Distribution of price increments - page 10
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Alexander_K, what is the problem solved for in general? What is the tick analysis for? Is it for earning 15 ticks from an entry tick?
What data do you get... the speed of light - exchanges, servers, client computers are not in the same data centre, and the speed of communication and equipment does not affect significantly the delay now, 15 years ago you could open a DT terminal and open some other terminal with quotes with lower delays and on the difference of 5-10 seconds between the terminal values try to earn (or other ways).
The initial minimum step increment in the terminal is equal to spread (or recalculate it from the commission), for example, within this step you can observe for 10 minutes development of the trend and its correction in 62%. During these 10 minutes 300-700 ticks will come (it is a significant value for statistics), but at this step it will not be possible to use statistics (at the level of your client terminal of your broker/dealer). Such conditionally "useless" for you sections, roughly, for 3-5 hours per day. You, this is a team from one person physicist, and how to draw the quotes in your terminal has thought and invented 100000 people physicists with more reliable and complete data - the algorithm of drawing/delivering quotes is constantly evolving. If before your terminal "bad" quotes are filtered out, then "combed" three times, then in your terminal the quotes are already all "bad". What is the point of analysing this series, to determine the algorithm of quote modification/supply to your terminal? - If you go to a big brokerage company, you may find out everything and get paid.
Take a more reliable third-party quotation source for the DJ FXCM USDOLLAR index (it is based on more reliable data) and calculate the same index in your terminal using quotes from it. With 99% probability you will find the difference. Whether you will be able to use this difference for earning - no.
The peculiarity of human psychology is in picking out of a row what you like or what is more suitable, and in fact it turns out that there must be three times as many additional conditions to this situation.
For some reason, I think that the distribution of price increments for a particular currency pair corresponds, at a first approximation, to the distribution of Ask or Bid prices at a certain volume of ticks sampling and at certain methods of processing this data.
But this has yet to be proven and shown visually.
The peculiarity of human psychology is in picking out of a line of sight what one likes or what is more suitable, and in fact it turns out that one has to make up three more conditions to this situation or to score.
I liked very much the term Apophenia (https://ru.wikipedia.org/wiki/%D0%90%D0%BF%D0%BE%D1%84%D0%B5%D0%BD%D0%B8%D1%8F) and it sounds appropriate and means the same :-)
On the other hand it's a very tricky thing - there are exponents and Fibonacci all over the place (which is the same thing, by the way), and some are justified by physics and mathematics, and some just seem to be.
it's time to sleep...in short - before making samples and constructing mathematical hypotheses it is a good idea to understand the physics of the process, to know at least what data to take into account and how to glue them together.
But the idea to decompose ticks to the bottom is very popular - after all the tick volume is one more indicator besides the instantaneous Bid/Ask and candlestick OHLC. But it is not used practically in any way. Even a slight increase in certainty gives an advantage, and here the whole long, 1/4 of the information.
I apologise for being off-topic!
Studying various processes, identifying patterns and algorithms to make profit is of course interesting. But on the other side of the terminal there are forces with algorithms to steal money from naive traders, and many more people work on these algorithms. And they have much more opportunities to take money than the trader. After all, they initially dictate the conditions. It is like playing with a cheat with his own pack of cards. He sees the deal (the cards are red cards), and his opponent does not.
Maybe I'm wrong, correct me if I'm wrong.
I apologise for being off-topic!
Studying various processes, identifying patterns and algorithms to make profit is of course interesting. But on the other side of the terminal the powers that be have algorithms to steal money from naive traders, and there are many more people working on these algorithms. And they have much more opportunities to take money than the trader. After all, they initially dictate the conditions. It is like playing with a cheat with his own pack of cards. He sees the deal (the cards are multiple), and his opponent does not.
Maybe I'm wrong, correct me if I'm wrong.
Of course you're wrong. With 5 opponents he only sees those who are sitting opposite, everyone else can play by his own rules. And not everyone is either buying or selling at the same time, and not at the same price levels
Of course you're wrong. With 5 opponents he only sees those sitting opposite, everyone else can play by their own rules. And not everyone is either buying or selling at the same time, and not at the same price levels
Well, not everyone has the same card and the rules of course, who has a better card has a better chance. But the bottom line is the same, the money will be taken away sooner or later.
Well, not everyone has the same card, and the rules of course, who has a better card, he has a better chance. But the bottom line is the same: sooner or later the money will be taken away.
Sooner or later you can lose your keys to your flat, your wallet, your driving licence, etc.
Now tell me, does everyone lose documents in life, or can they be treated more responsibly?
Sooner or later you can lose your keys to your flat, your wallet, your driving licence, etc.
Now tell me, does everyone lose their documents in life, or can it be dealt with more responsibly?
Sooner or later one can also die, so I think the comparison is wrong.
Sooner or later you can die, so I don't think the comparison is right.
To die is a failure of the office, so let's leave that point out, there is nothing anyone can do about it.
I apologise for being off-topic!
Studying various processes, identifying patterns and algorithms to make profit is of course interesting. But on the other side of the terminal the powers that be have algorithms to steal money from naive traders, and there are many more people working on these algorithms. And they have much more opportunities to take money than the trader. After all, they initially dictate the conditions. It is like playing with a cheat with his own pack of cards. He sees the deal (the cards are red cards), but his opponent does not.
Maybe I am wrong, correct me if I am.
The people who are on the "other side of the terminal" move the market do not care about forex traders. They have their own games and their own rules.
And those who are complaining here can move only by 100 from the five-digit rate, and only under good conditions and only there-turn.
I have written many times and in this thread too - if you think that you trade (play) with cheaters, then staying in the game, how should I call you?
Good afternoon!
The data collection for the two methods of calculating the timing of receiving tick data is ongoing. I will be able to perform the analysis only at the weekend.
For those who are interested in the topic I can inform in advance about the criteria of the future analysis.
1. we will use different samples of a certain volume(in the Vissim simulation system - the maximum volume, alas, is only 16384, does anyone know what the maximum sample value is for calculating medians or weighted averages in MathLab, for example? ).
2. The current parameters would be moving median, moving arithmetic mean, moving variance, Pearson's moving asymmetry coefficient for a given sample size.
3. Averaged variance and averaged Pearson's skewness ratios on a statistically significant interval, a month, will be used as integral parameters.
And (VERY IMPORTANT on the subject) - just returns - price increment at a given step of the process - will be used as a differential parameter.
Regards,
Alexander_K