The market is a controlled dynamic system. - page 184

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Mathemat:
A new religion seems to be brewing...
repent!

the end of all things is coming!

( canon )

1. do not create a programming language before assembler
2. do not create virtual machines
3. do not take the assembler for granted
4. remember Friday and do not work
5. Read your fucking processor
6. do not divide by zero!
7. do not use syntax sugars and other functional programming
8. do not copy
9. don't troll

10. Thou shalt not covet thy neighbour's code, thou shalt not covet thy neighbour's computer, neither mouse nor keyboard

( apocrypha )

~1. May you have no other gods but Function
~2 Don't create bosses, don't worship them or serve them
~3. Thou shalt not create side-effects in vain
~4. Be mindful of Friday and be lazy
~5. Read Lisp and C.
~6. Don't delete broken tests, fix them.
~7. Don't write in C++.
~8. Do not break GPL license.
~9. Don't blame your neighbor for a broken build.
~10 Don't want to write for your neighbour's platform
 

This may come as a surprise. But you can watch the quotes at the weekend.

But you can't find the same tick-flow even at two brokers.

 
ULAD:

This may come as a surprise. But you can watch the quotes at the weekend.

But it is impossible to find the same tick-flow even at two brokers.

I said on the previous pages that I am not a staunch supporter of equilibrium, it just seems that this idea is promising.

I am also considering Renko and Kagi. But again, we need a method to verify the truth, otherwise it is just a newfangled religion.

 
Urain:

I've said in previous pages that I'm not a staunch proponent of equilibrium, it just seems like a promising idea.

I am also considering renko and kagi. But again, we need a method to verify the truth, otherwise it is just a newfangled religion.

I agree. It can be considered, but the emphasis on my frown is unnecessary.
 
ULAD:
Agreed. One could consider, but the emphasis in my frown should not be.

I liked Avaps's idea of price quantization. PF priceframes (by analogy with TF timeframes) should be formed as tenths (PF 10000 instead of TF 1 min.), thousandths (PF 1000 instead of TF 39 min.), hundredths (PF 100 instead of TF 1 hour), tenths (PF 10 instead of TF 1 day) of price changes in absolute values are accumulated or something like that. It would be interesting to look at such a graph. May be somebody will do it or if it already exists, please give me a link. What do you think?
 
yosuf:
I liked Avaps's idea of price quantification. PF priceframes (similar to TF timeframes) should be formed as tenths (PF 10000 instead of TF 1 min.), thousandths (PF 1000 instead of TF 39 min.), hundredths (PF 100 instead of TF 1 hour), tenths (PF 10 instead of TF 1 day) fractions of price changes in absolute values or something like that. It would be interesting to look at such a graph. May be somebody will do it or if it already exists, please give me a link. What do you think?

Full of implementations. Renko or rengbars. They are not the same thing. The former have two prices, the latter have three prices.

I have a builder of rengbars on my FTP. You are welcome to try it.

 
Zhunko:

I've got a Rengebars builder on my FTP.

mmmmm... cool, FTP :)))
 
Zhunko:

Full of implementations. Renko or rengbars. They are not the same thing. The former has two prices, the latter has three prices.

I have a rengbar builder on my FTP. You're welcome to try it out.

Thanks, found a lot of information about the Range Bars. Interesting.
 
sergeev:
mmmmm... cool, FTP :)))

:-) Flubbing, Sergeev...? Yeah, off-topic. Also a moderator... No shame?
 
Zhunko:

Full of implementations. Renko or rengbars. They are not the same thing. The former has two prices, the latter has three prices.

I have a rengbar builder on my FTP. You're welcome to try it out.

Could you give me a more specific link to the builder? Thank you.
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