Market theory - page 278
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We're waiting! (All that matters is to keep your head sober. )) I had a little too much to drink yesterday.)
Posted. No need to wait, you can look :-)
Where is he? Can't see it.
I'll drop you a line.
I still have a lot to clarify and understand about the behaviour of the market price P (red line). For example, why did it show the top of calm when the current price of CD dropped sharply and only started to behave actively now? Essentially, the downward hike was orchestrated when the market was stable in terms of supply and demand https://www.mql5.com/ru/charts/4410181/eurusd-m1-e-global-trade.
On the other hand, the market price is behaving actively on M5 with a hindsight (sample size) of 20:
Hi Yusuf!
This downward spike is an indication that the market is in a buying mood. Then the eurodoll is about to fall.
Hi Yusuf!
this hairpin down - says that the market is in a buying mood. Then the Eurodoll is about to fall.
The Bears may be preparing a strike on the Bulls. But, on H1 the Bulls are coming down to take hold of the price. Take a look at the chart, it looks like the market, when the volume accumulates, it resets (indicator below) and only then the price continues to move in the same trend, i.e., up https://www.mql5.com/ru/charts/4410331/eurusd-h1-e-global-trade.
I have been watching Yusuf's games for a long time, and I will say this: Yusuf feels the true path, but cannot articulate it.
He is bogged down in (what he thinks are) the "physics" of the market. All these ideas about who buys what, what profits will be made when demand changes, elasticities, and so on, are all empty.
Just like a zoo of leopards and other crocodiles.
The problem statement needs to be more general. We need new knowledge in DSP (digital signal processing), namely, synthesis of a digital filter, with better than known characteristics. With less lag and more smoothing. Ideally (considered impossible by most people, but there is no strict evidence of impossibility for nonlinear algorithms) - non-lag filter (by a word filter I mean a reduction of the sum of first difference modules on an arbitrary time interval).
That said, it should be pure mathematics. Regardless of whether it is the market, terrain, sound, temperature fluctuations, or what. The physical nature of the signal is not important. The only mathematics that matter is the smoothing with minimal (almost zero) lag.
Accordingly, when Yusuf starts playing games with hyperbola equations, it is already a mistake. His thoughts on the relationship between supply, demand and prices are hollow. The algorithm should "know" nothing about demand, prices, and so on, it should bluntly filter the signal - be it a coordinate of Yusuf himself (for which leopards are inapplicable).
Incorrect basis of Yusuf's ideas leads to the fact that his digital filters (probably good in general - I won't belabor the point) constantly have singularities, when values get lost in the middle of nowhere. Which makes analysis qualitatively difficult.
Yusuf - drop your zoo. Drop the wrong premise of "trade" analysis. Put the problem in general terms - implementation of signal filtering of any nature. Where there are no buyers and sellers.
Solve this problem - get everything.
And again (I suggested it before): Yusuf, if you are not a charlatan, you should be interested yourself - show results of filtering (your games are also digital filter) of simple model signals: step, sine wave, meander, sum of meander and straight line, etc. This will clean up your idea of what your filter is actually doing. And then you can apply it to the price chart.
I can help with that.