The best solution for a scalper's entry
Alexey, I doubt it very much. As far as I understand, there are very few people here who approach price data as a signal with interference (if at all).
I've seen a couple of scalpers who may be using this approach. But on the whole I agree, I'm almost alone here.
"...with different durations in seconds... "
Every broker's tick quotes are like fingerprints, they don't look alike to each other... a worrying subject
"...with different durations in seconds... "
Every broker has tick quotes, like fingerprints, they don't look alike... a strange subject
Firstly, it's not so, long time ago I was comparing three brokerages. In the second place, what sorrow is it for me? My trading will be done with brokerage companies according to their quotes, not by other ones.
I am now testing some new approaches for opening a scalper trade. Now several filters are being calculated (we can consider it a variant of MA) with different durations in seconds.
I have found by experiments that quite a successful entrance is calculated as a difference between curves of several filters exceeding a certain threshold. I add also filter curve slew rate. And then I'll try double filtering - forward and backward, as it should eliminate delays. Although, it's not clear what will be the accuracy.
The output signal works on the same principle. Has anyone done such a thing?
First of all, it's a good idea to decide what kind of scalper it is. I personally classify my robots as channel scalpers that work on rebound to the inside of the channel, although they sometimes work during the day.
This may be a trend scalper and you may correctly enter the market when the price accelerates in some direction but exit assumes that the price will not go further and the acceleration does not matter.
First of all, it would be nice to define the type of scalper. I personally classify my trading robots as channel night scalpers that work for rebound into the channel, though they sometimes work during the day.
So I detect levels where the price reversal is likely to occur and I roll there. You may be a scalper by trend and you may correctly enter when the quote is accelerating in one direction but exit assumes that the price will not go further and the acceleration does not matter.
Mine works for acceleration and within channel limits. And I exit when the acceleration falls below the set threshold. That's it in a nutshell.
First of all, that's not exactly true, I was comparing three DCs a long time ago. Secondly, what sorrow is there for me? I will trade with brokerage companies using their quotes, not someone else's.
I compared 10 brokerage companies and I did not see such a difference.
This difference is a blessing and trades in no time at all.
For the one that has a higher price you sell and for the one that has a lower price you buy.
Is it ticks, 5 signs?
I was comparing 10 brokerage companies and did not find such differences
Such a difference is for luck and trades at a stroke.
The higher one sells, the lower one buys, the strategy is simple.
Yes, ticks and 5 digits.
Yes the difference is small, 10 pips on a 5 mark and it's not that simple, buy and sell
and these charts are from 4 years ago, left in Matlab
and then to roll the difference back and forth with the depo...
Has anyone done this?
Did. Till about '14, '15. Works fine. Got away from it directly, but the experience is still in use today.
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I am now testing some new approaches for opening a scalper trade. Now several filters are being calculated (we can consider it a variant of MA) with different durations in seconds.
I have found by experiments that quite a successful entrance is calculated as a difference between curves of several filters exceeding a certain threshold. I add also filter curve slew rate. And then I'll try double filtering - forward and backward, as it should eliminate delays. Although, it's not clear what will be the accuracy.
The output signal works on the same principle. Has anyone done such a thing?