Direction of the subsequent tick

 

Good afternoon!

It may have been discussed, the topic is not new.

Colleagues, puzzled by this question.

What will be the probability of the direction of the next tick (up/down) depending on the direction of the previous tick.

In my mind, the probability that after the previous tick up, getting the next tick down will be higher than getting a tick in the same direction.

Has anyone done any research in this direction?

 
promtovar19:

Good afternoon!

It may have been discussed, the topic is not new.

Colleagues, puzzled by this question.

What will be the probability of the direction of the next tick (up/down) depending on the direction of the previous tick.

In my mind, the probability that after the previous tick up, getting the next tick down will be higher than getting a tick in the same direction.

Has anyone done any research in this direction?

There are all sorts of ticks. On 4 marks it's easier to predict, but on 5 it's probably impossible.
 
promtovar19:

What will be the probability of the direction of the next tick (up/down) depending on the direction of the previous tick.

In terms of probabilities, it is 0.5.
 
and if predicting a return, 1.
 
In MQL5 there is a tick history, a script to calculate probability is written in 30 minutes and $3 )))
 
promtovar19:

Good afternoon!

It may have been discussed, the topic is not new.

Colleagues, puzzled by this question.

What will be the probability of the direction of the next tick (up/down) depending on the direction of the previous tick.

In my mind, the probability that after the previous tick up, getting the next tick down will be higher than getting a tick in the same direction.

Has anyone done any research in this direction?

I have done such research. Deviations will be about the same as in random walk, i.e. about 50% +- margin of error.
 
Yuriy Asaulenko:
In terms of probabilities, it is 0.5.

Not exactly, there is a regression to the mean.

 
Alexey Volchanskiy:
In MQL5 there is a tick history, a script to calculate the probability is written in 30 minutes and $3))
You're missing out on something, $20 minimum.
 
Evgeny Belyaev:

Not really, there is a regression to the average.

What is "going towards" what?
 
promtovar19:

Good afternoon!

It may have been discussed, the topic is not new.

Colleagues, puzzled by this question.

What will be the probability of the direction of the next tick (up/down) depending on the direction of the previous tick.

In my mind, the probability that after the previous tick up, getting the next tick down will be higher than getting a tick in the same direction.

Perhaps anyone has done research in this direction?

50/50 with a large enough sample.

For small samples, it's up to God's will

 

In 4-digit quotes, the probability of determining the direction of the tick is higher.

Because I can analyse price behaviour from a 5-digit quote where there is already much more information about the price.

But the provider should be of course the same.

Only the sense is in it. The spread is larger than the tick.

Reason: