From theory to practice - page 551

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Evgeniy Chumakov:

I suspect that there is no lag.

Of course not, because there would be no lag, you need a prediction (a mathematical model of the time series)

If the price chaotically rushes up and down, there would be no trends like in Dow"in the up (down) trend, every subsequent peak and every fall should be higher (lower) than the previous one", and here's the question, this situation is in all timeframes, in the evening may make a script to calculate how many times the simultaneous penetration of high and low on one bar on the history and dependence on the TF

 
Alexander_K:

Hmmm... And if you take the current Min/Max of the ticking sliding array?

There would be a redraw.
 
There is a macro-level forex market, the market of states and their currencies. State money can be seen as a "stock" of that state, and as a purely mercantile purpose - as a unit of exchange and management of other markets. At this level, speculative price targets are weak, more political or economic, news, fundamental. The predictability of this part of the market, based on the trading history of the instrument, is very low. This component is discrete, it has price targets regardless of the current state of the market, the development of trading events in prehistory. It is impossible to predict by technical analysis the price targets of the fundamental component, unless you have insider information. As you go deeper from the macro level down to the micro level, the speculative component increases, the environment of the traders changes, the instrument is the same, price targets are different. There is a technical breakdown into trading sessions. The forex market is a market of exchangers, large, large and small. Level of Banks. Lots (amounts) of banks. While the Upper macro level sets the climate and there is one set of price targets, the level below - the market makers, make the weather. In addition to solving technical problems - currency exchange - speculative problems are solved at this level. Market makers are liquidity providers for clients. The clients can be either from their level or from a smaller one. Brokerages are included. There is a different set of long-term and short-term price targets. Participants at this level can only speculate about price targets at the top macro level. As well as price targets for the period at their level, because of the multiplicity and sufficient diversity in terms of the amounts of liquidity used to operate for the level participants. There is a diversity of reasonable price targets, and all who set them are trying to achieve them. A separate layer is brokers, liquidity providers for traders who aim to make speculative profits. And if the market is trending upwards and a trader is buying, someone is selling to him. Whoever sells to him goes against the market when the rate rises and is losing more and more as the trend goes upwards. Owning a good sum of money, he starts to shape the market to his profit, setting and achieving the price targets of the local, lower, deep, short term level with its set of activity laws, which are very different from the upper macro level laws. There is another level of traders, who can influence the price formation by an organized mass. From the opening the London session makes significant adjustments to the price targets prior to its opening. As, in fact, so does the American session. The abundance of price targets per unit of time and their dynamics make the predictability of price movement by history a blurred concept, almost unrealistic. The methods of influencing the price movement with big lots - it is possible to use either trades with big, huge lots or promise of money by means of protectivepending orders with a big lot, the so-called scare or enticement, which creates a seed that will grow or not a "critical mass" of lots in the necessary direction. If the critical mass is formed, an avalanche, the momentum, which will be skillfully stopped in the vicinity of the reached local price target, will be formed. Work with the formation of the movement in large lots is always near the spread. Market makers target the local level, stops and trader's pauses. They do not see anything else. They are not interested in TP.
 



 
Evgeniy Chumakov:

Has it gotten better or worse, Eugene?

Is the deal in the '+' appeared?

 
Alexander_K:

Has it gotten better or worse, Eugene?


How so? The formula is the same, the data for the formula are different. I initially have a constant, and I use it as a base. Or rather, it is not a constant, but a parameter that I set.

 
Alexander_K:


Did the deal appear in the "+"?


The picture shows a deal in the +

 
The main advantage is that the stop and profit levels are known from the outset. And from that the right MM.
 
Evgeniy Chumakov:


How so? The formula's the same, the data for the formula's different. I've got a constant from the start, that's what I'm basing it on. Or rather, it's not a constant, it's a parameter that I set.

:))) Okay. It's just not quite clear to me exactly what you're changing. Ahem...

Signal unrestrained open. It's time.

 
Evgeniy Chumakov:
The main advantage is that the stop and profit levels are known from the beginning. And from that the right MM.

is the stop a minus?

No, it's not.

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