That's interesting - page 27

 
Farnsworth:

You have intrigued me. If it is not a secret, not a commercial secret - show me what you write about and quote, all this beauty of philosophical thought. I also want to be in the role of Belinsky. Give me the opportunity, to be fair. I'd really like to see the "beauty of the game".

:о)

Sorry. That's not allowed. I'll just say that I was in your place, with integrals in excess storming the martingale. Now I pity that time.

But if you are interested in possible effectiveness of approach, which is similar to mine, or rather mine to theirs, I do not know - ask Avals, I think he is no stranger to it. Or here, a good example, the legendary Ataman. Or the good teacher Neo. Plenty of them in fact, just all are quiet, for obvious reasons. And the people in black who frolic on the Russian market - I don't even know them, but there are definitely people who understand.

 
hrenfx:

Graph based on COT data(source):


. There is an article on this website, on COT, from C-4. https://www.mql5.com/ru/articles/1573

The only thing I disagree with the author is that this is a fundamental approach. Yes and one could argue about the number of groups involved, but it all depends on the specifics of the market and the report I guess.

 
HideYourRichess:
Yeah, so the application wasn't there by itself, someone put it there. This "somebody" has a desire, a need, a mood to make an application. In other words, in a very basic form: for the price to appear in the glass, someone must be in the mood to put this price there. In this simple system, what is primary and what is secondary? If not, I will tell you that the mood is primary, and the price is a derivative, a reflection. And in order to look competent, you need to analyse the mood, not the crooked reflection.

. Of course, the example is very primitive, and doesn't describe much, especially the tricky correlation of prices and attitudes. But nevertheless, it's about principles.

The mood of a particular player cannot be extracted from the price stream and the cup. Especially, the big players, in order not to show themselves, do not send their bids in a bunch, but in portions.

Taking sentiment from COT reports and option levels is also an option. But of course, it's too crude, and only for long-term strategies.

For the intraday, and in general for any style, the best is the analysis of the market depth. From there all moods in the form of changes in liquidity and turnovers. You don't care about COT-categories of players, you can see by the volumes and prices of past transactions, what is flowing where. Again, the total net position of all players in all financial instruments is not fluctuating much and always near zero.

 
hrenfx:

The mood of a particular player cannot be extracted from the price stream and the cup. Especially, the big players, in order not to show off, do not send their bids in bulk.

. And why do you need a specific player? Unless it's a Deutschebank. Specific players have a tendency to bunch up (often without realising it), crowd in behind the leader (often a provocateur goat), etc. It's as if you don't read what's being written to you, and I'm not the only one. It's been said - groups.

hrenfx:

Taking sentiment from COT reports and option levels is also an option. But, of course, it is too crude, and only for long-term strategies.

. It is only one of possible variants. Its value for an individual determines the ability to use it correctly.

hrenfx:

For intraday, and in general for any style, the best is the analysis of the glass. From there, all sentiment in the form of changes in liquidity and turnover. You don't care about COT-categories of players, you can see from the volumes and prices of past transactions, what is flowing where. Again, the total net position of all players in all financial instruments is not very volatile and always around zero.

. What's all this fantasy about? You have to get into the subject first. In a year or two, we'll discuss what's there and where it's better.
 
HideYourRichess:

What's all this fantasy about? You have to get into the subject first. In a year or two, we'll discuss what's there and where it's better.

This is because the net position of the symbol is important, and its change may reflect the analysis of the market depth and performed deals. And the strong levels with large volumes are like additional information for the market.
 
hrenfx:
Because it is the net position of the financial instrument which is important and which can be reflected in the analysis of the market and the trades made. And strong levels with large volumes are like additional information to the book.
If we have this information, what does it give us?
 
hrenfx:
Because it is the net position of the financial instrument which is important and which can be reflected in the analysis of the market and the trades made. And strong levels with large volumes are like additional information to the book.
. Of course, there are no other important things. Good luck!
 
hrenfx:
Because it is the net position of the financial instrument which is important, the change of which can reflect the analysis of the cup and the trades made. And strong levels with large volumes are like additional information to the book.

the cup is only suitable for analysing bids close to the price - just tenths of a percent of the price. Further requests are extremely unstable - they are cancelled or moved quite quickly. Near the price, they do not have time, but for less liquid markets. On liquid markets, the trading programs of large market makers, who make their money on analysing the order flow, rule. They compete for milliseconds in decision-making and access speed. It is useless to compete with them in this field.
 
Farnsworth: Если Вам пришла в голову новая и гениальная мысль, сядьте, успокойтесь, и подумайте, почему она не заработала у других.

Oh, how chrono- shtoo, dwenn dly not lead us to talk about the market.

HideYourRichess : Our exchange is a good example of how different the ideas about how to solve the common problem of taking money out of the market can be. To the point of not understanding each other at all by speaking the same words.

And it cannot be otherwise, because we are essentially talking about an accidental process, which can be used to draw any kind of regularities.

 
The net changes can be seen from the trades made. High-frequency trading is not touched at all.