From theory to practice - page 259

 
Alexander_K2:

We need practical conclusions from what we have seen. If this bimodal distribution of trading intensity says to trade in a sliding window = 12 hours, then I will do so immediately.

Alexander, the window can't be of a constant size

Trading is chaotic.

You know - payday, overlapping events (one way, different) and so on.

You can't measure the market with statistics, why are you so attached to it?

How do you get a signal from a picture like yours, where is it?

 
Renat Akhtyamov:

Alexander, the window cannot be a constant size

I'm trading in an exponential window, not a uniform window. It "floats" relative to astronomical time.

A billion times already told me about the benefits of such an exponential transformation. And I only started to see this bimodality of intensity now, before, I didn't see it at all with a uniform reading

If only I knew how to use it now... I'm willing to gnaw my teeth to overcome my 20% loss-making trades.
 

Alexander, I also wanted to ask a question on that histogram, but I see that Rena is already asking a lot.

Well, it's good that EURUSD is there, you have a 4.5 hour sliding window. At what approximate hours does the trading intensity ratio show such peaks?

https://www.mql5.com/ru/forum/221552/page257#comment_6873025

От теории к практике
От теории к практике
  • 2018.03.22
  • www.mql5.com
Добрый вечер, уважаемые трейдеры! Решил было на какое-то время покинуть форум, и сразу как-то скучно стало:)))) А просто читать, увы - неинтересно...
 
Novaja:

Alexander, I also wanted to ask a question on that histogram, but I see Rena is already asking a lot.

Well, it's good that EURUSD is there, you have a 4.5 hour sliding window. At what hours approximately does the trading intensity ratio show such peaks?

https://www.mql5.com/ru/forum/221552/page257#comment_6873025

Yes, EURUSD is there. The intensity resembles a sawtooth signal. The minimum is in the Asian session (at night), the maximum is in the American session (in the evening). It looks as if they form these two modes. But what practical use is it for me - I do not understand. Maybe a sliding window to make 12 hours? While - I do not know. And maybe no use - just a pretty picture...

 
In any case, I think the move to exponential time intervals for reading quotes is the right decision. You start to see things you didn't even know you had... And what to do with this new knowledge - we will definitely think of something.
 
Alexander_K2:

I trade in an exponential rather than a uniform window. It "floats" relative to astronomical time.

I have told you a billion times before about the benefits of this exponential transformation. And I have started to see this bimodality of intensity only now, before I did not see it at all when reading evenly

1. If I only knew how to take advantage of it now... I'm willing to gnaw my teeth to overcome my 20% loss-making trades.

1. It seems to me that something overlapped (statistical folding) and therefore is unclear

====

What's a pocket?

PS

I'm collecting ticks, I'm going to try...

 
Alexander_K2:

Yes, EURUSD is there. The intensity resembles a sawtooth signal. Minimum in the Asian session (at night), maximum in the American session (in the evening). It seems that they form these 2 modes. But what practical use is it for me - I do not understand. Maybe a sliding window to make 12 hours? While - I do not know. Or maybe there is no use, it's just a pretty picture...

Then there is a sense not in the 12, but in the 24 hours - sessions are cycled through the day

 
Renat Akhtyamov:

1. It seems to me that there is an overlap and therefore it is not clear

====

And what is a pocket?

This is what should be ready by April 1. The start of the signal and the PAMM account.

 
Dr. Trader:

Then it makes sense to have 24 hours instead of 12 - the sessions cycle through the day

That's not enough either.

We need to collect 3 months to get the quarterly expiry into the ticks

 
Alexander_K2:

This is what should be ready by 1 April. Signal start and PAMM accounts.

I mean the screen, no kidding.

What is a pocket?