From theory to practice - page 1433
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such....
a dime a dozen.
look at the open positions and with a ratio of at least 40/60 or vice versa, ride against the crowd for two or three months, at least.
it's a working and profitable system.
again the nuance will come - when to go back? (turnaround or not already?)
Renat, look at the ratio on VTB 1 to 10 now.
In that picture that you like to look at on the stock exchange website.
And why is VTB going up?
You're wrong with your formula)
Renat, look at the VTB 1:10 ratio now.
In that picture you like to look at on the stock exchange website.
And why is VTB going up?
You're wrong with your formula.)
That's not what I'm looking at.
I'm talking about forex, I'm talking about currency pairs
and watch this kind of thing in general elsewhere
and FormulaE has nothing to do with it, it's a completely different strategy.such....
a dime a dozen.
Look at the open positions and if the ratio is not less than 40/60 or vice versa, ride against the crowd, two to three months, at least
it's a workable and profitable system.
again the nuance will come - when to go back? (turnaround or not already?)
That's what the system saves from - discretion - a break in consciousness or something...take a slice - wait for a reversal... take it somewhere else, where you get more ...)))
and owls should probably work with a break every time they come in again...that's how I turn on owls when I see a job for it...That's what discreteness saves you from, so to speak - a break in consciousness or something... take a slice - wait for a U-turn... take it elsewhere, where you get more...))
there's a description there, it's spelled out in great detail...
i've overlaid a historical bulletin on volumes and simulated trades, it's not bad...
I'm not in the market all the time, but if you're in, you'll get it.
there's a description in there, it's very detailed.
I've been overlaying historical volumetric data, modeling the trades, it's not bad.
in the market not all the time, but if you're in, you'll get it
I think it's the right one... I went in, got a high, spurred the market on... and go for a layover ...))
That's what it looks like to me - get in, get high, get the market going... and then ambush...)
nah, you're gonna be in the market a long time with your one order
overlay the trades on the historical volumes, you'll see how much.Nah, you'll be hanging in the market for a long time with a single order...
they hang for a short time, but when you see movement, you go in short steps with big volume and several passes... so the owls are set to one side only and wait for a u-turn - switch off.... if you see a continuation, you top up or leave it for 5 % if there was no movement ... then you cover the rest when the reversal is complete ... all this is experience and anticipation of the news and other analyzers, including indicators and after thinking over them ...
What's the problem - I sometimes forget to cover in time... If you want to go this way or that way, you think it will go well, but it doesn't even think it should........the losses creep up here, I also cover, but it's already getting pretty big...)There is a hang-up for a short time, but when you see movement, you go in short steps with a large volume and several passes... so the owls are set to one side only and wait for a turn - you turn off.... if you see a continuation, you top up or leave it for 5% if there's no movement ... then you leave the rest if the reversal is complete ... everything depends on the experience and the anticipation of news and other analyzers, including indicators and after thinking over them ...
But there's just one problem - sometimes I forget to cover in time... this way and that way, and you think it'll go as it should, but it doesn't think it should.... here's where the losses come in, I also cover, but it's already a lot...))If you have confidence, you probably have a system.
The system should always work. It is a mechanism.
I think the problem is that the market is chaos and the market has no memory.
OK, mate, you stubbornly defend your point of view. That, of course, deserves respect. But...
Is the market random or not? Let's try to figure it out.
Proof of randomness of the process is that the sum of a large number of independent random numbers belongs to the normal Gaussian distribution.
Here we have:
1. For OPEN/CLOSE prices M1, M5, ... distribution is very close to Laplace distribution (bilateral exponential). The sum of a large number of such numbers gives a xy-squared distribution, while an infinite set gives a Gaussian distribution.
I.e. if we remove bars from the price chart and leave only OPEN visible, the chart will be practically indistinguishable from the SB and of course it will be very hard to fight. But you can.
Perhaps, this is the reason why almost all strategies that work only with OPEN/CLOSE M1, M5, ... They are earning so hard and basically losing. This includes strategies using MO.
