Average daily journey in points by instrument. - page 23

 

this is all good, but what about the question about the root - on the previous page?

than it is golden without predicting volatility and direction. or is this kind of position accretion (loss or gain) the kind of analysis in which at a certain level the final balance will itself show the entry point.

 
Svinotavr:

You understand that you are taking money from someone. From the maker or from other traders. You can't take it from nowhere. Out of nowhere is "contrary to the laws of thermodynamics". Maker doesn't need your position to be a bone in his anus. He has to lose less on your profits than he gains on others' losses, otherwise he will reckon your position as an unprofitable one.
Therefore, you need to enter exactly against those traders, who are losing money. You must not go with the crowd, but with the maker, the maker is the market. The law of parabolicity (the drunken sailor) allows finding such areas on the chart. When you see one, you go in.


So if we, as you say, enter against those who lose, it's the same as if we enter in opposite direction to MM who earns on those who lose.

The question was not about that. it was about the fact that we end up analyzing equity or balance within a certain hypothetical TS and then make trading decisions-real ones. i.e. something like a TS on a TS. or a TS on an indicator, only the line of this indicator is the balance line of another TS. right?

it is just a multilayer indicator that takes into account the interests of the entire list of investors. someone entered in 5 pips, his/her profit cycle is 5 pips, for another one - 50 pips. There are a lot of such investors, so the equity in all frequencies shall reflect the imbalance of interests of different investor groups.

Each group can be chaotic on its own but overlaying the interests of these groups may reveal periodicity.

By the way on forum in a branch about resonance there was even an article about that someone has proved that some random processes at their superposition can give a periodic process, only all references are already outdated, and I have not found this article).

PS: nice post turned out, need to throw it in his branch about hierarchies))))

 

I wonder if this very "indicative TS" is originally based on martin? i.e. the step in the change of TS parameter (as for different interest groups) is taken exactly from the regularity of prabolic or not?

It has to be cyclical, there is a payment cycle, operations in the financial system, expiry periods and many other things. so ....

the average daily tick density is approximately the same, meanwhile there is a correlation between volatility on different timeframes, so it seems to me there should be a certain periodicity effect made of a random processes superimposed on each other.

 
Svinotavr:

The price is managed by the maker. We analyse his funds. If we see that the maker is in a very strong minus, we enter in the direction in which it will increase. In this case we should also consider that the losses may increase for some time.


You'll see, where to get such a long arm to reach the anus of MM and insert the thermometer to learn directly about his means.

hence the question, how do you distinguish from the whole pile that those are MM funds and those are not?

 

By the way, it is interesting to play with such things (well, within a brokerage house) by sending requests for a deal (large) at a certain time for all necessary instruments and analyzing the behavior of brokerage houses according to how the price bounces in one direction or another from the moment of the request, about this in a branch wrote in some, I think, about conspiracies))))

But if you view this behaviour as an analysis of total balance in relation to a trader's trade, i am puzzled.

 
Svinotavr:
You can play with pending orders "for the entire deposit". But you can play a lot - the connection will be lost, but it will work.


why, a request to execute a trade is not a trade itself. (pending orders will not work here)

The dealer does not know whether a deal will be done after a request or not.

But nevertheless DT better hedges itself and gives a profitable for him price.

 
Svinotavr:
From the behavior of prices. To start with - stop analyzing prices dictated by orders that do not exist anymore (triggered by stops, for example). Create in your head an "average trader system". Imagine you are a market maker, and you need to squeeze as much money out of traders as possible. What do you need to do to do this?


I know it sounds paradoxical, but those are the right words. (I was just saying that about requests, although it doesn't make sense).

and yes, the prices, their speeds and speed ratios are analysed.

For MM. Believe me, as I have not only this MM, and did not perverted over him)))) in my models, I have it and from behind, and top, and twine, in general, he could not go anywhere, I could learn all the Kamasutra on it, but it's only in models. in reality, sometimes he flips and it all starts to do with you.

So I gave it up, I started to think like you explained, about the pumping, I've been thinking about it for a long time.

But do not forget about the "insider"))) especially about what I wrote in that thread. i.e., the cycles of coincidence of volumes realization on instruments with different liquidity.

 
Svinotavr:
Imagine that you are a market maker and you need to squeeze as much money out of your traders as you can. What do you need to do to do this?

By maker, I mean the market, not the "goggle man" in the DC.

If the maker is the market, he gains and loses nothing. Money flows from one trader to another.

At any given time, exactly as much money is lost as is gained.

We do not consider kitchens.

 
Svinotavr:
Truth passes through three stages: first it is ridiculed, then it is strongly resisted, finally it is accepted as obvious. (Renowned German philosopher).


which one do you think I am?))) by the way, truth is also very mythical in its manifestation in our world))) it is like "god" both is and is not, and you can not prove it, it is constantly true about something. and absolute truth is as infinite as the universe, so it is an infinite discussion.....

but still, which stage do you think I am at? and which one are you at?

 
Svinotavr:

Only, the word "moment" doesn't quite fit here.


What word would you use?