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Then what's the point of counting it?
I think you've stumped everyone with that question.)
Dynamic - assumes a window size . Which do you think is reasonable?
TF and sliding window?
For each TF, the optimum size should be set.
A TF and a sliding window are different things.
The TF is simply a way to form bars and nothing more.
For a moving window to be meaningful on a sample, then M1 is for a 24-hour sliding window, M5 is for a week sliding window, ...
To form a moving window = trading session you need a second TF, and the terminal does not have them:))
And I work exactly with seconds TF. But it has its own difficulties because of non-linearity of filling of these second bars. I have to use dynamic sliding window.
Why go back to her? It's average now, not an hour from now.)
Price returns to the average 2/3 of the time, full stop. The only question is how to get around 1/3 of potentially losing trades.
Price returns to the average 2/3 of the time, full stop. The only question is how to get around the 1/3 of potentially losing trades.
Oooh!
the answer is already in the question - calculate something more practical.
oooh!
The question already contains the answer - to calculate something more practical.
:))) In order to bypass MAs, you have to switch to trading without sliding windows.
This is a conceptually different level of problem solving, but I can't grasp it with my brain.
Give me the formula.
:))) In order to bypass MAs, you have to switch to trading without sliding windows.
This is a conceptually different level of the problem solution, but I can't grasp it with my brain.
Give me the formula.
Chegevara and I have been talking about it for a long time ;)
The conclusion is simple: a man's mind is more intelligent than a computer processor.
Chegevara and I had a long gabfest about it ;)
The conclusion is simple: a man's brain is more intelligent than a computer processor.
What's there to talk about? If you build your TS on the basis of OM, then maybe there is something there, I do not argue. But how to remove OM directly from a price chart (or from tick volumes?) - I do not know.
In short, Rena - write the market formulae right there.
What's there to talk about? If you build your TS on the basis of OM, then maybe there is something there, I'm not arguing. But how to extract OM directly from the price chart (or from tick volumes?) - I do not know.
In short, Rena, write the market formula right there.
What's the formula for?
ok, look:
First you get a rank (increment, divergence, vector), and only then an unimportant indicative price.
even now it's right there on the website (bid, ask)
If you canformulate a balanced forex basket through major increments, you win.
Tell me, what's the point of averaging the price?
Ha, that's right.
but I managed to get a picture.
;)
Price returns to the average 2/3 of the time, full stop. The only question is how to get around 1/3 of potentially losing trades.
Not 2/3 of the time, but price always returns to the average. Or the average to the price. Which doesn't matter at all as everything is really relative. And unprofitable trades are because you have to look at the price before you enter a trade.