From theory to practice - page 58
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Read it carefully and try to make sense of it.
Quote in expanded form :
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Translated into Russian ))
Forex regularities are algorithmic, not statistical.
That is if else, if event X occurs then it will be followed by one of reactions {Y1,Y2,Y3...Yn}
To the question of market Ameoba or Solaris, the market is a dolphin hunting scene for a flock of fish. Fish traders are fish traders, dolphins are market makers.
And it's our business to stick to the market maker's dorsal fin.
To work with forex rates, and not one account of one DC, one should either average streams from many DCs or go to the area of oscillations with large, non-ticky spread. Besides, we should use own time of the system instead of astronomical one. For a single DT this would be a tick number, for larger amplitudes a step number of the size of, say, 20 5-digit points. Or even just lower the rate digit by rounding it down to 3 digits (steps of 100 5-digit points), which is more convenient for you. But how this will affect the ability to solve with difference schemes, no one but you can find out. Whether they retain conservatism, stability, are your questions. The grid can also be thickened in the right places or at the right moments.
Here you are, gentlemen traders! Here is the most accurate and complete answer to my question about the way to read ticks, and not your inept attempts to give me some advice (I think those to whom I am addressing, understand - that it concerns them, yes).
Vladimir - hats off to your experience and knowledge. You have shown me a master class with your posts. I'd be glad to make your acquaintance, but I prefer to remain incognito myself.
Thank you! Man, I'm just glad there are smart people out there, damn it!
Here you are, gentlemen traders! Here is the most accurate and complete answer to my question about the way to read ticks, and not your inept attempts to give me some advice (I think those to whom I am addressing, understand - that it concerns them, yes).
Vladimir - hats off to your experience and knowledge. You have shown me a master class with your posts. I'd be glad to make your acquaintance, but I prefer to remain incognito myself.
Thank you! Man, I'm just glad there are smart people, dammit!
Stop curtsying, what are you gonna do?
Collecting ticks from the real of several DTs is hell.
That leaves us to go into the M1 analysis.
Stop curtsying, what are you doing?
Collecting ticks from several DCs is hell.
We have to go to the M1 analysis.
Now let's analyze in order what Vladimir said:
1. Taking every tick is VERY expensive from all points of view, but there is a statistical advantage - some DCs already have archived tick databases. But look - they are different in different brokerage companies, and in my opinion, it is very problematic in MQL to simply read and process these databases. And this must happen during breaks in TS all the time. Right or wrong?
2. The transition to step-by-step reading of ticks, i.e. to read ticks with a virtual jump to 4-digit quotes, as well as reading only OPEN on minutes, as you suggested - and where will the archive be obtained in this case? Even if we accumulate it, and suddenly the TS is out of operation for a month - where and how to restore this missed month in the archive?
So the tick is the delta T? I.e., we should still work with every tick? And what if the Expert Advisor is used in another brokerage company? After all, every brokerage company has a different tick flow. Do we need to reconfigure it? So, it turns out that by this particular tick-flow I am "bound" to the selected brokerage company?
What is the point of analyzing ticks? When using the MA, with a period of 5 on M1 actually rides the averaging to 5 minutes, almost all indicators use averaging to eliminate market noise. And where does the spread go, the slippage? For example, on the EURUSD minute chart most of the candles have an average of the spread size.
What is the point of analyzing ticks? When using the MA, with a period of 5 on M1 actually rides the averaging to 5 minutes, almost all indicators use averaging to eliminate market noise. And where does the spread go, the slippage? For example, on the EURUSD minute chart most of the candles have an average of the spread size.
I don't think it's necessary to analyse all the ticks either. But the sense of market activity is not in analyzing current CB moments but in comparing current calculated moments with averaged historical ones, i.e. we cannot do without history analysis and storing of some tabular values of CB moments for a certain currency pair. I will stick to this opinion, and nobody will convince me otherwise.
I haven't seen any indicator that works with historical data, because it is an integral part of the equation of motion! How so?
Averaging on 5 or 15 minutes is fine, but where do you get the archives from?