Insider dealing schemes. or how to discreetly funnel a lot of dough (and how to detect this hidden infiltration) - page 5

 
Trololo:
I wanted to use a percentage backsplit grid, like renko or kagi, but renko's have to be hinged on top of each other and that's not quite right. If the price passes 10 points up and then 10 points down, the gridlines will be drawn. If the price passes 10 points up and keeps going up without a 10-point retracement, the gridlines will not be drawn until the reverse direction reaches 10 points. This is about the return move in pips, I haven't reached the end there, it's more complicated.

The point grid can get away from time, while the percentage grid has no time and the stroke size has to be somehow matched to the time.

What will be the result of these manipulations?
 

I wrote about ticks, apparently I wrote it wrong.

Let's assume there is a signal - tick data, density of ticks is different at different times. and when we analyse tick arrival density, we get both noise and signal that are mixed, but if you first filter ticks or select certain ticks on the common pile after certain considerations, and analyse density of these selected/filtered ticks, then we try to separate signal from noise, and probably get that the change occurs later than in the density of filtered ticks

 
Trololo:



And don't you get scared of missed bars in the history, protection against which you have to write a separate code, I think it's easier with a grid.

I wanted to spin a grid of percentage backslope, such as renko or kagi, but renko will have to be hinged on top of each other and this is not quite right. If the price passes 10 points up and then 10 points down, the gridlines will be drawn. If the price passes 10 points up and then goes up without a 10-point retracement, the gridlines will not be drawn until the reverse direction reaches 10 points. This refers to the backward movement in pips, I have not considered the percentage one yet, it is a bit more complicated.

The pips grid allows you to avoid time, while the percentage grid needs time and the move size should be aligned with the time.


Of course, you can't do without them, it would just be interesting to look at the overall design, it would be informative for me in different experiments, but it is possible to get the result right away, but visually it's easier to search with a grid.
 
Svinotavr:

No, I packed my bags. It's not about the ticks. And if you need anything erased, I'm always happy to do it, so write if you need it.



What is it? ?

If you say you haven't studied it, how can you easily say it's not about tics?

Anyway...

 
Trololo:

I wrote about ticks, apparently I wrote it wrong.

let's assume there is a signal - tick data, density of ticks is different at different times. and when we analyze tick arrival density we get both noise and signal that are mixed, but if you first pre-filter ticks or select certain ticks on the general pile, and analyze the density of these selected/filtered ticks, then we will try to separate the signal from noise, and probably get that the change occurs later by the general density (signal + noise) than by density of filtered ticks


I was going to ask what is noise and what is signal... but probably shouldn't....

I doubt there's anything to it all.

Equivolume graph

Range

Range with accumulation (if bars are in 1 direction, it counts as the same bar)

Tick (instead of volume it is the inverse of time between ticks)

It makes money on some bars and loses money on others. There is no clear advantage over the regular one.

 

I'll tell you more about the ticks. DC has several suppliers of ticks. These rows are filtered, time-matched and I don't know what else they do. Besides, on different servers in one and the same brokerage company may have different filter settings. If you want to play with ticks you need futures, not this.

Also, note that the spread is 20 points, so you have to catch at least 100 points and keep the SL/TP ratio within acceptable limits.

And this is the probability distribution for H-L minutes of the eur. 1=0.0001. It means the maximal probability (846 times) that H-L will be equal to 0.0003, at 0.0002 spread. Minutes are enough for your eyes, you do not need ticks.


 

Rorschach:

Equiobjemme schedule

Range

Range with accumulation (if bars are in 1 direction, it counts as the same bar)

Tick (instead of volume, it is the inverse of time between ticks)

Strong, Timur. The bars can also be drawn according to other criteria. For example, based on signals of crossovers. What a fun!
 
Rorschach:


I wanted to ask what is noise and what is signal... but maybe I shouldn't....

I doubt there's anything to it all.

1-Equiibile schedule

2-Range

3-Range with accumulation (if bars are in 1 direction, it counts as the same bar)

4-Ticky (instead of volume, it is the inverse of time between ticks)

It makes money on some bars, and loses money on others. There is no clear advantage over conventional one.


1- in these I can only see the prospect of research in one direction for me so far (more on that later)

2 - a little different.

3 - better than a simple rang, but it has some subtleties.

4- I understand what it is, but I've written about the total tick density and after filtration, you have the total, it's all about filtration, which is obtained after the multicurrency analysis.

In general, the density analysis is a quantitative estimation, amplitudes of certain events are not important there, but their frequency.

 
Rorschach:
About the ticks I will tell you about. There are several providers of ticks in brokerage companies. These series filter and time-match each other and do the rest. Moreover, on different servers in one and the same brokerage company may have different filter settings. If you want to deal in ticks, you need futures, not this.



If you finally understand, it's not about the ticks per se but the price change events, the signal may appear at the level of changes, say, 2 or 10 pips and the higher the timeframe the signal level sinks in the increased volatility more and more, while on the minutes the changes are huge in magnitude.

Once again

That's why I cared about the H-volatility of the H-Wave and not only that, it's also important for the multi-currency signal.

 
Svinotavr:

I'm not pretending to be anyone, it's easy to check, my Skype is in my profile. And I am not just familiar with forex. But, let's not discuss me and you. I just want to communicate with those who know, can and want to teach. And if a person does not want to, like Prival for example, I do not see the point.



You are misleading, sometimes talk so candidly about some things and offer to discuss, and then when a person is already stressed, you say let's talk about it in a year. Then if you do not know do not say so categorical, because you are confusing people, and they already have trouble explaining it all.
Reason: