Insider dealing schemes. or how to discreetly funnel a lot of dough (and how to detect this hidden infiltration) - page 4

 
Trolls:

see http://www.visualvolume.ne t/p/video.html how to do it + how to calculate them + read the book http://www.visualvolume.net/p/blog-page_30.html

Z.I. but you need ticks, proper ones, not filtered with volumes etc....

But everyone has been doing this for a long time already and therefore we are more trying to adapt to the algorithms of robots (in order to trade on the MM side) than to analyze the market directly.
So your vision as a DSP specialist is more correct. Actually our task is to distinguish the signal/noise level, that's why I wrote about ticks, and it may be that starting from a 1-minute sampling (i.e. buy a smaller TF at first) the signal is hopelessly lost without ticks analysis.
As for the ticks, I still have this thought https://forum.mql4.com/ru/45987/page11

hence the interest in your H-volatility.

and no one wants to discuss your H-volatility at all, but I am interested. https://forum.mql4.com/ru/20562/page14#154564

 
Tantrik:

MM is not an insider, insiders (there are lists) are holders of trade secrets (they are not allowed to trade) - selling trade secrets is punishable by law.

A TA that's worked, only a stump with eyes would call you an insider. (Jokingly calling someone an insider is like jokingly calling someone a burglar, a burglar, etc.)



I didn't write anywhere that MM and insider are the same, just that sometimes their actions are similar (sometimes). I was asking about possible algarythms if you look at

1 - from the side of the MM, put yourself in his place

2 - from the side of the one who has the inside information, put yourself in his place.

of course I am not talking about one person, the giants, foundations or corporations.

when you look at the law from our Russian point of view, it's funny))) Do you really think it's that simple, when you first have to catch a really big and smart insider, that in itself is difficult, and of course the insider scheme is not that primitive, demonstrative examples that are bullshit on the Internet. Even at the authority level there is an insider, but you say he will go to jail, those who should go to jail themselves do it.

I am talking too much, I will talk in portions, or I will wake up tomorrow and I will be dragged to a black vortex))))))) There is a woman here who maniacally follows me, I do not know whether he wants to kill me or take my virginity away))))))))))) just kidding.

 
Trolls:

Z.I. But we need ticks, proper ones, not filtered with volumes etc....


In the beginning it is desirable, but then you can do without them, you can see everything on the price chart.

Thanks for the book, really good.

 
Avals:

MM in the market are liquidity providers. Like DCs give bid and ask. So they don't need to split lots, enter the market, etc. They move the bid/ask so that they get poured the right position by clients (or other market participants). I.e. clients open shorts more than longs. Then MM will have an increasing long position. The objective is to continually manage the bid/ask to accumulate or shed the position in currencies


In general, the market maker's desired position is zero, as this minimises risk. In this case, it does not matter where price moves.

If the market maker has a forecast of price movement - he will move away his order, which stands in the opposite direction (the goal is to equalize the probabilities of execution of the buy order and the sell order). Although, of course, you can take a directed position and make a profit, the main thing to watch the risks :)

 
Rorschach:


In the beginning it is desirable, but then you can do without them, you can see everything on the price chart.

Thanks for the book, it's really good.


I absolutely agree that you can trade without indicators. I posted here how I did it https://www.mql5.com/ru/forum/1004 In principle it can be even simpler from level to level with small stops, something like this https://www.mql5.com/ru/forum/126769/page429.

But only a human can do that, because in the process of making a decision without even realizing it, he uses a lot of additional information that influences his decision. A computer is a dumb machine, it needs a lot of explanations and explanations, and you have to put it in your mouth ... so volume analysis is important. It's very important. A human sees it on the chart, a computer can't do it, it doesn't see it...

I will try to explain this thought in another way. Let's take two simple MAs. Everyone knows the trading system based on their intersection.... And a person that sees these two МА on the screen.

He not only sees their crossover, unlike the algorithm, he also analyzes how long ago this crossover has happened, how far the price has gone from the averages, price moves away or approaches them, it is 10 a.m. Monday when markets open or 11:40 p.m. Friday, the market is waiting for important news and has frozen for two days, no volumes or on the volume + news the breakdown of some important maximum (minimum) occurs, one day we break through these MAs with one bar (and they have not yet crossed each other) ... ... and a lot of them contradict each other...

That is why the computer has to explain everything, down to the smallest details. And it's better to do it on ticks, otherwise it (the algorithm) will slow down, like waiting for the last minute to make a decision. While any sensible person seeing such a thing(https://www.mql5.com/ru/forum/105740/page74) knows what to do, 1001% knows what to do, and if a person in this situation will wait ... Welcome to the market, welcome, I'm waiting for you there )))), and even algorithms that work for 1H, not even better 4H, it's really ...

HOWEVER, having ticks, normal ticks, you can do a lot with them, get different kinds of graphs, you can compare the quality of the information provided with what you have now

http://www.xtick.ru/, put it and compare, while buy/sell buttons can be pressed in any programme, the main thing is to do it in time and not to confuse them ))).

 
Trolls:

For me algo trading is much more complicated than manual.

P.C. Your indicator is useful, but the step is better to take 10pp, I wrote here. I want to do something similar, but with macrostatistics release dates.

 
Rorschach:

For me algo trading is much more complicated than manual.

P.C. Your indicator is useful, but the step is better to take 10pp, I wrote here. I would like to do something similar but with macrostatistics release dates.



You mean the grid?

I would have thought it would be a simple grid, but it helps.

i think i may use it in my build, it's the same as i had imagined but with rengo and not grid. i think the grid is better but i wish i could use percentage grid instead of pips.

 
Svinotavr:
Let's wait a year.


The world is coming to an end in a year or wenco is going to kill me somewhere )))))) I'll be scared of Valera again.
 
Trololo:

You mean the net?

If so, yes, who would have thought it would be a simple grid, but it helps.

I'm thinking how to apply it in my own design, i actually had the same idea, but with rengo and not grid, but grid is actually better.

Yes, about the grid.

I do not understand the percentage of what and why it is needed.

Why are you so afraid of missed bars?

 
Rorschach:

Yes, about the grid.

I don't understand the percentage of what and what it's for.

Why are you so scared of missing bars?



But don't you get scared of missed bars in the history, protection against which has to be written separately in the code, I think it's easier with a grid.

I wanted to spin a grid of percentages backwards, like renko or kagi, only renko has to be hinged on top of each other and it'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 refers to the backward movement in pips, I have not considered the percentage one yet, it is a bit more complicated.

You may avoid time in a pointwise grid, while in a percentile one you cannot do it without time and the move size should be somehow aligned with time.

Reason: