From theory to practice - page 323

 
Uladzimir Izerski:

It's so much easier on the Forts, of course.

It makes no difference. But if it's easier, then go to Forts - why bother? ))

For A, yes, Forts has a bigger depot.))
 
Yuriy Asaulenko:

It makes no difference. But if it's easier, go to Forth - why bother? ))

No way. You'd better come to us.

 
Uladzimir Izerski:

I don't think so. You're better off with us.

The DC has been closed since 16.03. I don't know now.)

 

There is no such parameter. No matter what they say, quotes are made by people. Not automatons.

There is a minute level - robots and scalpers work there. There used to be psychics working there, I saw it in 1996.

There is an hour level, where traders work. They are paid weekly, so their hindsight horizon is 2 weeks (one week down, one week up).

From there the grown-ups are working. Their intentions can only be understood by analyzing the consequences. No ratios, just catching the moment and jumping on their tail.

 
Алексей Тарабанов:

There is no such parameter. No matter what they say, quotes are made by people. Not automatons.

There is a minute level - robots and scalpers work there. There used to be psychics working there, I saw it in 1996.

There is an hour level, where traders work. They are paid weekly, so their hindsight horizon is 2 weeks (one week down, one week up).

From there the grown-ups are working. Their intentions can only be understood by analyzing the consequences. No ratios, just catching the moment and jumping on their tail.

Very interesting, but didn't understand the highlighted

can you elaborate?

 
Renat Akhtyamov:

very interesting, but don't understand the highlighted

can you elaborate?

There was a multi-room flat in Bankovsky Lane. A girl at the counter, a security guard, traders in underpants loitering between terminals and bunks... Teletrade was then, if I'm not mistaken. Up to 40 teams.

And there was free coffee in the kitchen - that's why they called it a kitchen.

 
Alexander_K2:

That's what I'd like to know. I need a parameter that tells me exactly when the trend is over. That's it. This is the only difference between the market processes and the Wiener process. I know there is one. Only is Hurst?

Starting to ask the right questions. You're going the right way, comrades.

 
Alexander_K2:

That the trend is over in the present. And the future is already known - a return to the average. To the macro expectation. This is as clear as day.

Gentlemen! I am really close to solving the problem without junk and goggling. Just tell me one thing - whether Hearst is applicable in the market or not. If not, I'll trash the nonentropy and it's in the bag.

The trend will end when people run out of money, it makes physical and mathematical sense, together.

Philosophically: the trend exists from dawn to dusk, people live between these points and each day is different...

General conclusion: trading during the day is unpredictable and even more so on ticks
 

When the trend is over, you can calculate to the nearest couple of pips. But you will have to wait a long time for such an event. That's why I have a short-term trading tactic.

And fractality allows me to do it on any timeframe.

 

Here's a look at what I'm talking about. EURGBP pair last week:

In case 1 the nonparametric skew coefficient = 0.44. In case 2 = 0.16.

Although even visually the two cases are identical. Well, you can't rely on nonparametric skew. We need something else.

Please understand my emotions - here I have a solution close to me, even a tiny percentage of profit, but I cannot complete the task.

And what do I see on the forum? Instead of discussing really serious problems - again some pair trading, arbitrage and other stuff.