From theory to practice - page 1580
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Many times the question has arisen about bid and ask fluctuations.
We are talking about the forex market here, not the real exchange (everything is clear there)
Can these fluctuations be considered as a result of traders' actions?
I understand that globally the price moves where it needs to,
but in the near-spread space bid and ask are moving,
perhaps due to the traders' actions.
Or these fluctuations are generated by the brokerage firm itself to "cover their tracks"?
Or are these fluctuations generated by the DC itself to "cover their tracks"?
It's just that if that's the case, then analyzing the ticks of any DC is meaningless.
What kind of grails could there be...
It's just that if that's the case, then analyzing the ticks of any DC is meaningless.
What kind of grails could there be...
Is this spread the real spread? Or is the real one much larger...
several liquidity providers... glass...
But in essence, the DC is just broadcasting the quotes.
They can broadcast them "in their own way".
Is this spread the real spread? Or is the real one a lot bigger...
That's the point. What can be considered an underlying asset?
The spread is what each broker draws as it sees fit.
Have you solved the problem of perception ?
Yeah. It comes with experience.
The forum ended in 2013-14, I think even earlier.
The topic is not entirely useless.
I think it covers the essence of the concept of "Player Error"
https://ru.wikipedia.org/wiki/Ошибка_игрока
But nevertheless - the probability of red, with each successive black, increases.
https://ru.wikipedia.org/wiki/Ошибка_игрока
"one is not intuitively aware of the fact that the probability of a desired outcome is independent of the previous outcomes of a random event."