Don't go to the market, girls ;) - page 7

 
ZZZEROXXX:

I.e. as if there are a lot of entries and everyone enters randomly and almost everywhere, then you can put a limit wherever and whenever you want and cut the spread between the bid and ask in the cup. Is that the point??? Well that's the way the betting scalpers have been trading since the dawn of time, just needs flair more than automation.


On average, yes.

ZS: I'm reducing everything to !

 
sanyooooook:
I'm all about the !
what is it?
 
ZZZEROXXX:
what is it?

"A long time ago, I think last Friday..." (c)
 

Still don't get it, but whatever. There is also a problem with the price queue in the market, as opposed to the forex execution )))).

I.e. it is not possible to set limits on both sides, it can fly away. The second variant - set a Limit order on one side and analyze its execution (it's time), when the limit is reached - set a Limit order on the other side (but the price may fly away without getting caught), or even use the glass (it is preferable). The second variant is better in theory.

Do you have more variants?

I've heard that brokers have such sluice robots, i.e. they teach the price already "spoiled" - not the first freshness.

 

Here is the actual balance curve of those who have entered the market (vertical line - dots)

on the table of all trades on the futures EDU2 FORTS

 

But here's to Thursday.


 

And here is an approximate equity chart of the total market entry position.

No wonder most traders are always in the red. )

ZS: that's a hell of a deal breaker)

 
sanyooooook:

And here is an approximate equity chart of the aggregate market entry position.


Is this a kind of a head-checker? Yes ?

What do market entries have to do with it?

How do you calculate them?

Where do you get them from?

What's this blue curve?

How does it say that the majority is always in the red?

How do you calculate the majority? // one works with 10 lots and 5 with a lot, who's the majority here ?

What does this have to do with the dtz ?

 
Mischek2:

Is that like a head shot? Yes ?

What do market entries have to do with it?

How do you calculate them?

Where do you get them from?

What's this blue curve?

How does it say that the majority is always in the red?

How do you calculate the majority? // one works with 10 lots and 5 with a lot, who's the majority here ?

What does this have to do with the DTs ?


Yes, it's a controlling one in the head.

In the first post is a table of all trades by market. That's what "has to do" with market entries. It doesn't matter who enters and who exits, it's the work of the crowd.

I do it using the script once built by Dima Interer, not for me but because of me I did not attach any special importance to it then.

I take the data from the table of all deals through the filter for the required instrument.

The blue curve is the chart.

I would not say that here is the majority, in this table is exactly half, the other half limit entries (to be in the plus, you need to quickly adjust your limit for market entry). This is why the vertical line represents points (multiply point value by point value and get equity, 1 point=0.0001) and not lots.

In BC we may enter the market only by market, we may not enter the market by limit (not by a pending order). What I said before, if we buy, the BC sells us its limit, no need to compete in the open market if you have your own exchange and you are the half that enters the market with limiters.

 
You are drawing general conclusions for everyone based on your individual TS. Don't be a pipsqueak and you'll be happy
Reason: