Rate of price change, how to calculate - page 15

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Dersu:

Three to four opposite candles on an incline.

Aiming for a change in TF for the TA.

According to my purely visual observations opt M45 and around.

Tosh how to get away from weak-analyzing tosses as much as possible.

Renko not a suggestion.

Try taking quotes from every 3rd bar on M15 in EA! You will get M45.
 

OK, the last interpretation of the question.

Rough, as well as the previous ones.

For which synthetic (non-standard) TF can we find the renegotiation period with maximal overlap of tops on history considering maximal volatility?

Or maximum percentage deviation from the average instead of volatility.

I am standing in the middle of summer...

 
Candid:

The topic of absolute profits is not covered.

Well I interpreted it as 'maximum theoretically possible'. Sort of limiters on zigzag tops with H=spread+1
 
Vinin: Bulashov has : Entry Efficiency, Exit Efficiency, Transaction Efficiency

I looked it up. No hint of liquidity accounting (although the discussion is interesting)


Candid: The T&S amount has to be assumed to refer to a specific trading system? ...

Not the amount(corrected in the next post, as the amount is turnover, not profit), but the T&S function.

I've never evaluated market efficiency. Just a thought came to mind. Wrote it, then erased almost everything (except the definition) as it's nonsense. A fully efficient market eliminates all inefficiencies. That's the elimination (someone's profit) that is among the T&S. The efficiency of TC also seems to have to be assessed in a similar way: TC profit / max possible profit. Max possible profit is both arbitrators' profit (including potential profit, but missed, for example on cancel orders on bestbands) and market makers' profit and more...

 
MetaDriver:

Well I interpreted it as "maximum theoretically possible". Like limiters on zigzag tops with H=spread+1

Very much so. But you are moving away from ticks and pips.

I'm interested in the amenable to classic TA Tframes.

 

Dersu, MetaDriver what is the volume of limiters ? ))

 
GaryKa:

I have never evaluated the efficiency of the market. Just a thought came to mind. Wrote it, then erased almost everything (except the definition) because it was nonsense. A fully efficient market eliminates all inefficiencies. That's the elimination (someone's profit) that is among the T&S. The efficiency of TC also seems to have to be assessed in a similar way: TC profit / max possible profit. The max possible profit is also arbitrators' profit (including potential profit, but missed, for example on cancel orders on a best buy) and market makers' profit and also ...

As for me, I do not have a great desire to digitise it.

As for the other side, I do not want to digitise it, yet it is irrelevant to me.

My considerations so far are approximately the following:

  • modern markets are moving towards efficiency // information-technologies are developing, information is being delivered/distributed faster
  • markets (as objects) have the goal of satisfying demand/supply and getting some interest from it // subjects are organizers here, they will profit
  • the goal of markets (as "thinking meta-subjects") is to be efficient. it is possible to consider "market efficiency" as a product of the market as a subject, and this is a highly demanded and useful product:
  • efficient traders produce market efficiency and for the "market as a whole" - are very useful. although PLs don't like them, but that's their PL problem, not the market's. hence:
  • by winning in the market, the speculator produces a systemically useful product // as long as the amount of this usefulness is balanced with the speculator's income - he is an animal useful, and quite sinless... :) // this is a note to the candida ;)

so-so.

;)

 
GaryKa:

Dersu, MetaDriver what are the volumes of limiters ? ))

don't be fooled, you understand it yourself. for very small volumes, the deal is on bid/ask. for larger volumes, you have to count on a level-2 at a particular restaurant.

;(

 
Dersu:

Very much so. But you are moving away from ticks and pips.

I'm interested in classic TA traffications.

we go wherever we want. you want to attract more help, share your expertise. // be-be-be-be. "...PEP ME A TIP....!!!!" :-)))
 
MetaDriver:
we go wherever we want. you want to get more help, share. // ba ba ba ba ba ba ba ba ba ba ba ba ba ba ba. "....PEP ME A TIP....!!!!" :-)))

A horse with balls.

Handbrake I am, handbrake is chronic and there is no cure.

And I have a tester in my head.

But my BOBO isn't pulling it, and I don't want to go to Artemis.

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