"Miracle", "digital" "group" movement indicator - page 16
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What do you mean why?
From your post the reader may get the impression that DTs pass the quotes through a filter (they control frequency of ticks receipt by the terminal) after which the information will come to us with a delay necessary for DTs, so we mortals do not get the right information or the information is received but hidden and we should not fight it. I do not agree with this. And why am I not right after all this?
No, you're wrong. There are no true quotes. The DC receives a whole stream of quotes from different vendors, and atany given time there may be a quote that differs by 2-3 spreads.
God only knows how the brokerage company filter works. And why do you need to know God's plan? What use do you hope to get from it?
And what quotes will the brokerage company show - an average or above (below) the average and why? And if it gives an averaged quotation for one instrument, and arbitrage will become possible for another instrument, then it will not give an averaged quotation for this other instrument, but it will give a quotation higher (lower) than the average (but within certain limits). And what will happen, if arbitrage threatens to continue? And how can we obtain an average true and not an overestimated or underestimated quote?
I don't know. The information on the filtering algorithm is closed.
After that the information will come to us with a delay necessary for broker, so we mortals do not get the right information or the information is delivered but covert and we do not need to struggle with it.
Blue is just you speculating. I did not say that. I can only point out that too much latency is bad for this particular brokerage company, because traders with lower latency data may play against it.
Look carefully at this thread - https://www.mql5.com/ru/forum/102066 and especially at the big post of Renat on the 9th page of this thread.
I don't know. The information on the filtering algorithm is closed.
Blue is just you speculating. I did not say that. I can only point out that too much latency is bad for this particular DC, as traders with lower latency data can play against it.
Carefully read this thread - https://www.mql5.com/ru/forum/102066, and especially Renat's big post on page 9 of the thread.
This is a limitation and does not allow the DTs to absolutely jam the information.
Have you read the thread? Are you well aware that you will not get the information about the DC filtering you are interested in?
Up and down the line. But it can be minimized as much as possible.
You want to minimize it as much as possible (filtration).
strange wish.
Filtration does not increase emissions, it reduces them. Do you want to make more noise?
Xadviser:
One formula is sufficient. An approximate form is K1*K2*K3* ...*Kn = 1
Weighting coefficients are not needed, if you want to get a proportional result you can use lots of different size.
When it came to correlations, I gradually realized that this is the minimum balance - the actual value of the idea. And all these markets... sort of shrink... like absolute values when calculating the derivative.
No correlations, dependencies.
Has anyone tried to look at correlation from a slightly different angle? For example let's look at 2 pairs and try to look for cumulative correlation, we take the timeframe 1 minute, 2m.........60m...
and look for the total correlation from all Tf (for each minute - from each new minute determine the total correlation for each last minute, for the last 2 minutes....... etc. stop at 60 m)