Once again, it's about the eternal: trend/flat. - page 3

 
Alexandr Bryzgalov:
arbitrage
Without the spread, arbitrage would be very profitable.
 
Дмитрий:
Any statistics?
Honestly, I wanted to, but didn't see much point in it.
 
Uladzimir Izerski:
Honestly, I wanted to, but didn't see much point in it.
When you do, you'll see that it doesn't make much sense at all
 
Uladzimir Izerski:
The Flat itself is a corrective movement, but at the same time it may be a continuation of the trend, or it may be a reversal. It all depends on other factors affecting the price. Usually a strong move is preceded by a prolonged flat, it is indisputable.

This is all conjecture, i.e. it's all in the balance, with no concrete statistics.

Here I have given an example in concrete numbers of how the time filter is applied, this is concrete.

 
Дмитрий:
When you put it together, you will see that this is not the case at all.
It all depends on what values to take for comparison, TFs have to be taken into account, eachTF has its own limits. Have you done such an analysis? It would be interesting to have a look if it's not a secret.
 
Alexandr Bryzgalov:
arbitration

Any other examples?

 
Uladzimir Izerski:
It all depends on what values to take for comparison, the TF has to be taken into account, each TF has its own limits. Have you done such an analysis? It would be interesting to have a look, if it is not a secret.
The size of the flat channel does not matter. It is the nature of the movement that matters. We agreed that we regard TFs in the context of one TF (my first post). Otherwise we will inevitably get into useless polemics about the sense of being and "fractality" of the market.
 
Uladzimir Izerski:
It all depends on what values to take for comparison, TFs have to be taken into account, each TF has its own limits. Have you done such an analysis? It would be interesting to have a look, if it is not a secret.

Did. On one instrument for M30 over the year.

The highest correlation coefficient between the length of the flat and the probability of a "big candle" was less than 20%.

 
Andrey Dik:

This is all conjecture, i.e. it's all in the balance, with no concrete statistics.

Here I have given an example in concrete figures of how the time filter is applied, this is concrete.

Listen. Your declared specifics are night - day time range, but it doesn't take price into account at all.
Andrey Dik:
The size of the flat channel does not matter. What is important is the nature of the movement. We agreed that we are considering TF in the context of one TF.
I'll add. What matters is the nature of the movement in a particular timeframe. The TF is not that at all.
 
Andrey Dik:

Any other examples?

Carry Trade