From theory to practice - page 177

 
Yuriy Asaulenko:

There is an acute dependence on someone else's opinion, combined with an inability to perceive anything else at the same time. Apparently, you can't think of more than one thought.)

Yury, sometimes I want to quarrel with you without limits, but I can't - I respect people who understand the essence of the matter (and in your case it is so) and know how to make a fog instead of putting their algorithm to the forum cleanly :)))))

 
Alexander_K2: It's just a pity - I wasted so much time on these ticks... I got hooked on them by reading neighbouring threads where people are trembling with desire to read ticks every 1 millisecond.

Every tick is needed for someone who has trades that last several ticks. You are nowhere near that scale.

I also spent 5 years before I started to understand who I could trust and who I could not).

 

Alexander_K2
:

Yuri, sometimes I want to quarrel uncontrollably with you, but I can't - I respect people who know the essence of the matter (and in your case it is so) and who can make it foggy, instead of putting their algorithm on the forum completely :)))))

That's where you should have started.


Otherwise, I'll take it
into quanta, I'll never get my doctorate.

 
ILNUR777:

That's where you should have started.


Or else I'll take it out (into pieces)
to the quanta, I'll never get my doctorate.

:))))))))))))))))))) You are in your usual repertoire. Witty - I can't say anything.

Okay - I overreacted, yeah. You don't have to post anything, I agree. But man, I have to admit that it's a bit of a tough task on its own. And how the greatest theorists here on this forum, even on several theories - I do not understand.

 
Indirectly through this thread I ask Yusuf - how exactly do you take quotation data for analysis with your algorithms?
 
Alexander_K2:
Indirectly through this thread I ask Yusuf - how exactly do you take quotation data for analysis with your algorithms?
 
Alexander_K2:

Yuri, sometimes I want to quarrel with you uncontrollably, but I can't - I respect people who know the essence of the matter (and in your case it is so) and who are able to make a fog instead of putting their entire algorithm on the forum :)))))

Why not? - Yes, everything is possible.)) But you really don't want to think for yourself. In fact, happiness is not in formulas, but in philosophy-ideology of the system, and the sofa is enough for it. And you have a primary what conventional Feynman wrote about something, or someone something about tics.

I have already laid out everything about my systems, but I am not going to think for anybody. Who needs it will understand). But, in my opinion, no one needs. Which is also right, most have their own thoughts-plans.

 

I, at one time, killed the golden age of any developer with ticks, which I regret very much now.

The golden age is when you have already quit one job and have not yet got another one, while you still have enough money not to think about it.

According to the theory of market efficiency, the smaller is the TF (the more traders work on it), the more the series is like a random walk.

The only tasty thing about ticks is that they show liquidity dips. Those places where the Market Maker has to accumulate a position. The accumulation of a position is a risk for the market maker; his job is to make a profit on the spread, i.e. to sell and buy with limits at the same time. This is a risk-free profit. And when one of the market streams fails, the market maker is forced to accumulate a position against the market. Naturally, no one likes a losing position, and MM seeks to withdraw it in profit by moving the market at moments of low liquidity.

These things can be seen on ticks. Not clearly visible, but calculable. Although you can't find them in differences, there are no levels.

I was very surprised to find out that these points are calculated in bars at the same or even better - in so-called non-traded intervals.


So I met Alexander and said he'll be here for a long time), although he said he would be here only till January 1, 2018. My naivety is holy.

I am not an expert in physics. Man is nature's supreme enigma, and learning the laws of human interaction is more difficult than the laws of nature.

 
Nikolay Demko:


And in general, the summary is that accounting and chasing every tick is not justified either mathematically, physically or economically, right?

The giant disadvantage of this fact is that it is impossible to use archives to test a strategy. For me it is very important to know the number of ticks over a certain time interval. That's why I'm stuck for so long - I wait about 1-2 days for a single trade. How many times I need to test it to be sure it works?

If I switch to OPEN, I will know for sure that I have 60 quotes in 1 hour. And there are archives for testing. Will it really come to this? Can you imagine, Nikolai, how much time is just wasted?

 
Alexander_K2:

And in general, the summary is that accounting and chasing every tick is not justified either mathematically, physically or economically, right?

The giant disadvantage of this fact is that it is impossible to use archives to test a strategy. For me it is very important to know the number of ticks over a certain time interval. That's why I'm stuck for so long - I wait about 1-2 days for a single trade. How many times I need to test it to be sure it works?

If I switch to OPEN, I will know for sure that I have 60 quotes in 1 hour. And there are archives for testing. Will it really come to this? Can you imagine, Nikolay, how much time is just wasted?

That's the nature of the drug called "enthusiasm", it's so deafening that you can't hear others around you.

Even the speed of sound is relative under it - your parents tell you something at twenty, but it only comes true at forty. )))

Reason: