Rate of price change, how to calculate - page 6
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Guys, how are you going to account for half a figure's movements in a second?
Limiters. :)
Yeah, I've had bots pour a grand like that in 10 minutes recently, then the liquidity providers complained and cancelled the trades.
Vote with your feet.
Brokers need to be taught to stand up to the mayhem of liquidity providers. I.e. to change providers in such cases is also to vote with their feet for traders. Otherwise the banks' bullying will never end.
Sounds about right. Regarding the last paragraph:
Theoretically, finding such a limit is interesting. The other question is whether it is worth the cost (in private practice) ?
I, for one, tend to think that it's more advantageous to devote effort to building an autosystem to find and exploit any (temporary and permanent) patterns, rather than proving stability (or even estimating lifetimes). One can simply accept as an assumption the idea that strong (high profit) inefficiencies on average live less than weak ones. Such an assumption is easier to check statistically. // not tested. just a logical assumption.
This is the cornerstone of my construction: that you cannot make money out of thin air with impunity - it claims to be a system law. Systemic laws have an unpleasant characteristic: they have no enforcement mechanism. That is why it is impossible to defend oneself against them - some unintended way to restore "justice" is always found :) .
Your assumption does look logical, but you need some criterion of inefficiency. In principle, methods of evaluating the presence of patterns without specifying them, such as mutual information (not once in this forum) can probably be used.
The indicator that calculates the speed of the MA, if you set suitable MA parameters, you will get the speed of price change.
I'm sorry, I'm putting it in ex4 format, it's assembled from libraries, I don't have time and I don't want to assemble code manually.
If the alert is enabled, the sound alert is disabled
If you install an indicator with different TF on one window, the one that gave the alert will be signaled within 5 seconds with a red or blue tick (depending on direction), as well as there is an alert in the "Experts" tab.
This is the best indicator I know.
I also had an acceleration indicator, but it turned out to be useless.
You can start with wikipedia
I'm asking for clarification, not confusion ;)
It depends on how it turns out :)
Here is the cornerstone of my construction: that you cannot make money out of thin air with impunity - it claims to be a system law. Systemic laws have an unpleasant characteristic: they do not have a prescribed enforcement mechanism. Therefore, you cannot protect yourself from them - there will always be an unintended way to restore "justice" :) .
Your assumption does look logical, but you need some kind of inefficiency criterion. In principle, methods for assessing the existence of patterns without specifying them, such as mutual information (which has arisen more than once in this forum), can probably be used.
I don't know how to judge. Do you think profitability is a bad criterion? Seems to fit well with your cornerstone brick.
I don't understand mutual information, I fucked up reading articles and wikipedia - I don't understand shit, I'm just confused by terminology. I ended up with yet another unfortunate self-diagnosis of the "I'm a sucker for arithmetic" and "you shouldn't have dropped out of university" series. I was waiting for Lyokha the mathematician to slowly grind it out in the forums (complex notions are sometimes better understood and digested by examples, rather than by reading definitions).
I'm asking for clarification, not confusion ;)
What exactly is unclear? It's a hypothesis. If it is correct, then it is impossible in principle to make a non-accidental profit on speculation. Accordingly any fact of non-accidental profit must be interpreted as an incomplete efficiency of the market.
Is it possible to formally express this very efficiency of the market? How do you define it? Can you suggest a formula for its calculation?
If it can be formally expressed, then the assumption of inefficiency in terms of some numerical characteristic will also make sense.
If it cannot be formally expressed, then the hypothesis is no more than a mere speculation, having no practical utility whatsoever.
.
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Moreover, I believe that this "rubbish" has been put into circulation for disorientation -- that is its true practical purpose.
Is it possible to formally express this very efficiency of the market? How do you define it? Can you give us a formula for calculating it?
If it can be formally expressed, then the assumption of inefficiency in terms of some numerical characteristic will also make sense.
If it cannot be formally expressed, then the hypothesis is no more than a mere speculation, having no practical utility whatsoever.
.
===================
Moreover, I believe that this "rubbish" is put into circulation for disorientation -- that is its true practical purpose.