Ward 6 - page 57
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
All the time talking about non-delayed wagons, it's not a problem at all, you can build a wagon starting with a tick inside a minute. The question is whether the movement will continue in this direction. I.e. signs of reversal are more important.
Now you will get some criticism from our doctor proctologist. He's got a non-lagging filter, not a wrecking ball. He doesn't see any similarities because he probably didn't take a DOC course in the proctology department.
You're about to get some criticism from our proctologist doctor. He has a non-delayed filter, not a mashka. He can't tell the difference because he probably didn't take a DSP course in the proctology department.
This looks like some kind of "fairy tale from the Vienna Woods, or the secret of the court in Madrid", like "I have a parcel from your boy, but I will not give it to you - you have no documents" (c) Prostokvasseno.
TooDoctur: Enjoy your appetite, both as a lAckscher filter and as a demo-profit.
It's like a "fairy tale from the Vienna Woods or the secret of Madrid", like "I have a parcel from your boy, but I won't give it to you - you have no documents" (c) Prostokwasheno.
TooDoctur: Enjoy your appetite, both as a lAckscher filter and as a demo-profit.
Pardon. I meant the "similarity" between the filter and the waving dr does not see (we had such a discussion a few pages ago)
Pardon. I meant the "similarity" between the filter and the machine (we had that discussion a few pages ago).
You can try the following algorithm, for example 1.2541 was a tick on the eurusd, it has become 1.2542
set one for EUR +1, then a tick came for eurgbp but there was a 1 point decrease in the EUR rank goes down
etc. After 1 minute, for instance, we evaluate all the ranks and show them on the chart.
it turns out that we quote the pair.
But this is not for forecasts.
If you don't want to deal with ticks you may do the same on the basis of bars
and form the H1 chart on the basis of ranks (M1 bars) in the form of points
You're about to get some criticism from our proctologist doctor. He's got a non-lagging filter, not a mashka. He can't see the similarities because he probably didn't take a DOC course in the proctology department.
Sorry to disappoint, but the man clearly does not understand what he is writing. Meanwhile, I have already written that many ideas end up being trivial SMAs, and the only question is whether the author realizes that he has built an SMA. Here is a typical example. The person wanted to average ticks (and then he said he could average bars), but he hasn't understood that he will obtain SMAs. On the contrary, he understood that he would "quote the pair himself". Well, well. Quote. I still recommend looking at the market from time to time and checking with quotes from the major banks.
It's not really the SMA, but it depends on how you measure it.
That's the thing, these pairs are hard-wired, you can't even make money on the spreads. But, if they are tight, how can they be used to make lag-free forecasts?
Not exactly SMA depending on how you rate it
Strictly blunt SMA and nothing but SMA. Even if you don't "average prices" but assign ranks", the unrecoverable lag of half the observation interval will not go anywhere. So the essence is the SMA.
Half of the interval will not be observed; we will plot H1 on the basis of minutes, 1 hour will be displayed as 60 points