The market is a controlled dynamic system. - page 174
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Taking a profit from the market goes without saying. But that would be too easy ;)))
My job is to ensure that this self-evidently is achieved without a loss. And that is not easy.
But the objective must be specified. And once the objective is set, the question of the time frame for achieving the objective is immediately raised. And this time frame depends on the average daily yield of the working TC.
For example:
I am more interested in discussing equaltic bars than to divide the skin of an unkilled bear.
Junko wrote on one of the forums (I don't remember where) that starting from H4 the bars can be conditionally considered as tantics (they don't have frequencies floating anymore).
There is an observation that with TF H4 there is significantly less high frequency in the spectrum. That's what I mean. But the spectrum "swims" in the same way, but slower than on smaller TFs, in terms of one bar. I.e. we do not take into account the time value. We normalize time to one bar.
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I think it should not be based on time. We should take an event as a reference point. The event is a tick or a bar opening time.
It may be extrapolated. We will get the shape of the future trend. In this case, what difference does it make when the shape will be? For each event we move orders as the shape shows.
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For spectral analysis, a Renco or Rangebar is best. They have a maximum velocity and all the constants derived from it. What's not a pattern?
I don't think you have to be attached to time. We should take an event as a reference point. In our case the event is a tick or a bar opening time.
It can be extrapolated. We will get the shape of the future trend. In this case, what difference does it make when the shape will be? For each event we move orders as the shape shows.
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For spectral analysis, a Renco or Rangebar is best. They have a maximum velocity and all the constants derived from it. What's not a pattern?
The difference (significant) appears in multi-instrument trading. The deposit (margin capital) is limited; consequently, it should be spent mainly on placing orders on the instruments that are expected to move "right now" and not "some day".
One of the consequences: in singleinstrument trading, the "maximum profit / traded volume" can be obtained when V=F(maxLot)=const*Equity, but in multicurrency trading, the amount of margin (V) invested in the transaction must be proportional to the "instantaneous probability" of movement at the current moment, i.e. the forecasted speed of price change for the given instrument. And speed is known to be a function of time.
Something like this. // Probably, I put it incorrectly, sorry.
A (significant) difference appears in multi-instrument trading. The deposit (margin) is limited; therefore, it should be spent mainly on placing orders for instruments that are expected to move "right now" rather than "someday".
One of the consequences: in singleinstrument trading, the "maximum profit / traded volume" can be obtained when V=F(maxLot)=const*Equity, but in multicurrency trading, the amount of margin (V) invested in the transaction must be proportional to the "instantaneous probability" of movement at the current moment, i.e. the forecasted speed of price change for the given instrument. And speed is known to be a function of time.
Something like this. // Perhaps, I put it incorrectly, sorry if I did.
It is not that much of a problem.
1. Why this multi-instrument trading? You can do without it.
2. Even if you use it, you can make a margin of as many times as you want.
3. you can delete pending orders if something is exceeded. Trade exclusively with pending orders, when the shape of the trend is known.
It's not that much of a problem.
1. Why this multi-instrument trading? You can do without it.
2. Even if you use it, you can make a margin of as many times as you want.
3. you can delete pending orders if something is exceeded. You can trade only with pending orders when the trend form is known.
All this is possible. Also we can take the time into consideration. And this choice should be made preferably not by the "I want/I don't want" criterion, but by the "profitability (TS)*reliability (TS) -> max" criterion.
A (significant) difference appears in multi-instrument trading. The deposit (margin capital) is limited, hence it should be spent predominantly on placing orders on instruments that are expected to move "right now" rather than "someday".
I have divided multicurrency TS into "multicurrency" and "multicurrency" for myself.
The former are those in which the traded pairs are not related to each other (your case with the "right now, not someday" choice).
The second are those in which something cannot be excluded based on the probability of profit/loss on a single pair. There is management of the overall multicurrency position. For myself, I call this "true multicurrency", in which synergies occur.
All that is possible. You can also take time into account. And this choice should preferably be made not on the basis of "I want/I don't want", but on the basis of "profitability (TC)*reliability (TC) -> max".
Anyway, I don't understand why do I need time? Instead of time there will be events. It doesn't matter how much time passes between events. It doesn't bother you on an equal-time chart how many events occur between bars. Although, this value is not constant.
By the way, I was thinking, as a hypothesis, the distribution of uneven time density is the same on different instruments with the same method of splitting into bars. For example, night or holiday trading, waiting before the news. It all has the same pattern of market behaviour on different instruments.
So perhaps your concerns are unfounded.
Bars, time - it's all for confusion, the main thing is the price movement (ticks) and a rigid algorithm, then you can at least build on something.
I love conspiracy (make yourself comfortable). I am ready to listen to every word you say.