Why is it that when TC becomes obvious to most market participants it stops working? - page 2
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Nothing simply works head-on.
It all depends on a lot of market conditions. The classics work best on large TFs, because large TFs absorb the most complete picture of the market.
The reversal according to Sperandeo has worked and still works. Everyone knows about it, but doesn't want to use it, because it takes too long to wait, and as Mr. Vorobyaninov used to say - we want to hurry up...
So what? Stop repeating other people's nonsense. The market does not really care what you use.
It's been tested a hundred times already. The same classics work exactly the same on the ancient shaggy quotes as they do on the modern ones. The stats are twins. And the rest is the same.
The reason is "stops working", which of course everyone does. Our life itself is a wavelet. Or a noislet, if you like. ))) But everything repeats itself. True, with variations. And the point is - everything has its own context. The same TS, which everyone knows and does not work at the moment, may start working so breathtakingly.
Bottom line: nothing works, but at the same time everything works. Everything has its own moment. Amen.
I don't get it. Is it a trader's positivism? Or is it agnosticism? :-)
IMHO, before answering the question of the topicstarter, I would personally think about who is winning and who is losing in the market. You could even already: what is the ratio of those and others ? Hardly anyone would argue that the majority wins. And if not the majority, then definitely the minority. Coupled with the "everybody can't win" axiom, it is makes to conclude that the TS used by the majority in the market will inevitably be a drain.
Undoubtedly, this conclusion is purely phenomenological, not concerning the causes of the phenomenon, and therefore given without proof. From this, however, its significance is no less.
And in order to supplement it with evidence, it is necessary to dig into the causes, the mechanisms of market functioning, its driving forces. But is it really necessary, if the general conclusion is already clear?
That's exactly what I was expecting someone to write, because a lot of people think so. I don't really understand why...
Suppose everyone (or should I say the majority) trade with the same system, they get a buy signal, they buy, what happens to the price? it gets even higher... so why would their deposits suffer? they were actually playing for a rise...
Provocateur! )))
Yeah, well, I'd rather assume the opposite - the more people believe and use it, the more likely it works. They believe, say, that correction will be at 38,2, then everyone will start to move there. Or they start to sell from the OverBought area - you cannot help asking yourself, would they sell if no one knew or used RSI or other oscillator? )))
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Nothing to argue about. Take the historical data and run it in the tester. Am I talking to the woods? I'm telling you it's the same. It didn't work with a similar drainage statement then, and it doesn't work now. Or it works, if you adjust it, with the same pleasing to the eye result.
Vedihin's revelation on CRUFM
I know that maybe six months ago we had two most popular experts: Fapturbo and another one (I forget his name). So Fapturbo often traded at night, and then several thousands of clients simultaneously opened positions for one instrument of different volume at approximately the same time (within several seconds). There were currency swings up to 100-150M and we had to cover on the thin market, the market would move by a few pips for one or two minutes. It was fun to be in the office at that moment and hear the alarming sounds of alarms (that the skew was too big) and the shouts of dealers who were collecting liquidity in the market by the crumbs. It was fun to watch the bank terminals go grey for 10-15 seconds (non-trading prices), spreads widen, and only 30-60 seconds later everything was back to normal.
RomanS: Почему когда ТС становится очевидна для большинства участников рынка она перестает работать?
Because most can't make money, as money doesn't come out of thin air on forex, only from those who lose.
Because most can't make money, as money doesn't come out of thin air on forex, only from those who have lost.
In theory... everyone opened in a buy, with a p.p. 100 pips. The price went up sharply by 150 pips and it is natural... because in such a buying rush it would jump to 300 points.
So it turns out that everyone's tp is going to work. ???? Did everybody win?
Why do TCs stop working over time?
Who has any thoughts on this subject?
What makes you think that? Did MAD or stoch work before and now they don't? Or did xy dividers used to work and now they don't?
If we are going to say so, then it would be logical to ask: what TC "used to" work, and now it's stopped.
It's also worth defining the "before" parameter.
I, for example, use rsy and stoch in my system and haven't noticed that they stopped working in 5 years.
p.s. Maybe I misunderstood the author of the thread?
p.p.s. I don't believe that forex traders, with their paltry volumes, move the market.
What makes you think that?
I didn't decide anything, by the way... I, on the contrary, don't think so, let me explain:
In this thread https://www.mql5.com/ru/forum/126941/page2 Nikkel said "Consequently, any TS can make a profit only if it has not become public domain."
in this regard, decided to check, but many people think so? so initially called the branch "Why TS stop working with time?" but after Peter's (Svinozavr) arguments and vasya_vasya statement "because it becomes obvious to most market participants. " decided to formulate the question differently. And the truth is somewhere close by...
p.s. I don't believe that forex traders, with their minuscule volumes, move the market.
Theoretically... everyone opened in a buy, with t.p.s. 100p. the price jumped 150p. and that's natural... because in such a buying rush it would jump to 300 pips.
So it turns out that everyone's tp is going to work. ???? Did everybody win?
buy order is satisfied by the seller and vice versa the sell order is satisfied by the buyer...
If all or most bids go straight up and buy everything that was sold (i.e., the purchase will not take place at the market price, they will buy everything at this price and everything in the pending sale bids at a higher price), then the sale is unlikely to be enough for all, i.e.As soon as the bids at this price are over Ask will go up to new deferred bids (nothing about bid, he won't even budge), and ideally after such a massive buy we'll just get the Kalasal spread. And until this demand stops - and new bids begin to appear - the Bid will not move. But in a usual market, the spread is characterized by approximately the same rate of filling from both sides, i.e. it turns out that those guys who managed to buy at the beginning of the rapid demand will be + + +, and those at the end of the demand will be minus.
(There are lots of grammatical mistakes in the lexicon, and the notion of bid and ask relative to the trader was also used, i.e. Bid is the price at which they can buy back his volume)
By the way, it is like that on the interbank, there is no spread there, there's just a market with bids where you choose what to buy.
That's why you shouldn't enter the market with order of some billions, because while executing a deal asc will run away and the main volume is opened in the most profitable places (higher, more expensive) and after the order is executed, spread will quickly taper off somewhere in the middle of its spread and the position will turn into a bad loss.
Spread is what in idialny condition should be equal to one minimum price fission, because if it is 0 - then the buy and sell order satisfies itself and they are triggered instantly (why else would you look for other buyers and sellers when they have already found each other), so where the volume is greater, that will remain.