Discussion of article "What is a trend and is the market structure based on trend or flat?" - page 9

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Rashid Umarov:

So show me the code

Rashid. Please look at this point.

If I throw this script with the same parameters on the EURUSD h1 chart and then on another chart GBPUSD h1 I throw the same script with other parameters, then on the EURUSD h1 chart the picture also changes to the same as on the

GBPUSD h.
 
Alexey Klenov:

Rashid. Would you please look at this moment?

If I throw this script with the same parameters on the EURUSD h1 chart and then on another GBPUSD h1 chart I throw the same script with other parameters, then on the EURUSD h1 chart the picture also changes to the same as on the GBPUSD h1 chart.

GBPUSD h.

Add output to the log for both variants here

//Drawing
   CGraphic graphic;
   if(ObjectFind(chart,name)<0)
      graphic.Create(chart,name,0,0,0,780,580);
   else
      graphic.Attach(chart,name);
 
Alexey Klenov:

What if you don't do rounding?

   ArrayResize(iNormalRandom,ArraySize(dNormalRandom));
// fill the array of rounded numbers from the array of random numbers of type double
   for(int i=0; i<ArraySize(dNormalRandom); i++)
     {
      iNormalRandom[i]=(int)round(dNormalRandom[i]);
     }
   CalculateHistogramArrayItsMy(d NormalRandom,x,y);
 
I assume this is a feature of named resources. Try giving each scientific graph a unique name when you create it. Add, for example, MathRand to the name, as it is done when creating Canvas....
 
Alexey Klenov:

I understand you have a double quantisation of the series.

The first time you quantise by +1 -1 and the second time you quantise these "renko bars" into sections of 40 bar.

Maybe you get this form of "normal distribution".

Wouldn't it be more logical to cut the first time as you did into renko bars and then follow the principle of directional reversals?

For example your figure 1

+3 -1 -1 +2 -2 -2 +1 -4 +2 -2 -2 +4 and so on

as a result there will be no values at the zero point in X (although you can count the flip as +1 in x0)

and already perform combinatorics with this series.

then it is possible to take the normal distribution of MO 0 and sigma 1 as a standard as a basis

although I'm still thinking about it...

I can't say anything right off the bat... I don't know if it makes any sense or not.
 
Maxim, the article is creditable and very interesting. Well done!!!! I especially liked the definition of trend and flat. I have not met such definitions and as they say there is nothing to attach to....
 
Mihail Marchukajtes:
Maxim, the article is creditable and very interesting. Well done!!!! I especially liked the definition of trend and flat. I have not met such definitions, and as they say, there is nothing to do.....
Thanks for the comment!)
 
Maxim Romanov:
Thanks for the comment!)

About the other comment. About balance equity. How do you think it is possible to organise this kind of optimisation?

 
Mihail Marchukajtes:

Well, about the other comment. About equity balance. Do you think it is possible to organise this kind of optimisation?

I think it is possible, but I would not do it through the standard optimiser, but I would organise the function of parameter enumeration inside the robot. In fact, the algorithm should not be so complicated. You just need to algorithmise this shape of the balance curve. For example, take some steppe function and measure the degree of deviation from this function in the balance graph. Set the standard deviation or the usual average.
 
Maxim Romanov:
I think it is possible, but I would not do it through the standard optimiser, but I would organise the function of parameter enumeration inside the robot. In fact, the algorithm should not be so complicated. You just need to algorithmise this shape of the balance curve. For example, take some degree function and measure the degree of deviation from this function in the balance graph. You can set a standard deviation or a simple average.

Yeah, yeah, that's what I was thinking. It is necessary to derive such a function, cumulative, when increasing it to the maximum value, the balance curve shape was exactly like this. I will think...

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