From theory to practice - page 1166

 
Renat Akhtyamov:


Where does liquidity come from?


From supply and demand?

 
Evgeniy Chumakov:


From supply and demand?

right

and supply and demand are formed from what?

 
Renat Akhtyamov:
What does supply and demand come from?


If I want to buy, you need someone who wants to sell at that price. And vice versa, if I want to sell, you need someone who wants to buy.
 
Evgeniy Chumakov:


If I want to buy, then I need someone to sell at this price. And vice versa, if I want to sell, someone wants to buy.

correctly

of prices of buyers and sellers, whose actions are not synchronized by price or time.

Therefore, one brokerage company's quote flow will be extremely different from another brokerage company's quote flow, both in price (+/- 1 pip) and in time.

What A_K is trying to get out of it is not clear.

 

here are the minute and tick quotes for the day.





judge for yourself how they differ.


Files:
8o4bx1.zip  1132 kb
 
multiplicator:

here are the minute and tick quotes for the day.
judge for yourself how they differ.

are the charts time-synchronised?

The answer is no.

 
Renat Akhtyamov:

are the charts time-synchronised?

The answer is no.

I told you they are one minute quotes and tick quotes. why should they be time synchronised.
From the beginning of the day 00:00, to the end of the day 24:00.
 
multiplicator:
I told you it's minute quotes and tick quotes. why should they be time-synchronised.
to compare
 
Renat Akhtyamov:

of sellers' and buyers' prices, which are not synchronized either in price or time

That is why the quotes flow of one broker will be very different from the quotes flow of another one, both in price (+/- 1 pip) and in time.

So, it turns out that TS successfully working with one brokerage company will work with another one and the Grail is impossible in principle? No, I don't.

I think there is a certain true quotes flow and it is just imposed by filters/distortions from brokerage companies, what is confirmed by my histograms of increments and intervals.

Having extracted the true stream from the junk and considering the non-linearity of time in the variance calculations one should reach the Grail, bringing cash from any broker - that's how the task is set.

 
Renat Akhtyamov:
to compare
If they are synchronised, it will be minutes, both there and then.
Reason: