ATC without timeframe(TF) - page 6

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Alexander_K2:

In fact, I can tell you that tiki is a Pandora's box.

It is as clear as day that working with OHLC is a load of crap. Once again, an even reading of the market is inapplicable. Hence the billion strategies and millions of humiliated and insulted traders.

Working with ticks with reference to astronomical time, periods of trading sessions - that's the key to the solution. There you go!

Continuing on about OHLC - it's a very useful and technical thing.

"you don't like cats ? you just don't know how to cook them" :-)

Leaving aside fortune-telling on the Chinese Book of Changes and its reversal figures,
all the necessary data is present, just ignored by many.
The lion's share of the classical indicators is based on the following factors, averaging, summarizing, or trend showing their changes

To understand the market situation two candlesticks and something that shows the general trend (for example, MA) are enough.
In addition, you should remember that these are not abstract numbers, but the market and be aware of it.


 
Maxim Kuznetsov:

Continuing on about OHLC - it's a very useful and technical thing.

"you don't like cats ? you just don't know how to cook them" :-)

If you leave aside guessing from the Chinese book of changes and their reversal figures,
all the necessary data is present, just ignored by many.
The lion's share of the classical indicators is based on the following factors, averaging, summing up or showing trends

To understand the market situation two candlesticks and something that shows the general trend (for example, MA) are enough.
In addition, you should remember that these are not abstract numbers, but the market and be aware of it.


I would add - two H4 candles with the same number of ticks in them. Then OHLC makes rampant sense.

Just - shhhh.... It's - a secret!

 
Alexander_K2:

And I think time bars with the same number of ticks is the right solution.

In established trader terms, these are equivolume charts. This approach was investigated long ago. One. Two. Imho, it is far from being the worst way of discretizing the initial data stream. Along with Renko, Kagi, CW, Range Bars and other alternative methods.

 
Alexey Volchanskiy:

I just have a tick scalper but it uses a lot of maths. I was wondering what kind of crawl the ticks could bring when trading manually.

Purely as a sport interest, how many trades per day on average?

 
As with everything else, you need to know why you are using a particular sampling method. For example, I have a floating timeframe, from 1 minute to several days. The robot itself chooses the time frame to trade on. But this timeframe is not time-based, it is sampled using a special algorithm. At the same time, the market cannot do without discretization as the trades themselves are discretized. It's convenient to break each chart scale into certain periods. If you trade inside ticks, there is no sense to use another discretization. But trading inside ticks itself is not profitable because of the high overhead caused by the spread. In fact, on small scales you have to have a much higher probability of winning than on large scales due to the fact that most of the profit is eaten up by the spread and commission.
 
As much as I've thought about it, I haven't figured out how to work without sampling at all, like with an analogue signal.
 
Look for a Renko indicator
 
Maxim Romanov:
I haven't figured out how to work without sampling at all, like with an analogue signal.

You can't get away from sampling, but a suitable filter can help you get closer to an acceptable idealisation.

 
I would trade on ticks myself. But the problem is in the tester, there is a minimum of m1. How to solve this problem?
 
Kisolen:
I would trade on ticks myself. But the problem is in the tester, there is a minimum of m1. How to solve this problem?

Turn on"Every tick based on real ticks" mode in the tester.

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