The trend is the non-random part of the price, it it is non random in respect to the random noise and consolidation between, then it has a reason why it is non random isnt it? That reason is the definition of the trend, if you know the reason,and ...

Multi-Lot Multi-Timeframe Position trading

So far the 2 sums of it are: 2.40554999999937000000 (side seconds) > 2.37033999999944000000 (mid seconds) Which in pipettes are, rounded : 240555 pipettes and 237034 pipettes, and the difference is only 3521 pipettes which is too small, but i think ...

Close Price VS Median Price (or other price types)

I`m not talking about an objective trading system, but a clear definition to what a trend is, and a good tool to measure it , not to estimate it.Moving averages only estimate it or hint at it, but they dont measure it, thats the difference. Well ...

Multi-Lot Multi-Timeframe Position trading

Tick data is the base data, if the tick data is not accurate then how can the candles be accurate ? It's like if you build a house and the foundation is made by jelly instead of concrete In both cases its the median, or (MEDIAN_BID ...

Close Price VS Median Price (or other price types)

I suppose there are logical timeframes which have a reason behind them like : 1 Month (because banks pay monthly taxes and rebalance their inventory at the end of the month) 1 Week (5 days) (because the FX market is liquid only in working days, and ...

Multi-Lot Multi-Timeframe Position trading

Ok i see, i`m not really familiar with that programming language, so i must have been read it wrong. I will add them together aswell just to check it again, as the correlation is a linear tool as i understand, and my data was non-linearly picked. ...

Close Price VS Median Price (or other price types)

you measured the (BID+ASK) /2 , while i measured the ABS(BID[i]-BID[I+1]) you only counted the nr of ticks, while i measured the difference between the BID prices (i could have done it on ASK too, but it would have been the same) ,which is the ...

Close Price VS Median Price (or other price types)

Ok so basically the experiment was done this way: I took 20 days or so of tick data from last month to this month then i compared the [0,10] and [51,59] seconds of a candle with the [21,40], where [] mean that the edge numbers included, and compared ...

Close Price VS Median Price (or other price types)

I`ll post soon my research, but it uploads it slowly. In the meantime, how does volume = volatility, as the ECN system should handle the orders the same way if they are added with partial fill, and not putting the entire order in the market at once, ...

Close Price VS Median Price (or other price types)

Nope its completely random, from a logical standpoint its also true because orders can delay, especially in the seconds its very easy to get a RANDOM delay for a 200m order.And more trading does not necessarly imply volatility, and i`m looking for ...

Close Price VS Median Price (or other price types)

No problem, all ideas are welcome in my threads, i`m an open minded guy. =========== So i thought the scientific method to test it would be perhaps to take the lets say last 10 seconds of a minute, and the first 10 seconds in a TICK format, and ...

Close Price VS Median Price (or other price types)

I know it should not matter for a daytrader or ,but i`m trying to build a quant model to connect microstructure with macro.Of course trend spotting is the goal of it. So far i lean towards the MEDIAN+SPREAD model because it includes ...

Close Price VS Median Price (or other price types)

Yes it makes sense,one could say that what if we would use the (Ask+Bid)/2 the same way we use the median, but then if you use the median you can always factor in the excess price difference by using the MEDIAN + AVERAGE SPREAD type of price where ...

Close Price VS Median Price (or other price types)

I understand your point, and i understand what you say, but you still didnt showed any rationale behind your choice, to why 1 over another. And no it is not indifferent, or atleast not for quants like me, because i try to understand the ...

Close Price VS Median Price (or other price types)

Sorry i dont understand. Well personally i prever the SMA, but i`m more curious why you choose the Close over Median, because it's absolutely not trivial, its actually very important. image Its not a lot of difference, but its still difference, ...

Close Price VS Median Price (or other price types)

So anyone wants to share their opinion? I`m really curious what is your logic behind choosing CLOSE PRICE over MEDIAN PRICE or vice-versa, lets discuss it!

Close Price VS Median Price (or other price types)

Ok this thread is interesting, Graviton you seem to be an intelligent guy and an experienced trader, but i think there are misconceptions here in this thread. First of all, i think your MTF method is logical, but the way its executed it's not.Do you ...

Multi-Lot Multi-Timeframe Position trading

If a trader is on the desk trading then he cant really think rational can he? It's just too much emotions. However when he is not in front of charts, and he is thinking about a plan to trade with logical and reasonable arguments for why? and how? to ...

Let's build together a system which makes 1000%/month

Newbies can be innovative too.Its not only about experienced professional traders with deep knowledge about the markets, but also about newbies who dont have much knowledge but they are creative and innovative. There is actually a logical fallacy ...

Let's build together a system which makes 1000%/month