2. But, what is going on inside the bars? On ticks?
Well, there the picture is completely different.
The tick distribution does not belong to any of the known distribution types. I personally did not manage to determine it.
The last thing I came to was that it reminds me a lot of Skellam's distribution used to predict the results of sports games.
How does it work?
Very simply - if at different points in time we take the difference of two numbers that belong to two different Poisson distributions, then those differences belong to the Skellam distribution.
Thus, the mechanism of formation of tick increments is as follows:
a) at time t1 the broker has a set of prices for a currency pair (I'm not crazy here, let me be corrected, but I think it's calleda "pool of prices") and this set is a Poisson distribution.
b) from this set, the broker randomly selects one price - a tick is generated.
c) At time t2, the broker already has another Poisson price set for the same currency pair
d) from this second set the broker selects one price at random again - the next tick is generated
e) the difference (return, increment) of these two ticks gives the number which belongs to the Skellam distribution.
Does the sum of an infinite number of numbers belonging to this distribution give a normal distribution? Yes, of course it does.
But we are interested not in the sum of the infinite number of tick increments but in their limited number - i.e. what is inside the bar!
And inside the bar, summing tick increments from the OPEN price, we obtain the CLOSE price which, as we remember, does not belong to the Gaussian distribution, but to the Laplace distribution!
Thus, it can be argued that:
1. Working with OPEN/CLOSE M1, M5, ... we are dealing with a random process.
2. Working with ticks inside bars, we deal with a non-random process with its own mathematics, patterns, etc.
That's the tricky mechanism of pricing in the market.
Thank you for your attention.
OK, mate, you stubbornly defend your point of view. That, of course, deserves respect. But...
Is the market random or not? Let's try to figure it out.
Proof of randomness of the process is that the sum of a large number of independent random numbers belongs to the normal Gaussian distribution.
Here we have:
1. For OPEN/CLOSE prices M1, M5, ... distribution is very close to Laplace distribution (bilateral exponential). The sum of a large number of such numbers gives a xy-squared distribution, while an infinite set gives a Gaussian distribution.
I.e. if we remove bars from the price chart and leave only OPEN visible, the chart will be practically indistinguishable from the SB and of course it will be very hard to fight. But you can.
Perhaps, this is the reason why almost all strategies that work only with OPEN/CLOSE M1, M5, ... They are earning so hard and basically losing. This includes strategies using MO.
2. But, what is going on inside the bars? On ticks?
Well, there the picture is completely different.
The tick distribution does not belong to any of the known distribution types. I personally did not manage to determine it.
The last thing I came to was that it reminds me a lot of Skellam's distribution used to predict the results of sports games.
How does it work?
Very simply - if at different points in time we take the difference of two numbers that belong to two different Poisson distributions, then those differences belong to the Skellam distribution.
Thus, the mechanism of formation of tick increments is as follows:
a) at time t1 the broker has a set of prices for a currency pair (I don't know, correct me here, but I think it is called " Depth of Market") and this set is a Poisson distribution.
b) from this set the broker randomly chooses one price - a tick is generated.
At time t2, the broker already has another Poisson price set for the same currency pair
d) from this second set the broker selects one price at random again - the next tick is generated
e) the difference (return, increment) of these two ticks gives the number which belongs to the Skellam distribution.
Does the sum of an infinite number of numbers belonging to this distribution give a normal distribution? Yes, of course it does.
But we are interested not in the sum of the infinite number of tick increments but in their limited number - i.e. what is inside the bar!
And inside the bar, summing tick increments from the OPEN price, we obtain the CLOSE price which, as we remember, does not belong to the Gaussian distribution, but to the Laplace distribution!
Thus, it can be argued that:
1. Working with OPEN/CLOSE M1, M5, ... we are dealing with a random process.
2. Working with ticks inside bars, we deal with a non-random process with its own mathematics, patterns, etc.
That's the tricky mechanism of pricing in the market.
Thank you for your attention.
You're talking like a dissertation.)))