From theory to practice - page 751

 
Yuriy Asaulenko:

I am not quoting anything else, as these are general words.

Do you think it is possible to see something different with other counts? It's impossible.

Take the TF of 1m, and you won't be in any danger. Smaller, say, ticks, there is no sense to consider - the necessary information is already absent there, and you will have to work with them to get what you already have in BP 1m.

And in general, playing with SB makes no sense. Market BP has its own properties, and by playing with SBs, you will eventually learn nothing. Or learn only about SB, but if that is what you are interested in, then that is another matter. I have nothing to say here.

I added a bit to the previous post, pay attention to that. I will reply to this post.

 
Yuriy Asaulenko:

Take TF 1m and you are in no danger. There is no sense to consider smaller, say, ticks at all - there is no necessary information there, and you have to work with them to end up with what you already have in BP of 1m.

TF, any - a way of quantization of initial information, we catch one single tick from a set in a concrete recurring interval of time, what can be attractive in this one tick?

 
Yuriy Asaulenko:

I am not quoting anything else, as these are general words.

Are you suggesting that it is possible to see something different with other counts? It's impossible.

Take the TF of 1m, and you won't be in any danger. Smaller, say, ticks, there is no sense to consider - the necessary information is already absent there, and you will have to work with them to get what you already have in BP 1m.

And in general, playing with SB makes no sense. Market BP has its own properties, and by playing with SBs, you will eventually learn nothing. Or learn only about SB, but if that is what you are interested in, then that is another matter. I have nothing to say here.

Nope. And there is useful information in the tick stream.

For example, here is an example of an Expert Advisor based on a tick indicator

I should say at once - this is a demo account, a toy to put it short ;)))

And it's not even about statistics or chart analysis at all.

Trading parameters are probably at the top of the list

 
Yuriy Asaulenko:

In fact, playing with SBs makes no sense at all. Market BP has its own properties, and playing with SBs will ultimately teach you nothing. Or you will only learn about SB, but if that is what you are interested in, that is another matter. I have nothing to say here.

I think playing with SB makes sense, specifically I'm interested in it. In BP the fractality is also present, it's a bit modified, compressed on one side and stretched on the other.

 
Renat Akhtyamov:

No way. And there is useful information in the tick stream.

Here, for example, is an example of an EA based on a tick indicator

I must say at once that it is a demo, a toy in short ;)))

Perhaps someone is wrong, usually the majority. It is interesting to listen toYuriy Asaulenko.

 
Yuriy Asaulenko:

History teaches nothing, nor does it repeat itself.

As Kliuchevsky said - History is not a teacher, but a warden: it teaches nothing, but punishes severely for ignorance of the lessons.

It contradicts this:

Yuriy Asaulenko:
...

To play the market, BP needs to find not pretty pictures, but really statistically significant factors. There are few of them, and they are not pretty pictures, fractals and seeming patterns.

If history does not repeat itself, then there are no significant factors there. And if there are significant factors, it means that for the same causes there will be at least similar consequences.

In any case, trading on any market presupposes the presence of recurring structures, similar situations, otherwise the action called "trading" seems to be a meaningless activity. Do you make no sense (if you trade at all of course)?

 
_o0O:

contradicts this:

If history does not repeat itself, then there are no significant factors there. And if there are significant factors, then for the same causes there will be at least similar consequences.

In any case, trading on any market presupposes recurring structures, similar situations, otherwise the action called "trading" is a meaningless activity. Do you engage in a meaningless activity (if you trade at all of course)?

+1

 
Novaja:

TF, any- way of quantifying raw information, we catch one single tick out of many at a particular recurring time interval, what could be attractive about that one tick?

Highlighted - that is exactly what TFs do, i.e. they destroy information about all other ticks.

 
Novaja:

TF, any- way of quantising raw information, we catch one single tick out of many in a particular repetitive interval of time, what in that one tick could be attractive?

I don't see what this is about. If we're talking about patterns, in BP a single tick is nothing at all.

Speaking of your PS and fractals. I'm very sceptical about fractals in general. I've said it before, it's of the cycle - something always looks like something. You can't take it seriously in the BP market.

I think there are no clear regularities in market series and no distributions-transformations can reveal them. The only way : hypothesis is a statistical test.

 
_o0O:

Highlighted - this is exactly what TF does, i.e. it destroys information about all other ticks.

But there are one-minute ticks, five-minute ticks, etc.

This changes the trading parameters, mainly the duration of the trade.

The information is available practically on all TFs. This information may be obtained for demo trading.

But on the real account all this logic will not work any more, no matter how hard one wants it to.

Reason: