From theory to practice - page 1088
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Well, it is simply obvious that already at the stage of collecting data for analysis there is a fundamental difference between the market and all known processes.
The time of arrival of quotations and their number are different for different brokerage companies.
It does not matter for your system.
Differences at the tick level are important if you have a deal duration comparable to the duration of a tick.
How do I identify and calculate the non-locality and non-linearity of market timing? That's the problem I'm working on right now.
For your system, it has already been suggested many times. This removes the nonlinearity of market time but removes time from calculations altogether.
A compromise variant is equivolume bars with variable number of ticks per bar, less in the daytime and more at night.
But I don't think the results will improve much, as they are fine without them.
For your system, the RANGE BAR, has been suggested many times before. This removes the non-linearity of market timing, but removes time from the calculation altogether, which is wrong.
A compromise option is equivolume bars with variable number of ticks per bar, less by day, more by night.
Yes, I think you're right, Bas.
However, there's an opinion that if you go to two-dimensional Minkowski space, i.e.
introduce the following coordinates for tick measurements (synchronised between different DCs).
The X axis is a uniform scale of event counts (1, 2, ...)
Y axis - value S^2=(Tn-Tn-1)^2+(PRICEn-PRICEn-1)^2
where (Tn-Tn-1) is the time between the current and previous ticks, (PRICEn-PRICEn-1) is the increment between the current and previous prices
you can get an extremely interesting picture...
However, there is a view that if we move to a two-dimensional Minkowski space, i.e.
introduce the following coordinates for tick measurements (synchronized between different DCs).
The X axis is a uniform scale of event counts (1, 2, ...)
Y axis - value S^2=(Tn-Tn-1)^2+(PRICEn-PRICEn-1)^2
where (Tn-Tn-1) is the time between the current and previous ticks, (PRICEn-PRICEn-1) is the increment between the current and previous prices
you can get an extremely interesting picture...
Bars with equal length of the trajectory? Perhaps. But on ticks it will drown in noise. The duration of your trade is hours, so choose a sampling rate of a minute. Anything below that is noise to you.
Bars with equal trajectory lengths? Possibly. But on ticks it will drown in noise. Your deal length is hours, so choose a sampling on the order of a minute. Anything below that is noise to you.
Nah, I want to look at that chart with those coordinates.
Don't forget, I don't want your and CheGuardin's +10% per month. I want +50%. The grail, in short.
And it sits in a different "space-time". I believe that.
I am inclined to believe that since mankind has not yet invented anything better than working with sliding windows (meaningful sample volumes of data), we should work with them in the market as well. But - obviously - these have to be smart, dynamic windows, combining both the time component, and tick volumes (trading intensity).
You can't just use sets of ticks. Just a time window (=24 hours, for example) with a uniform reading of quotes - the same.
And what is the right way to do it? How to determine and calculate the non-locality and non-linearity of the market time? This is the problem I am working on now.
---
in a window that has lost its previous decent momentum, due to a window shift, you can get an analysis that mirrors the previous one
fix the start of the calculation right up to the close of the tradeDon't forget - I don't need your and CheGevar's +10% per month.
You have me confused with someone else) I have +550% for last year)
The time of arrival of quotes and their number varies from one brokerage house to another.
interesting
and the price is the same?
it is possible to make the ticks yourself.
For example, dmitry has a script attached to this indicator in his code base:
https://www.mql5.com/ru/code/9670
You have me confused with someone else) I have +550% for last year)
Uh... Well, that's +10-15% per month. And over the year, on an accumulated deposit with no withdrawals, that's what it was. No?
another fallacy
---
in a window that has lost previous decent momentum, by virtue of shifting the window, you can get a mirror image of the previous analysis
fix the start of the calculation before closing the tradeJust move the trend line and life gets better.