From theory to practice. Part 2 - page 121
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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 're grainy)
Instead of tico-tac, put in zigo-zigo-zig zig-zag.
;))))
The time between collisions is infinitesimal. This is not the case in the market. Tick quotes have quite definite time intervals between them.
One more observation. I think you are making a logical error here by saying that the time between collisionsis infinitesimal. I believe that it, this time, too, has a certain distribution. Only the scale of time is different, because the microcosm however.
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.)
I'm sawing. It's a bit heavy, of course. But the result, however anyhow, is still there.
You, Alyosha (or, I do not know, maybe Alexey Bat'kovich, some - because the training you clearly have) tied to suckers like secret'a and Doc. You look them in the mouth. Heh heh heh... Ugh. They're suckers! No education, no state. Hungry people. And so are you... Well, it's up to you...
I'm sawing. It's tough, of course. But there is some result, though.
You, Alyosha (or, I do not know, maybe Alexey Bat'kovich, some - because the training you have, obviously) contact louts like secret'a and Doc. You look them in the mouth. Heh heh heh... Ugh. They're suckers! No education, no state. Hungry people. And so are you... Well, it's up to you...
I looked at your score, Sasha. What can I say?
Maximum profit on the Aussie. I see. It's been sideways for months.
And the yen is down. Of course it is. It's trending.
And you say "thinning ticks" ))).
I took a look at your result, Sasha. What can I say.
Maximum profit on the Aussie. I see. It's been sideways for months.
And the yen is down. Of course it is. It's trending.
And you say "thinning ticks" ))).
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.
Why not) Take twolines parallel to the time axis and leave only the prices between them) It is only necessary to select these lines so that between them there are as many ticks as possible) Enjoy the resulting antipersistent series) If you suddenly want persistence, you can take two vertically extended sinusoids that coincide in period and phase instead of the lines)
In the subsequent real trading, we simply ignore the thrown out ticks)
I took a look at your result, Sasha. What can I say.
Maximum profit on the Aussie. I see. It's been sideways for months.
And the yen is down. Of course it is. It's trending.
And you say "thinning the ticks" ))).
Well, then show either your state or a diploma of education. Why are you wagging, along with your best friend, the secret'om? What the fuck?
The automaton says bluntly - he's a systems engineer, I'm a quantum physicist, Vladimir is a biologist, Alexey Ivanov is a quantum physicist... What the fuck are you doing all over the place?
where?
I can't without the author's permission (.
actually,with a difference of a second.
defeating the triangle has opened up the secrets of quoting like a mother....
;)
Well, then show either your state or your diploma in education. What are you and your best friend wagging for? What the fuck?
The automaton says straight out - he's a systems engineer, I'm a quantum physicist, Vladimir is a biologist, Alexey Ivanov is a quantum physicist... What the fuck are you doing all over the place?
"He reads the book, but sees the fig".
I'm not criticising the result. I'm saying it's a classic counter-trend. And thinning doesn't change the nature of the instrument.