From theory to practice - page 1075

 

but this is a relevant question)))

Forum on trading, automated trading systems and testing trading strategies

From Theory to Practice

Dmitry, 2019.03.16 21:47

But you can't show this 100% on signals or PAMM


 
Martin Cheguevara:


Do you happen to have a tool for identifying such non-random drops or rises in price?

or can you tell me how to do it I'd be very grateful to you.

I've told you at least 3 times here.

First it is desirable to understand the market mechanism in terms of volumes and prices.

for example, if you close a purchase, what will happen to the volume of sales and purchases and, as a consequence, the price?

the statistics have nothing to do with it as the randomness has already gone down the drain, right?

 
Martin Cheguevara:


All I know is that they're virtually failsafe...


I agree with you about the fact that they are practically failsafe.

But that's a subjective assessment. A lot of people will see a rollback on a rollback.

How to formalise all this?

 
apr73:

I agree with you about the fact that they are practically flakless.

But that is a subjective assessment. Many will see a rollback on a rollback there.

How to formalise it all?

:))) I see there is one more fan of the theory.

You can formalise it by looking at the market in different sliding time windows.

The problem arises when you answer the question - in which window you should work and why?

This is a serious question, which is difficult to answer right away...

The most obvious one is the one in which we can talk about the quasi-stationarity of the process: a particular trading session, day, week, etc.. Or consider the totality of them. CheGevara has moved away from sliding windows - but how he did it I'm not sure :)))

 
Martin Cheguevara:

you can try to estimate the density of price movement.


I read from NEO that to determine "fear and greed" you can use - Intensity of discrete price movements over time ...

Have you tried applying something like this?

 
Martin Cheguevara:

To see what you are writing about you need to know the real volumes of forex transactions. But that's impossible. No one provides such data...

For the record, Rena has been studying the OI of buyers and sellers for many years and has apparently somehow learned how to calculate it from candlesticks and tick volumes. He calls it the MARKET FORMULA, and claims to have it on every corner... Although, where I live, there is no formula on the corners - there are only advertisements and photos of faces of wanted criminals.

 
Renat Akhtyamov:

I told you at least 3 times already

First, you have to understand the market mechanism in terms of volumes and prices.

So, for example, if you close a purchase, what will happen to the volume of sales and purchases and consequently to the price?

the statistics have nothing to do with it because the randomness has gone down the drain, right?

I think I'm getting somewhere. Are you saying that if the price stops, it means that it has already lost them all, and therefore the market will have a predictable response?

What you're saying is impossible to do otherwise, because there is no other place to take data from.

If this is what I think it is, then the formula is really simple.)

And I did it a long time ago, I just didn't know how to apply it. But I've often seen it work, because at those moments it doesn't matter where the price moves.)

The only question is how do you accurately calculate these moments?

 
apr73:

I read from NEO that to determine "fear and greed" you can use - Intensity of discrete price change over time ....

Have you tried it?

The main thing is to determine whether the sentiment has matured properly, and to do that you have to learn by heart everything the great ATAMAN wrote.

 
Martin Cheguevara:

of course it's on every corner) the price and volume chart is always in front of your eyes)

:)))) hilarious :))

 
Alexander_K:

For the record, Rena has been studying the OI of buyers and sellers for many years and has apparently somehow learned to calculate it from candles and tick volumes. He calls it the MARKET FORMULA, and claims to have it on every corner... Although, where I live, there is no formula on the corners - there are just advertisements and photos of faces of wanted criminals.

Olympic Games or Operational Art?

Reason: