ZigZags Shepherds - page 7
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Guys, please don't fight! I'm sorry, I don't always have time to respond. TheXpert, give me a hint, what class of strategies? Otherwise I'm starting to lose hope too. What I like about Pastukhov, everything is tightened up to Hurst, interpretation is easier, I don't want to count the probabilities, and Sev. Wind has collected statistics and some conclusions can be drawn, and one can even see the waves at each phase if desired. Builds on ticks.
Alexander's approach is based on the ticks timeframe, from which the intensity is derived.
Pryval wrote about it here:
https://www.mql5.com/ru/forum/1307#comment_9848
TheXpert, a hint, what class of strategies?
What confuses me, I will try to explain:
https://www.mql5.com/ru/forum/221552/page205#comment_6731217
The picture shows several distributions in one big one. It turns out that there are several waves in one big wave at the same time. If we take the average to the price and calculate 1 SSR from it, we can see that the price may move within this SSR for some time, if we take 2 SSR, the price will move within this corridor, so will 3 SSR, etc. but at each stage the price will stay there for less time, i.e. within 1HCO - long time, 2HCO- shorter time, 3HCO- even less, etc. An analogy with Renco appears here: quantity of moves in 1H-50%, 2H-25%, 3H-12,5%, etc, i.e. exponential decrease is going twice less each time, but at the same time probability of continuation, rebound - is estimated approximately 50/50 (at rather long time trade, though we see distortions at short periods). Practically the case of a coin, but Pastukhov was just talking about arbitrage and non-arbitrage market if H-wave is more or less than 2. In reality over a sufficiently long period we get a little more than 2 or a little less than 2, i.e. those heavy tails in the distribution (non-fulfillment of the law of large numbers), which are leveled out by the spread and commission. What is the solution?
The distribution you link to is incremental rates, i.e. (Price(t)-Price(t-1))/deltaT.
You don't want to work with time by going to Renko and Kagi. So why are you looking for analogies? It's a completely different mathematics there. Another, parallel world, so to speak.
arbitrageurs are frontrunners and partly market makers
Thank you very much for the reply, that's what I thought, i.e. no direct options. Arbitrators(statistical, between brokers). Statistical by market (triangular, etc.), already had a lot of this, a bit dubious, i.e. prediction, but as correlation can be high at one moment and low at another, it will work for a while, then we will have to constantly readjust.
Between brokers, due to the desire to centralize forex, sunny days pass, but if only crypto, there is still huge decentralization.
On spread widening, I think it's difficult and ambiguous too.
Frontrunners-if they take out a big bid, you'll hit lunch as lunch.
Partly MM? How is that? Can you give me a link?
The distribution you link to is incremental rates, i.e. (Price(t)-Price(t-1))/deltaT.
You don't want to work with time by going to Renko and Kagi. So why are you looking for analogies? It's a completely different mathematics there. A different, parallel world, so to speak.
Perhaps, Alexander, you are right, I am being brutal))) "I came, I saw, I tramped". ))) They Fought for the Motherland. I love that film very much.
Perhaps, Alexander, you are right, I am being rude))) "I came, I saw, I left a footprint"))) ))) They fought for the motherland.
:)))))) I seem to understand your heartfelt doubts.
If you have really devoted a lot of time to your theory, it's hard to give it up. That's true in any business.
But everyone has their own grail! There are many, I assure you!
I think you will find people who can really help you - just don't rush them. They are just looking out for you :)))))
Partly MM? How? Can I get a link?
I wouldn't mind getting some links on the subject myself.
And Prival ended up delving into the "proper" configuration of the Kalman filter and went into stock trading.
Frontrunners-if they remove a large bid, you're in for lunch as lunch.
frontrunners are the small stuff at the edge of the stack. and large bids are more likely to be MM
On the market, there are still options for working with patterns. Pastukhov wrote about it in his dissertation too, well... you have to look for a "dressing gown with pearl buttons")))
But there are successful variants, like this one: https://habrahabr.ru/post/266457/
Probably one can earn on SB with pattern analysis, at least it is considered so.
Generally trading options are reduced to a trend or a flat, like Pastuhov's one-step strategy, only two options. The trend and the counter-trend variant. Moreover, the trendy variant suggests the classics of the genre: let profits grow and cut losses (short stop). The flat option is the opposite: let losses grow and cut profits.
What confuses me, I will try to explain:
https://www.mql5.com/ru/forum/221552/page205#comment_6731217
The picture shows several distributions in one big one. It turns out that there are several waves in one big wave at the same time. If we take the average to the price and count 1 SCO from it, then we can see that the price can move within this SCO for some time, if we take 2 SCO, the price will move within this corridor, the same 3 SCO, etc. but at each stage the price will stay there for less time, i.e. within 1HCO - long time, 2HCO- shorter time, 3HCO- even less, etc. An analogy with Renco appears here: quantity of moves in 1H-50%, 2H-25%, 3H-12,5%, etc, i.e. exponential decrease is going twice less each time, but at the same time probability of continuation, rebound - is estimated approximately 50/50 (at rather long time trade, though we see distortions at short periods). Practically the case of a coin, but Pastukhov was just talking about arbitrage and non-arbitrage market if Nvola is more or less than 2. In reality, over a sufficiently long period we get a little more than 2 or a little less than 2, i.e. those heavy tails in the distribution (non-fulfillment of the law of large numbers), which in principle are spreads and commissions when trading. What is the solution?
The solution is most likely to work with these waves individually as a dashboard and not to forget that probability theory only gives a general statistical picture and not at a particular moment so is of little practical use, except in special cases where it can be reduced to a narrow decisive rule.