ZigZags Shepherds - page 8
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:)))))) I think I understand your doubts.
If you've really put a lot of time into your theory, it's hard to give up and quit. That's true in any business.
But everyone has their own grail! There are many, I assure you!
I think you will find people who can really help you - just don't rush them. They are just looking at you :))))).
There's the thing - everyone's already trampled)))). You need a fresh breeze)))
The solution most likely is to work with these waves individually by mashka type and not to forget that probability theory gives only a general statistical picture and not at a particular moment so it is of little practical use, except in special cases where it can be reduced to a narrow decisive rule.
This is the case: the wave drives the wave.) But seriously, look: we have waves of different range, which one is dominant? Large or small? Different. Often when we look at the TF, we usually take the daily, then the 4 o'clock and then the hourly, the trend on the daily, the trend on the 4 o'clock, but then we go against the trend on the hour, but... sometimes the cumulation comes not from a day candle but from an hour. You may say the ticks are already ticking in the other direction. That is, figuratively speaking: the tail is wagging the dog. I think Junko was dealing with the spectra here.
Not factoring in trading intensity(tick volume) as a function of time is a straightforward way to empty pockets. No options.
Standard TFs (timeframes) are sliced by time, reno bars by price. And you can also add tick volume to renco bars, no problem with that. The undeniable advantage of renko/cagi/range-bars is in filtering out minor price fluctuations, noise, in which it is unprofitable to trade.
This is the case: the wave drives the wave.) But seriously, look: we have waves of different range, which one is dominant? Large or small? Different.
Not different... The big one always swallows the small one so the tail doesn't wag the dog))
I wouldn't mind getting some links on the subject myself.
And Prival, on the other hand, ended up delving into the "correct" configuration of the Kalman filter and went into stock trading.
The frontrunner is the small stuff at the edge of the stack. and the big bids are most likely the MM
Yeah, I see what you mean. I think there's already a queue. All right. We'll see about that. Are you going in that direction yourself? Or is it forex? I wonder, are there any other ways of making profit, a niche, so to speak? Are you the most knowledgeable one, or maybe just a couple of life examples?
I think I abandoned the Kalman Prival filter and traded on round levels, the stock market, and now... I don't know...
Not differently... The big one always swallows the small one so that the tail doesn't wag the dog))
You know, Andrei, I didn't answer you, you asked about Kagi, Renko, you just have to dig around a lot, I gave you a link where you can download the thesis, Pastukhov clearly writes about Kagi and Renko variance there. About the probability you wrote, can I get a link to read it?
I'm on crypto, it's still a semi-wild market. i was advised to re-start my trading studies at any crypto exchange about 3-4 years ago.
If you keep in mind that I'm the only one of the old guard who's a permanent member of the forum, I'm probably the most ignorant one).
i am the most ignorant one)
You know, Andrei, I didn't answer you, you asked about Kagi, Renko, you just have to dig around a lot, I gave you a link where you can download the thesis, Pastukhov clearly writes about Kagi and Renko variance there. Regarding the probability you wrote, can I get a link to read it?
I didn't find anything in your link about the thesis except for the first 3 pages... Could you attach it here? It's just that if you're so "hooked" on Kagi and Renko, you must have somehow painted yourself with concrete examples about the usefulness in market analysis... You can't keep it all in your head, can you?
What exactly about probability do you want to read?
Standard TFs (timeframes) are sliced by time, reno bars by price. And you can also add tick volume to renko bars, no problem with that. The undeniable advantage of reneko/cagi/range-bars is in filtering out minor price fluctuations, noise, in which it is unprofitable to trade.
I think a lot of people would disagree with you here. Because some take the cream off exactly from noise. An example from a housewife's life: When you boil broth from chicken, take off all the scum with a mop and throw it away to make broth transparent, but as it turns out this noise-protein, the same meat, I ask, why transfer the good?)
I couldn't find anything in your link about the thesis other than the first 3 pages... Could you attach it here? It's just that if you're so "hooked" on Kagi and Renko, you must have somehow painted yourself with concrete examples about the usefulness in market analysis... You can't keep it all in your head, can you?
What exactly about probability do you want to read?
I don't know if I have the right, let me send you a message.