From theory to practice. Part 2 - page 120
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OK. I'm all ears. Unveil the mystery of thinning. As for"No one works with M1, M5 etc. ", that is a very strong statement. A.G., for example, works with M1, M5 and M15.
Well, he doesn't have a grail either. There is only something that steadily earns up to 20% per year. He's a strong mathematician, though, no question.
I just want the Grail and nothing more.
I will write an article about thinning on SL and then - I will think about it. After all, this is one of the Seven Keys. You have to be careful here.
and can I ask you a question?
but higher up, e.g. M30 etc. - why doesn't it work?
A.G. once answered this question. He analyses M1 for entry accuracy, but his effective timeframe is significantly higher. I don't remember now, I think it's a few hours.
you may not have seen all the pictures
but you have ;)
Only one nuance h deals were opened not simultaneously but with an hour interval. And this is not a triangle)
actually,with a difference of a second.
defeating the triangle has opened up the secrets of quoting like a mother....
;)
Alexander_K2:
I'll write an article on thinning on SL.
OK. We'll read it.
What's not to cover here?
Why did you create this thread?
Why did you create this thread?
Do I know?????!!! Out of my mind. I was bored.
Generally, when we speak about applicability of the "root of T" formula to random processes, first of all, we mean the Brownian motion. J. Perrin measured positions of Brownian particles every 30 sec. and in Mendeleev library they do it every 10 sec. It doesn't change the essence of the matter. After all the Brownian particle is in the process of continuous collisions with surrounding particles. The time between collisions is infinitely short. This is not the case in the market. Tick quotes have well-defined time intervals between them, which have a strictly defined probability density and which cannot be replaced by a uniform reading.
one thing is strange.
At the Moscow Exchange, for example, one of its generals used to say:
"we calculate the price once a second"
and I'm thinking - how can it be if the price is the same everywhere?
When thinning ticks youshould by no means eliminate local extrema that correspond to movements greater than a certain predefined threshold. If we thin out ticks till the extremums are the only ones left, then we will obtain a zigzag - our old friend)
But you saw, Shura, saw - they are graceful)
Generally, when we talk about the applicability of the same "root of T" formula to random processes, we first of all mean the original source - Brownian motion. J. Perrin measured positions of Brownian particles every 30 sec. and in Mendeleev library they do it every 10 sec. It doesn't change the essence of the matter. After all the Brownian particle is in the process of a continuous number of collisions with surrounding particles. The time between collisions is infinitely short. This is not the case in the market. Tick quotes have well-defined time intervals between them, which have a strictly defined probability density and which cannot be replaced by a uniform reading.
I do not need to say here, that Hearst is a degree at T. And direct changes confirm the hypothesis: for a wide range of instruments for a wide range of timeframes Hearst is close to 0.5, as for SB. And apparently it does not depend on the distribution of tick intervals. And again it is too much to say that it is impossible to earn systematically on SB. Actually, the question is whether thinning the ticks will change Hearst on a higher scale. My hypothesis is no.