Impulse - page 45
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Where to go?
You can't do it without ftp?
Yes, there is no way. I don't have the ability to keep a local terminal on 24/7, so collecting ticks on shared hosting and sending them via ftp is a good option.
Yes, there is no way. I don't have the ability to keep a local terminal on 24/7, so collecting ticks on shared hosting and sending them via ftp is a good option.
A pulse filtering system is needed.
You need a pulse filtering system.
Where is the impulse? Understand that what you see in the past - when looking at the picture of bars and what is happening at this particular moment with the price - is not the same thing at all.
For your picture - please give me tick data.
Good evening, Vladimir
"Understand that what you see in the past - when you look at the picture from the bars and what is happening at this particular moment with the price - is not the same thing at all. "
On historical data studies and modelling of different situations are carried out - the aim is to find an analogy (history repeats itself) , I lay out the "price moments" that I think you can pay attention to (within the branch),
And I note that the definition of impulse has not been formed yet and any variations have a place (with the exception of outright nonsense).
I wrote that I don't have a tick collector and I am guided by the "spread", but it's good that you have one, in the sense that if there were 50 people here with tick histories a "one-sided view" or one-sided approach would be formed.
Good evening, Vladimir
"Understand that what you see in the past - when you look at the picture from the bars and what is happening at this particular moment with the price - is not the same thing at all. "
On historical data studies and modelling of different situations are carried out - the aim is to find an analogy (history repeats itself) , I lay out the "price moments" that I think you can pay attention to (within the branch),
And I note that the definition of impulse has not been formed yet and any variations have a place (except outright nonsense).
I wrote that I don't have a tick collector and I am guided by the "spread", but it's good that you have one, in the sense that if there were 50 people here with tick histories a "one-sided view" or one-sided approach would be formed.
tics and only the IMPULSION on their basis is considered here. Everything else is offtopic.
Have you read the branch in full?
It has already been written about it - and solved the issue. Start reading it from the beginning and you'll understand which pulse we're talking about.
Good evening, Vladimir
"Understand that what you see in the past - when you look at the picture from the bars and what is happening at this particular moment with the price - is not the same thing at all. "
On historical data studies and modelling of different situations are carried out - the aim is to find an analogy (history repeats itself) , I am laying out "price moments" that I think you can pay attention to (within the branch),
And I note that the definition of impulse has not been formed yet and any variations have a place (with the exception of outright nonsense).
I wrote that I don't have a tick collector and I am guided by the "spread", but it's good that you have one, in the sense that if there were 50 people here with tick histories a "one-sided view" or one-sided approach would be formed.
Impulse, as I understand it, is a unidirectional movement of a currency pair's rate per unit of time. Naturally, the smallest unit of an impulse is one tick. Therefore, most of the traders' developments lie in the plane of studying the structure of ticks in a minute, five minutes, or non-standard timeframes: two minutes, etc.
2. Is it possible to calculate momentum for a certain period of time without averaging the results over past periods of time?
Unfortunately, to automate the process of working with impulse, in any case, it is necessary to take the previous data as the basis of counting. But it all depends on the approach.
3. A strategy for working with momentum.
Personally, I use the probabilistic approach to determine the beginning of an impulse. Unfortunately, so far I haven't managed to find mathematical regularity in the structure of ticks on M1, so I have to use rough methods of observation. For example, an impulse is highly probable after price exits a flat, etc.
I will be glad to read other thoughts of practicing traders on this topic.