The regularities of price movements: Part 1. Price orientation - page 3

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DmitriyN:

to denis_orlov: I have drawn, I apologise for my modest knowledge of Coreldrew:

and what is "a certain order, or rather order in chaos "?
 
Dimitri, look at these situations from the cash flow side. everything becomes much clearer and more interesting at once :)
 
denis_orlov:

This is obvious even without experiments. Take the three poplars on ivyushchikha - small, small, smaller.

Which poplars are more "inside" or "outside"? Of course "inside"!

Because the outer ones are the big ones, and the big, long poplars... ugh, bars - obviously less statistically than the small, short ones. Long candles are less frequent. Short ones more often.

A pattern? Yes.

And now pay attention to the question: And what does this give us?

the answer is: With!

a recipe for enrichment:


Let's say we take a certain number of sticks ( bars), ok, let the short ones be more .

We distribute (alternate) them randomly. Determine the position relative to each other at random with the assumption of no gap.

Which will be more? Internal, external?

No, there will be parity.

The imbalance of this parity indicates that the price moves by impulses.
The inside bar is the fading of the impulse. Outside- swing of the market.

+ Indirect evidence of the existence of trading levels.
When the price hits a level - it makes damped oscillations forming inner bars.
When the price breaks away from the level it moves and enters a new level, forming new internal bars.

Why is the percentage of internal bars greater on the minute bars (and on the second bars (if there were any) - a flurry)? - High-frequency factors be damned.

You are right about the c. Only you need to calculate it mathematically.

With correct calculations even TP=SL you always get a statistical advantage.

For example the result of a rough calculation.

TP=SL, lot constant. for a couple of months.

 
Then two of them - Vasi with the Euros and Peti with quid, they were swapping, then suddenly Vasi with the Euros disappeared somewhere and Peti went up the hill to look for someone else to swap with (and they are big fans of swapping) and there they met Sergeev with Euros, so they started swapping again.
 
Roman100:

For example, the result of a rough calculation.

TP=SL, lot constant. for a couple of months.

not bad, 7 times over a couple of months, heh heh...not bad, not bad...

i don't know what to do now, forex is dead 0_o ...

but that's rough, but if you're right, with small risks, say 2% - will it add up to 10%? ;) I'll take two! :)

 
DmitriyN:

I decided to move the messages to a separate topic...

1. It all started when I was rereading Williams' book and decided to check the share of interior bars on the chart. Then I decided to compare the share of interior and exterior bars, which revealed the following pattern: the share of interior bars is higher than the share of exterior bars.



this is the pattern of volatility: slow decay after a spike and a resultant multiple inside bars; fast rise - often in a single bar and consequently one outside bar is formed
 
denis_orlov:
not bad, seven times over a couple of months, hehehe... not bad, not bad...

in 4 months... There may be many of them for one pair and they change for each pair, for different order types.

But euro/dollar shows fantastic inertia since 2004.

I do not know what to do now, forex is dead 0_o ...

No, it's not. There is no grail. We can only hope and believe that the methods that are working now will work in the future. No one knows the future. We can only guess.

But that's a rough estimate, and if you're right, but with low risk, say up to 2% - will you make 10 percent? ;)

For a deeper calculation you need to write a special digital filter, which is what I'm doing now.

Classic ADT is very poorly suited.

More precisely 2 filters - for calculating parameters of levels and SL values 1-stop-orders 2-limit-orders. TP separately .

10% per month at 1% enrollment - quite realistic. The number of trades is from 1 to 15 per day on 1 currency pair. With diversification on several pairs - figures, e.g. more stable.

Regarding the risks... They should not be fixed. They should depend on the density and regularity of the distribution of the "patterns", the recovery factor etc.

The risk should be statistically justified and calculated, of course, from the stop and not from the collateral. For some systems the risk of 2% is unreasonably low.

I will take two! :)

There is essentially nothing to take yet. Everything is in the development stage.

It just hit me a week ago. I haven't slept for days, until I did my first calculations. Before that I was using indicators, Fibo, breakdowns of patterns etc. Trying to understand why everything is so unstable and does not work as it should.

 
DmitriyN:
I am now interested in the problem - where and where am I wrong? If I am wrong, there is no point in going further in this direction.

bearish outside


bovine external

internal

A mistake in terminology

 
DmitriyN:
What I am interested in now is the problem - where and where am I wrong? If I am wrong, then there is no point in going further in this direction.

Nowhere in fact. But in general, we should add checks for bar adjacency and zero bars.

It is easy to check for adjacency --

if (Time[i] - Time[i + 1] == Period()*60) //значит смежный

Equality does not work for a monthly TF.

 
DmitriyN:

where and where am I wrong?

Probably not wrong, just as Clausius and Thomson were not wrong when they formulated the second beginning of thermodynamics. Simply put, if we consider a quote not as an abstract random process, but as a reflection of some physical reality, then we must assume that the arrow of time is intrinsic to it. This means that the characteristics in different directions are bound to differ at least somewhat.
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