From theory to practice - page 1091

 
multiplicator:

Didn't Friday's momentum hit you?)

No, I'm not in the market all the time.

 
Alexander_K:

Yes, I think you're right, Bas.

However, there is an opinion that if you go to two-dimensional Minkowski space, i.e.

introduce the following coordinates for tick dimensions (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...


I just decided to apply this formula to minute increments in the sliding window t = 240 minutes.

Here's what came out.


 
Evgeniy Chumakov:


Just decided to apply this formula to the minute increments in the sliding window t = 240 minutes.

Here's what came out.


beautiful, soulful

what did it turn out to be?

 
Renat Akhtyamov:

beautiful, soulful.

what did it turn out to be?


Y-axis increments. What do you do with that?

 
multiplicator:
I wasn't in the market either, but not for any trader's reasons. maybe I should teach the system to somehow record the beginning of impulses and stop trading... i need to think about it. those impulses that occur on the news are not dangerous, you know that there may be a move. but these impulses that occur out of the blue.
Although the last pulse, the one I was talking about, was at exactly the same time, at 18:00, maybe there was an event. The economic calendar does not record all events.
I usually watch the news with only 3 bars. Sometimes there is a strong movement, then you look at the calendar, and at the time the news was only of medium importance.
The German PMI came out very bad, much worse than expected, although what was expected cannot be called good either. The German economy is the engine of the European economy - now they are expecting everything to slow down in Europe.
 
Renat Akhtyamov:

beautiful, soulful.

what did it turn out to be?

Good question xD
 
sibirqk:
German PMI came out very bad, much worse than expected, although what was expected cannot be called good either. German economy is the locomotive of European economy - now expect things to slow down in Europe.
By the way yes. maybe.



But the news came out at 10:30 and the movement started as early as 10:15.



insiders?
 
multiplicator:
By the way, yeah. It could be.
but the news came out at 10:30 and the movement started at 10:15.
Insiders?

there are no insiders.

The information comes straight from the market and it's changing before our eyes.

an insider is just as much a bluffer as almost anyone else.

 
multiplicator:
By the way, yes. Maybe.



but the news came out at 10:30 and the movement started as early as 10:15.



insiders?
Procurement
 
Andrey Gladyshev:

No one gave anything.

it's a dumb market formula between supply and demand that works

Reason: