may separate in terms of formalization of tasks for MTS development . Here's a little of what I'm talking about:
Here we go again.
Nothing of the sort . Slava is trying to start from the alphabet, first grade. It was not obvious to him that with all sincerity this number would not work. So he started.
But nobody wants that. The main motto here is not to rack my brains with p-n-p junctions but just show me where the money is buried.
...VWAP (VolumeWeighted AveragePrice)
The strategy aims to execute an order within a set period of time at a price better than the weighted average price for the set period.
The robot executes the main order within a specified time interval according to a schedule based on historical trading volume data. A VWAP strategy is designed to trade for the full time interval, so it must keep a portion of the order unexecuted until the end of the set period. By predetermining predicted trading volumes over the full set period, VWAP schedules order execution and is largely unresponsive to unexpected changes in current trading volume.
It works well where minimal market impact is required.
It is believed that if a trade is executed at a value below the VWAP value, it is successful because the value of the asset will increase in the future and it can be sold at a higher price.
VWAP, TWAP, PercentageofVolume - what is it? What do you mean by volumes? Tick or real?
The main motto here is don't mess with my head with p-n-p junctions, just show me where the money is buried.
Personally, this topic helped me structure some of my knowledge, plus I've added some new ones. For example, take the branch "The absurdity of stop loss" is absurd, flood hut, Paukas only sometimes pulls others by the mustache, but strokes himself on the beard :)
VWAP, TWAP, PercentageofVolume - what is it? What do you mean by volumes? Tick or real?
Well, you yourself pointed to Ichor's posts, and if I'm not mistaken, he also said that to learn to trade you need to understand the logic of big money - in this I agree with him by 100%, as well as with his statement that the tick volumes on TF H1 can be considered as real volumes, they correlate. I think you follow his posts, since you've mentioned it.
Here we go again.
Not at all. Slava is trying to start with the alphabet, from the first grade. It was not obvious to him that this trick, however sincere, would not work. So he started.
But nobody wants that. The main motto here is don't bother me with p-n-p junctions, just show me where the money's buried.
Here we go again.
Nothing like that . Slava is trying to start with the alphabet, from the first grade. It wasn't obvious to him that it wouldn't work here in all sincerity. So he started.
But nobody wants that. The main motto here is don't bother me with p-n-p junctions, just show me where the money's buried.
Not again, but again. Note that I, like many others did not interfere in a leisurely conversation until the final phrase: "you want to know why the price moves - look in the glass", and only after this phrase, I realized that "A, Boo and Vedi" is finished and the topic with such a boisterous name is actually exhausted, so why such a boisterous name for the topic? A simpler title would have been "Where do prices grow from, glass and all ....".I don't see what's wrong with it. A normal unpretentious and cautious title. The glass issue is only a small part of a topic with that title.
But it does not matter. All the same, the thread will be taken down and the top stater will be asked for a state.)
One more question, optional. Who would be the loser if all traders in the world simultaneously opened and after some time simultaneously closed with a 0 final trading result, and what would happen to the total amount of money in the end?
I don't see what's wrong with it. A normal unpretentious and cautious title. The glass issue is only a small part of a topic with that title.
But it does not matter. All the same, the thread will be taken down and the top starter will be asked for a state.)
So, the next step is to read instructions for market makers on foreign websites available in the public domain where it is specifically written how and when to move the spread and other subtleties.
ZS: but anyway I am against such a pretty name for a topic, the topic does not contain a description of approaches to trading, in principle, if the moderators will help delete my posts in the thread I will only be grateful
Slava, define what you were going to study and analyse. This equality is only true for last. I think you started with the forces in the cup and the forces ready to cover the volumes in the cup.
Naturally, for any previous period, exactly as much has been sold as bought, who would doubt it.
Michael, of course the task is to predict their future state.
But in the past too, the price has changed as a result of their interaction:
What is important of course is that these forces are interdependent on previous values. Simply speaking, market buyers who open positions after some time (or at some prices) will become market or liquidity sellers. Basically, these correlations are tracked on the history to predict with some accuracy the correlation of these forces in the future.