You need an indicator that reflects the price in operating time. - page 5
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Here you are only talking about cycle amplitude. But there is also the concept of frequency and phase for the cycle. What is your approach to defining these two quantities + if you don't mind, what is meant by cycle rank? (I'm just going by the notion that any cycle has Amplitude, Frequency, Phase). Do you rank them somehow. Most likely, if I understand correctly, you are getting some kind of rank statistics. How do you determine the rank and what do you mean by that?
I can only say that most of the data you think about ceases to matter, you don't have an analogue receiver, your receiver is digital with big uncertainties, which you can't avoid, which means that amplitude frequency has no meaning at all, at most you can use only cycle time, which may not really exist, you must discard data you can't use, even if you really want to :) Entry time, entry price, upper price, lower price, volume and that is all you can use from the cycle. An element can be composed by many ticks and many similar elements, the rank is determined by the volume of the price, these elements are composed by ticks as well as by lesser ranked elements, do you understand?
What does 100 thousand ticks have to do with it? If you mean what I want, 100 ticks is enough for me, but the time interval between them should not be 1 min. That's why I'm trying to gather information from different data providers (your idea of server time and tick time may be useful). And about your funnels I looked at what you wrote here in various threads. Earlier you made it clearer. For funnel recognition I would recommend to read the theory of pattern recognition, which would determine whether the funnel is going up or down.
I wrote about it a long time ago, much has been discarded for lack of use in reality, but much remains, I also wrote that the approaches do not change over time, approaches are improving, you need to focus only on those data that you can find application, and discard prejudices.
Not only that, but to check all the things I wrote about earlier, the capabilities of the terminal are not enough.
Here you are only talking about cycle amplitude. But there is also the concept of frequency and phase for the cycle. What is your approach to defining these two quantities + if you don't mind, what is meant by cycle rank. (I'm just going by the notion that any cycle has Amplitude, Frequency, Phase). Do you rank them somehow. Most likely, if I understand correctly, you are getting some kind of rank statistics. How do you determine the rank and what do you mean by that?
I can only say that most of the data you think about ceases to matter, you don't have an analogue receiver, your receiver is digital with big uncertainties, which you can't avoid, which means that amplitude frequency has no meaning at all, at most you can use only cycle time, which really shouldn't exist, you should discard all the data you wouldn't use even if you wanted to:) Entry time, entry price, upper price, lower price, volume and that is all you can use from the cycle. An element can be composed by many ticks and many similar elements, the rank is determined by the volume of the price, these elements are composed by ticks as well as by lower ranked elements, is that clear to you?
Unfortunately, you use incomprehensible terms (like frequency of amplitude, etc. You have been already hinted that there is no tick cycle, and the market seems to be different (you see not what I see). And most likely you don't understand why I need ticks with such a high density in time (number of ticks per time unit). So that you don't guess here I wrote about it in more detail 'Random Flow Theory and FOREX'.
Good luck with your research.
Specificity of this question, will not allow you to do all that you have written about, with the same success as you wrote in your posts, I can think about it and we again begin to divide into those who have already passed this unfortunate section of the road and those who are only in the awareness of this path, I go to that path to which I came not because I wanted to go this way, I wanted much more, but because, on this path I learned to work with data and feel the result, all your efforts in the end will be given to filter distorted data and in the end,
Good luck with my development and good luck with your research:)
xnsnet
There is a very interesting science metrology and even there is a profession called metrologist, so they know how to work and process data and not "feel the result". And 99% of what you've written here (in this thread) is completely incomprehensible, because you made up terms and can't explain them properly.
I have no doubt that you can process data that is distorted to such an extent that it is nothing more than signposts on a straight road, and signposts pointing to the forest:)))
xnsnet, do you take a mechanical approach to trading - using MTS, or do you trade on instinct - intuitively perceiving the market?
I try to come to mechanised trading where clear decisions can be made by MTS:) And I trade based on the data that should be used in the AI of this MTS, intuition is the use of data, only without a logical explanation of how it happens, I understand it and try to implement this intuition:) I guess if I had never paid attention to the tick chart, I might have stuck to the standard ways, but the chart was there and was a reason to think :) The cause, accompanies the consequence, and the consequence of this approach comes out of an intuitive framework, which is based on what you and I are talking about in this thread, or at least I was talking about:) I try to avoid excesses in the market, because from personal experience it can lead to errors, efforts lead to monthly profits, and sometimes are accompanied by long pauses, you need to work through the idea down to the smallest detail, that's why I need MTS, I do not like to follow the market events, it is very expensive both in time and for the soul, the human factor.
I'd like to hear you answer a similar question:)
I apologise to Sergei - the author of this thread - for possible flooding - but I found some of the things xnsnet mentioned interesting. Unfortunately, I have insurmountable difficulties in understanding xnsnet's style of presentation. Prival's attempts to "force" the author to speak in a common language were unsuccessful. I will try to understand the meaning of what xnsnet wants to convey through a deeper and more careful reading of his posts. This one for example:
Я стараюсь придти к механизированной торговле, где четкие решения смогут приниматься MTS:) А я торгую на основе тех данных, которые должны быть использованы в ИИ этой MTS, интуиция - это использование данных, только без логического объяснения, как это происходит, я понимаю это и стараюсь реализовать эту интуицию:) Наверное, если бы я никогда не обращал внимания на тиковый график, я бы возможно и придерживался стандартных способов, но график то был и был повод для мыслей:) Причину, сопровождает следствие, а следствие такого подхода выходит из интуитивно осмысленной основы, которая сделана на том о чем мы с вами говорим в этой теме, ну или по крайней мере я говорил:) И не смотря на заблуждения я провожу сделки очень редко и так же редко снимаю профит, стараюсь избегать буйства на рынке, так как по личному опыту это может привести к ошибкам, старания приводят к месячным профитам, а иногда сопровождаются длительными перерывами, требуется проработка идеи в плоть до мельчайших деталей, именно поэтому и нужна MTS, следить за событиями на рынке я не люблю, это сильно накладно как по времени так и для души, человеческий фактор.
I would like to hear an answer to a similar question from you as well:)
Here's what I got:
I am a proponent of automation of the trading process as I believe that clear decisions should be made in the market. Intuition is the use of data without logical explanation, of course I understand it, and I try to formalize the process of intuitive decision making as much as possible. The observation of tick information makes us move away from standard analysis methods, provoking us to think once again. The cause begets the consequence, and the consequence of the approach which (intuitive basis) we are talking about in this thread, or at least I said - is obvious... I make trades very rarely, and consequently just as seldom take a profit. Mistakes are not excluded. I try to avoid excesses in the market, because I know from personal experience - it may lead to errors! The set of rules I mentioned leads to stable profits, while long pauses in trading are inevitable - the concept needs to be fine-tuned.
I believe MTS is necessary because it is not possible to monitor market events fully - it is psychologically difficult and costly both in terms of time and in terms of introducing uncertainty into trading due to the "human factor".
xnsnet, have I misrepresented your point much?
P.S. I am a staunch supporter of MTS.
P.P.S....Effort leads to months of ... and sometimes accompanied by long interruptions, requires elaboration ... into the flesh ... :-)
This is what I got: ........................................................ .... ....