From theory to practice - page 830
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Once again, when working with OHLC M1 by TViMS methods, you must have a meaningful sample. Chebyshev method - at least 1000 values.
I.e. you have to work in sliding window = 24 hours (1440 values).
I have been working in this window for half a year(!!!). I had max 2-3 trades per week. The result was +-0% profit. Unbelievable, just catastrophically boring! A normal trader should work in smaller windows. This can only be achieved by working with ticks.
This is nonsense. All my life I have been working with minutes, and somehow I had 3-4 to 10 deals a day on different systems). Just a miracle).
This is perfectly normal.
You don't think that, say, the S&P index and the MICEX index should be tick-synchronous, do you? Each asset has its own trades leading to its own ticks.
Similarly, currency pairs. Although they are highly correlated with each other, they are not 100% correlated. There is a significant amount of individuality in each.
Hmmm... For example, Vladimir assured that EURGBP=EURUSD/GBPUSD and so in all crosses. I trust Vladimir more than myself.
Why do all the crosses gather more ticks than the majors? They should be synchronized!
What nonsense. All my life I have worked with minutes, and by some miracle I have had 3-4 to 10 deals a day on different systems). Just a miracle).
Well, you probably take a sample =100 or something like that. But, that is in no way relevant to its significance. Surely the results are good? (Sorry, Yuri, still don't have much faith in you without stats - there, even the secret Bass stats in your profile posted).
Hmmm... For example, Vladimir assured that EURGBP=EURUSD/GBPUSD.
Generally yes, but there is a 1-2 tick/point difference at the lower spread level.
This is only achieved by working with ticks. And they have another trouble - different numbers on different pairs and in different DCs. This is bullshit...
Well, you just do not understand that a tick in MT is:
1. it was a collation of orders
2. it was just quoting without deals
3. there was a change of spread but no trades
4. it was a bar close, bar open
and which of the options 1-4 took place you will never know, but you will get a tick (or rather variant 4 is known)
the vague idea that a tick in MT is wrong, you need a tick like in the stock market - every stock tick is a deal, but at the beginning of the year I looked through the Quick forum, it had the same information - a tick is not necessarily a collocation of orders ;) - so to speak this is the downside of technology development
search through the forum Equibo Charts - there was an article on Equibo Charts in MT, maybe it would be easier for you - one bar = xxx ticks
Well, you probably take a sample =100 or something like that. But, that has nothing to do with its significance. Surely the results are good? (Sorry, Yuri, I still don't trust you too much without stats - you even posted the secret Bass-state in your profile).
(But it's up to you, it's your business. I do not care.)
you need a tick like on the stock exchange - every stock tick is a trade, but I was running through the quickq forums at the beginning of the year, there is the same information there now - a tick has not necessarily happened to bring orders together ;) - so to speak this is the downside of technology development
search through the forum Equibrium Charts - there was an article on Equibrium Charts in MT, maybe it would be easier for you - one bar = xxx ticks
It depends on what you are looking at.
1. ticks by table of deals,
2. ticks by market rate,
3. ticks by asc-bid.
4. you may scrape together some more events.
And you will have a complete separation in Quick.
A bit of thrashing at the end of the week. Voila!!!
This is one hell of a yield chart only people like me can have :)))
Excess as a trend/float key worked satisfactorily, missed only 6 trends (3x2 - highlighted on the chart) for the week, but they dealt crushing blows to the deposit.
A trend (by my definition a directional accelerated price movement) is a beastly thing, of course.
Hmmm... For example, Vladimir assured me that EURGBP=EURUSD/GBPUSD and so for all crosses. I trust Vladimir more than myself.
Why do all the crosses gather more ticks than the majors? They should be synchronized!
Vladimir was correct, but this formula is theoretical (as if it were a convergence formula), but in practice prices are different and ticks are independent, hence arbitrage situations are possible (let's not mention the possibility of arbitrage trading).
This depends on what you're watching.
1. ticks by table of trades,
2. ticks on change in the betting table,
3. ticks on the asc-bid.
4. you can scrape together more events.
And you will have a complete separation in Quick.
I didn't get into it much, but I understood that a new tick cannot be interpreted unequivocally, many things happen according to tick, and according to MT, I don't know now, but earlier on the server side of MT4 the broker had settings to filter ticks, some quotes were skipped (spikes), some were smoothed, you can look for admin Renat's message, he also showed unfiltered ticks charts. I.e. differences in ticks is a normal situation, there is no ideal quotation provider, because Forex is decentralized and each brokerage company has its own datafeeds or several datafeeds