From theory to practice - page 54

 

The tick history does not make sense to investigate because of the existence of the spread. you won't earn anything on such small increments.
Unless 100% of your trades are profitable.

 
Alexander_K2 There's about 100,000 there, I think.
Here's a modified series for you to consider what its distribution is.
Files:
EURJPY_3.zip  824 kb
 
Максим Дмитриев:

why would you want to research potikovo?

in forex the steps are discrete!

there is such a thing as a POINT! right now it's a five digit number.

and the terminal changes the price when one point has passed.

so the increment size is almost always ONE POINT. why? because the tick size is ONE POINT.

and your investigation of the increments will show that the most frequent increment length is of this size.

it's only when the market is choppy that ticks can be several points each.



But in a random walk, the increments are always of different sizes.

So, you can read ticks only when both Ask and Bid have changed by at least 1 point? And if Ask has changed by at least 1 point, but Bid remains the same - do not read? Do I understand it correctly?
 
bas:
Here's the modified row, consider its distribution.

Interesting. What a case! I'll take a closer look at home. Thank you!

 
Alexander_K2:


Why do you need these PRINCIPLE SIZES?

I already told you, what's in it for you if you know the size of the next increment?

So I say to you: "The next increment will be 10 pips." How can you make profit? You know it will be 10 pips, but you don't know in which direction.


In forex, we trade the direction of the movement, not the size of the movement.

 
Alexander_K2:
I.e. read ticks only when both Ask and Bid have changed by at least 1 point?
What will you get out of it?

you will have a size of each increment of 1 point.

Unless you investigate the time to pass 1 point.

does not make sense either.
 
Alexander_K2:
I.e. read ticks only when both Ask and Bid have changed by at least 1 point? And if Ask has changed at least by 1 point, but Bid remains the same - do not read? Am I correct?
If the question is about reading ticks correctly, the answer is:

normally the difference between bid and ask = 1.0 point. only from 23:00 to 3:00 the bid and ask diverge.

https://www.oanda.com/lang/ru/forex-trading/markets/recent?instrument=EUR/USD

so you can monitor only one price, either bid or ask, and discard the time between 23:00 and 3:00.
 
well, there you have it, you've plotted the diagram.





it is very stretched upwards compared to the normal distribution.

the diagram tells us that the most increments are one point in size. but this knowledge is of no use to us!

 

As much as I read the thread, it's all theory... no practice....

The problem with time series, distribution, conditional, etc. researchers is that they see a quote as a BP and nothing more, but BP is a reflection of the market. Its past, which does not say anything about the future.

By treating the market as VR you see only 50% of the information and it is already past......No distributions will help by a rule alone. The future is not certain. It could be anything, thus statistics are of little help here....

Another thing. Who owns the information, owns the market....

 

I can see it with the naked eye - someone is breaking the Euroena hard .............

and kotir is bribing him for grannies...

Reason: