Impulse - page 38

 

Teak density:Teak flow density, per minute

 
Karputov Vladimir:

Teak flux density:

yep not bad either. by the way, i read above about possible price direction being lost. have to argue - no it isn't. add up the difference in quotations of neighbouring ticks in pure form, accumulating the trend of the flow.
 
new-rena:
Yeah, not bad either. by the way, i read above that possible price direction is lost. i have to argue - no it is not. add up the difference of neighbouring ticks in pure form.

I don't quite understand. Suggests summing and then averaging (oscillator, EMA)?

 
Karputov Vladimir:

I don't quite understand. Suggests summing and then averaging (oscillator, EMA)?

by no means average. only the sign of the sum and its strength is of interest, i.e. the magnitude of the numerical value. get the strength of the flow and the direction of movement. the condition is a new flow per minute - the sum is accumulated again.
 
new-rena:
Do not average by any means. You are only interested in the sign of the sum and its strength, i.e. the numerical value.
But you still have to take the sum over a period of time. The tics are so twitchy - one up, one down.
 
Karputov Vladimir:
But you still have to charge for a gap. They are so fidgety - one up, one down.
You will still get either + or -. yes, you save for the same period of time, which you then have to optimise.
 
new-rena:
still get either + or -. yes, save for the same period of time, which must then be subjected to optimisation.

There's something about it:

The power of flow

Note, the strength of the flow has changed the sign from "+" to "-".

 
Karputov Vladimir:

There's something about it:

Notice the strength of the flow has changed from a "+" to a "-" sign.

perfect. that's exactly what it's supposed to do.

you have two super important values for deciding on a trade.

We put three parameters under the optimiser's press - flow strength, direction of movement, time period, and ticks.

When I wrote somewhere on this forum about Ohm's law, I got ridiculed. But I meant exactly this process. And it still exists as a variant of high-frequency strategy.

 
new-rena:

perfect. that's exactly what it's supposed to do.

you have two super important values for deciding on a trade.

The three parameters you put under the optimizer's press - the strength of the flow, the direction of movement, the time period, and the ticks.

When I wrote somewhere on this forum about Ohm's law, I got ridiculed. But I meant exactly this process. And it still exists as a variant of high-frequency strategy.

The more parameters, the worse the sensitivity of the system. After all, we are always trying to react to the consequence (the level of price change) rather than the cause.
 
Karputov Vladimir:
The more parameters, the worse the sensitivity of the system. After all, we are always trying to react to the consequence (the level of price change) and not to the cause.
Have you tried Doncian to loosen tics?