Tics: amplitude and delay distributions - page 2

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It looks different for everyone, for some it's a bump in the road, for some it's an event in the aftermath:) You can't know for sure, because you don't have exactly that clean data, but you have filtered information, it's not hard to draw conclusions, of course tics stop mattering:) Compare anything more appropriate e.g. used in medicine, research etc. The most common source of data for event analysis.

 
The notion of clean data as applied to ticks is also an abstraction, and quite subjective. Somewhere here Renat demonstrated the data flow from those brokers and banks from which MQs get their information ('Standard fallacies in trying to trade in noise (was 'Nightmare on MT4 street')', I found it). There is no net price at any given point in time, although there is some narrow range on the order of two spreads. Already in order to get any tick history in the form we have got used to it (as a function of time), the information must be filtered. And if it were not necessary to filter, then there would have to be a single Forehair Master, which sort of does not exist.
 
Yeah, well, I'll keep watching:) But what I've seen hasn't changed my mind at all:) On the contrary:)
 
xnsnet:
And in general I still don't understand what requote means in tick language, it always seemed to me that it is expressed only in the offer of another price by the broker, not in the fabrication of data by the broker, some people bring this information in such a way that it seems as if it changes the tick, that is tick stamps, time and price. So that's what's stupid here, can anyone elaborate? The same question, is anyone involved in the fabrication of ticks data, of brokers, in general, that is, is it possible for non-existent ticks to appear? As far as I understand it, no, otherwise it makes no sense... It can be used against the broker in no time at all.
You still don't understand where ticks come from .....

They are "fabricated" by all brokers without exception.
Otherwise where do they (ticks) come from?
This is not the stock market.

There are no operations between two clients of brokerage companies (like on the stock exchange).
The client always trades with the broker, and the broker sets the price.
This is the price that your broker sets at the moment - this is the TIC.

If you or some Tomcat asks the broker for the price of the instrument,
the broker "fabricates" the price and gives it to you and all the other clients.

In this case, the TIC (quotation) itself does not mean that a trade has been done at this price.
It is simply a request for a price from the client, and the broker forms and issues the price.
The client could then refuse and not make a trade.

The re-quote is just the repeated issuing of a quote, if the price announced by the broker earlier does not satisfy the client.
Therefore executing orders on the market, as many claim, is a trickery.
You have decided to buy, and the broker can always say that the price is out of date and requotes you (upwards),
and after a couple of seconds Vasya decides to sell, and the broker also requotes him downwards .....
As a result we see "fluffy" quotes from such a broker :))

How a broker "fabricates" a quote is his own business.
If he starts shifting prices a lot, clients will walk away from him,
if he starts lagging a lot, clients will find a way to shoehorn him in and undress him.
All this forces the broker to stick to indicative quotes and not to deviate from them too much.
That is why at the quiet market the quotes of different brokerage companies are very close, but still they are different.
And in exceptional cases, for example due to the news, the broker can shift the price by dozens of pips.

Where do indicative quotes come from?

There are several news agencies that have agreements with large brokers and banks and buy quotes "made-up" by them. They can then process them, filter them, smooth them etc. and then sell this processed, consolidated stream of quotes to their clients, of which there are thousands and tens of thousands. You can subscribe too, it usually costs around a hundred quid a month. These quotes from informational agencies are called indicative. They are used by all brokers as a base for preparing their quotes.

The moral of this is:
- There is never, at any moment, a true price.
- There is nothing to filter quotes because there is nothing to filter (no true quotes).
- Every DC fabricates its own quote stream.
 

OK, do you see how it can be used? Apart from knowing enough about it. Which of these do you state? Finally feeling like a lamer, finished:)

 
xnsnet:

OK, do you see how this can be used? .....

I do.

Knowing this can save yourself a lot of time without wasting it on silly things... :))
I don't know any other use for this knowledge... :)
 
Well I'll at least try to follow your advice, in case I can not hold out, by chance:) But I think that not just thinking about whether or not it is worth it, for now I will stop at the fact that not to invent such server products, in the sense of stupidity:)
 
Mak:

The moral of what has been said is this:
- There is never, at any point, a true price.
- The DCs never filter quotes because there is nothing to filter (there are no true quotes).
- Each DC fabricates its own stream of quotes.

Tell me, Mak, judging by your information I dare to suggest that maybe you can outline the scheme (stages, ways, etc.) of money movement in the OTC Forex market?
Like: client -> client's bank -> broker's bank -> broker -> ?
And vice versa: ? -> broker -> broker's bank -> client's bank -> client's bank.
Is there anything under the question mark or even further?
Unless of course you consider that the client's only source of income is the same client, but with less knowledge, reaction, deposit, luck, etc.
And the fact that the main and in most cases, the only source of income for the brokerage company is both clients - I think there is no doubt about it.
 
I don't really understand the question ...
The question is, where is the source of income and the consumer of income in forex?

IMHO, 100% of the source of income is forex clients (and banks),
IMHO, 90-99% of them are individuals ...

100% of the customers are infrastructure ...
Not only brokers, but analysts, news agencies, programmers (MetaTrader for example :))
System-writers, gurus publishing books about how to make a million on Forex, etc. etc.
I am also part of this industry, I also get a little money ... :)

If you are interested in how the world of Forex, search for the author, I have described it several times here.
I do not want to repeat everything again ...
 
Mak:
I don't really understand the question ...
The question is, where is the source of income and the consumer of income in forex?

IMHO, 100% of the source of income is forex clients (and banks),
IMHO, 90-99% of them are individuals ...

100% of the customers are infrastructure ...
Not only brokers, but analysts, news agencies, programmers (MetaTrader for example :))
System-writers, gurus publishing books about how to make a million on Forex, etc. etc.
I am also part of this industry, I also get a little money ... :)

If you are interested in how the world of Forex, search for the author, I have described it several times here.
I do not want to repeat everything again ...

So in your humble opinion (thanks for sharing) 100% of income consumers on forex are not forex clients (and banks)?
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