From theory to practice - page 1235
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You can't make a lot of money on tick volume. It is essentially crowd action. And the crowd always loses. As everyone here has been led to believe. I underline that. Everyone even argues.
Vova, what's there to argue about?
Let's say you bought, you're immediately in deficit on the spread.
The second, third, fourth one buys right away.
Where will the price be?
That's where the price is going against the crowdVova, what's there to say?
Let's say you bought, you're immediately in deficit on the spread.
And the second, third, and fourth guy buys right away.
Where will the price be?
If you just explain it on your fingers. I don't know.
1000 ticks were made by speculators. Out of them 550 were bought and 450 were sold. The price moved by 1 pip. We cannot know without the real volumes, but we can see that the price has moved up by 1 pip.
However, the dealer decided to buy a locomotive from Mongolia and it has moved the price by 100 points. Does it make more sense?
If only to explain on the fingers. I don't know anymore.
1,000 ticks were made by speculators. 550 of them bought and 450 sold. The price moved by 1 pip. We cannot know without the real volumes, but we can see that the price has moved up by 1 pip.
However, the dealer decided to buy a locomotive from Mongolia and it has moved the price by 100 points. Does it make more sense?
That's what I was telling you.
personally, i don't have the kind of questions you're still looking for an answer to.
;)
You can't make a lot of money on tick volume. It is essentially crowd action. And the crowd always loses. As everyone here has been led to believe. I underline that. Everyone even claims.
As the tick flow rarefies I have the variance of the process increases. All in all, I sort of have a quasi-stationary process in nonlinear space-time with a return to the mean. And this is the right solution to the problem.
When the tick flux is deflated, I have an increase in the variance of the process. All in all, I sort of have a quasi-stationary process with a return to the mean in non-linear space-time. And this is the right solution to the problem.
Wouldn't it then be easier to use minutes, it's essentially the same discontinuity
If you get different totals on different DTs, take M5 and so on until you get the same result
Vova, what's there to say?
Let's say you bought, you're immediately in deficit on the spread.
Then the second, third, fourth guy buys right away.
Where will the price be?
That's where the price is going against the crowdWhere will the price be?
So where will the price fall?
Definitely going to drop.
and the chances of whoever bought on the resulting hai will be the least
will definitely go down
If the total lot of those buying more than selling, the price should go up.
When the tick flux is deflated, I have an increase in the variance of the process. All in all, I sort of have a quasi-stationary process in nonlinear space-time with a return to the mean. And that's the right solution to the problem.
Right.
The average price can be decomposed into a straight line. It won't change anything.
But when you decompress the tick flow the variance of the process increases, it remains a mystery.
You may have made a mistake. This is often the case in calculations.
Or you missed it in the thinning. Uncle bought a steam locomotive.
If the total lot of the buyers is bigger than the sellers, the price should go up.
Krosh, let's do it this way - show a picture with the volumes of buying/selling and a parallel price chart.
I personally have seen enough of that.
I'll tell you right away - it will be exactly the opposite, relative to how you're writing.