Trying to distinguish between real currency mark-up and illusory currency mark-up and recognising the simultaneity of the pairs' moves. - page 3

 
ULAD:

Let's deal with ticks.

A tick, as far as I understand it, is the fact of a price change nothing more.

A price change can happen even without any trades being made,

for example, if no one wants to sell an instrument at the current price, a higher price is set, etc.

Ticks provide information about the price change, the number of price changes, but not the volumes. Full stop.

Like it or not, that's the way it is.

P.s.

If by volume we mean the number of ticks? Why volume? Is there a barrel?

I can imagine. He takes a handful of ticks from the barrel or adds to it.


I told you that the tick volume is not the real volume. If the bid hasn't changed the ask may change, for this you should use (ask+bid)/2 and also for the correct pair reversal for analysis - for index analysis of any pair, you should first change all pairs of this index to the common USD/CHF, USD/sec, GBP/USD (you may change it to USD/GBP) ......

Of course, this handful will not provide more information than it already has, but how can you do this in a quiet market, if the price hasn't changed?in case of a sharp price movement for example EUR/USD the tick flow spike will naturally increase for a low liquidity pair, say Eur/DKK or USD/DKK or both.

 
sayfuji:
I agree a hundred percent about the bearded bicycle with square wheels. As for the number of posts, really a little strained. Just until the idea develops into an idea, it is difficult to perceive. As for the presence of specific traders on the market, there are SOT for that. No offence, but it reminds me: I think the tank is buried here, on this field, but nobody knows where and how deep it is.


It's already buried...... and created a branch because it is in search of.... If you are not interested, you can just not read.... no offense.

I'm thinking of starting a thought-provoking discussion on some of the forums - it might be a bit slow here

 
avatara:

You can analyse it yourself.


Unfortunately, I have not been able to run it on my own
 
About ticks and pips...... I think that ticks are not needed for pips....
Just imagine a balloon with many molecules inside it. Some molecules fly forward and hit the walls of the ball. And if pressure of these impacts is more to the right - ball moves to the right, if to the left - to the left.... It is clear that at first sight such small movements are quite hoaty.... So, if we analyze the moments of such molecules (impacts on walls) and their duration, it is possible to make conclusions about the character of ball movement(continuation or stoppageof movement ).
 
trol222:
About ticks and pips...... I think that ticks are not needed for pips....
Just imagine a balloon with many molecules inside it. Some molecules might fly forward and hit the walls of the balloon. And if

A long time ago I created a "grail", NS worked with ticks and gave out mountains of profits in the tester, but drained when trading.... It turned out that NS simply "mastered" the algorithm of ticks generation by the tester and mercilessly abused it. So I thought, collected "non-tester" ticks and started to teach the net using them.

The ticks we see in MTs and in Forex have nothing in common with deals, real volumes, bids, it's just an indicator of some automatic quoting machine with its filters and complicated complicated logic and nothing more.

Perhaps if you trade on a real exchange, the picture will be slightly different. Few years ago I saw a good robot either on RTS or MICEX that worked with ticks according to the number of deals 10-20 per minute, but yes, the ticks are real, the volumes are real, the orders are visible, etc.

 
Figar0:

Long time ago I created a "grail", NS worked with ticks and gave a mountain of profit in the tester, but it was losing profit when trading.... It turned out that NS simply "mastered" the algorithm of ticks generation by the tester and mercilessly abused it. So I thought, collected "non-tester" ticks and started to teach the net using them.

The ticks we see in MTs and in Forex have nothing in common with deals, real volumes, bids, they are just an indicator of some automatic quoting machine with its filters and complicated complicated logic and nothing more.

Perhaps if you trade on a real exchange, the picture will be slightly different. Several years ago I saw a good robot either on the RTS or MMVB that worked with ticks according to the number of deals 10-20 per minute, but yes the ticks are real, the volumes are real, the orders are visible, etc.


1 - Of course, you need to filter the ticks yourself in order to analyze price changes, not changes in your brokerage company's filters

2 - Why didn't you read the message ...... what about 10-20 trades per minute.... I wrote the nature of the change in the total accumulation of such small impulses...

 
trol222:

2- Why didn't you read the post again about pipsing...... what do 10-20 trades a minute have to do with it.... I wrote the nature of the change in the total accumulation of such small impulses...

I'm not talking about pips, I'm talking about the informativeness of the tick flow. Is it there or not, if not - why not, if it is there - where is it, etc.
 
trol222:


I've written that the tick volume is not a real volume. If the bid did not change, the ask may change and you should use (ask+bid)/2 to correctly switch the pair for analysis - for index analysis of any pair, you should first switch all pairs of this index to the general USD/CHF, USD/sec, GBP/USD (you should replace it by USD/GBP) ......

Of course, this handful will not provide more information than it already has, but how can you do this in a quiet market, if the price has not changed? it will not give new signal impulses, but will be rejected........ and read again ......in case of a sharp price movement e.g. EUR/USD tick flow spike naturally increases for low liquidity currency pairs, e.g. Eur/DKK or USD/DKK or both.

Arbitrage can be eliminated without the tick "volume" by changing the price without frequent changes.

For example, this can be a filter of a brokerage company.

Elementary all this can be seen with opening of the tick charts of different brokerage companies. (And if the spread is small you can even earn on it), but not much and with a big risk. 27 points on the 4-character was mah that was taken with my own example.


 
ULAD:

Arbitrage can be eliminated without tick volume by changing the price without frequent price changes.

This can be for example a brokerage company filter.

Elementary all this can be seen by opening tick-charts of different brokerage companies. (And if the spread is small you can even earn on it), but not much and with a big risk. 27 points on 4-mark was maximal what was taken on my example.


different brokerage companies use their own filters, so you should use the same brokerage companies for analysis.
in case of sharp price movements e.g. EUR/DKK or USD/DKK or both of them (or there will be a jump in amplitude) and the movement amplitude and tick number are different at that moment.
 
trol222:
For this reason it is recommended to use one DT quote for analysis.
in case of a sharp price movement e.g. EUR/USD tick flow alteration will naturally increase for a low liquidity pair, say Eur/DKK or USD/DKK or both of them (or their probability of a spike in amplitude).


For my analysis I need more reliable sources of information which are price, fundamental data... and rumour.

Yes, yes and rumour has it.

Maybe a tick "volume" can be used in some cases, but personally I think this is a very dubious idea.

Reason: