From theory to practice - page 1234

 
Uladzimir Izerski:

Which way the price moves, that's the direction.

Either goes up or down. It's up to you.)

Your time lag is a tick. It's not moving anywhere, it's dangling. Are you there?

No, Vova, it's moving.

and from the ticks you can memory and consequently the prognosis

but all of them are needed, and as Sasha advised, nothing needs to be cut out, otherwise there will be an error in the prognosis
 
Renat Akhtyamov:

not Vova, it's moving.

and by the ticks you can estimate the memory

It's not.

It moves in time.

If you stop time for price then price does not move.

For example for a weekend)

 
Uladzimir Izerski:

Nah.

It moves in time.

If you stop time for the price, the price doesn't move.

For example for a weekend)

I guess you have your own way of understanding it.

I meant talking about the forecast.

Basically, the forecast is the same regardless of the timeframe

the price is not wobbling, it's technically going up or down

 
Renat Akhtyamov:

I guess you have your own way of understanding it.

I meant talking about forecasting

Aha!

You can make predictions at any price or TF. It doesn't matter at all.

Discreteness is all and nothing else. All prices are the same in time.

 
Renat Akhtyamov:


And you can use the ticks to calculate the memory and, consequently, the forecast.

But they all need to be checked, and as Sasha advises, nothing should be cut or there will be an error in the forecast.

About thinning - yes, I'm not quite sure if it's necessary or not. It's an open question. I started from the fact that I personally do not understand why my broker and, for example, Dukas have different number of ticks. And I need a SINGLE flow of quotes. Therefore, I thin out the ticks in real time. Perhaps, I am throwing out some part for nothing, but I don't lose time non-linearity and calculation error should not be significant. Although... Real will put everything in its place. On the demo - great.

 
Renat Akhtyamov:

I guess you have your own way of understanding it.

I meant talking about the forecast

By and large, the prediction is the same regardless of the timeframe.

The price is not wobbling, it's technically going up or down.

I have already answered in advance. You guessed it))

 
Alexander_K:

About thinning - yes, I'm not quite sure if it's necessary or not. It's an open question. I started from the fact that I personally do not understand why my broker and, for example, Dukas have different number of ticks. And I need a SINGLE flow of quotes. Therefore, I thin out the ticks in real time. Perhaps, I am throwing out some part for nothing, but I don't lose time non-linearity and calculation error should not be significant. Although... Real will put everything in its place. On the demo - great.

And what prevents you from working with all ticks?

Well, one has less frequency, the other has more density, the price is in one range.

 
Alexander_K:

About thinning - yes, I'm not quite sure if it's necessary or not. It's an open question. I started from the fact that I personally do not understand why my broker and, for example, Dukas have different number of ticks. And I need a SINGLE flow of quotes. Therefore, I thin out the ticks in real time. Perhaps, I am throwing out some part for nothing, but I don't lose time non-linearity and calculation error should not be significant. Although... Real will put everything in its place. On the demo - great.

Tick - transaction, or announcement of the current price

everyone's number one is different

think

 
Uladzimir Izerski:

What prevents you from working with all the ticks?

Well, one is rarer and the other is denser, the price is in the same range.

Quantity. For my TS, the densifications/decreases of tick flow during the day, for example, are very important. Simply put - I take into account tick volumes. It is possible to set up to work only for my TS. If you switch to Ducas, the TS will stop working.

 
Alexander_K:

Quantity. For my TS, the densities/dissipations of tick flow over the course of a day, for example, are very important. Simply put - I take into account tick volumes. It is possible to set up to work only for my TS. If you switch to Ducas, the TC will stop working.

You won't work on tick volume for a long time. This is essentially crowd action. And the crowd always loses. As everyone here is convinced. I underline. Everyone even claims.

Reason: