The idea has been plaguing me for a long time. - page 4

[Dmitiry Ananiev]

The price moves in the direction where there is more money. If it's down, it's down; if it's up, it's up. Or maybe it's the other way round.

[Uladzimir Izerski]

You can make a decision on the close of the first bar, but that's not serious to me. If it's a big candle, it could be the start of a reversal rather than a move forward. Not acceptable for short term trading. Switching to short term trading. There are a lot of nuances that I want to solve.

[Vitaly Murlenko]

Uladzimir Izerski:

This option is supposed to work. But I never got into ticks, I didn't see the point, how to accumulate them in 4k, how to use them, I don't know.

The variant from Evgeny Belyaev is much simpler, and it is not clear which is better.

In your first posts you have set the task as follows? To exclude twitches. Then you explained that these twitches have a prevailing direction and if you calculate it, you can partially neglect twitches. Is that right? Well, without a history of twitches in hand, we can't see the direction of the main flow. So we just do this: a tick comes - put it in the array. Another tick arrives - again it goes into the array. As a result, we will get a range of values. Let's say, there are 10 prices (10 ticks) in 10 cells. Let's sum them all and divide by 10 - we obtain the arithmetic average. This is the value of MA - it (simple) works like that. By doing the same calculation on every tick, we will obtain a curve, which we call Moving Average. Open the H1 chart and throw in the Moving Average with period 24. It will show the average direction of price over the last day (the last 24 hours). In other words, it will show where the average daily price flow is headed now. Open M 15 now and increase the averaging period to 96 - you will get the same moving average as on the previous chart. It's just that we have 96 fifteen minutes in a day's timeframe. It will show us the same average daily price direction, but now on a smaller, 15-minute timeframe. If we throw in a sliding indicator with period = 60 on М1, we will see where the price moved (on the average) during the last hour. But we cannot see trends inside one-minute candlestick - there is no timeframe less than 1 minute in the terminal. But we can accumulate ticks and average them with moving averages. As a result, we will get a curve showing trends within a minute candle. All we need to know here is what period to set and why exactly. The fact is that this approach will give us a curve showing the price movement direction without reference to the timeframe! Think about it!

[Uladzimir Izerski]

Vitaly Murlenko:
In your first posts, you set out to do what? To eliminate twitches. Then you explained that these twitches have a prevailing direction and if you calculate it, you can partially ignore the twitches. Is that correct? Well, if we do not have the twitch history in our hands, we cannot see the direction of the main flow. So we just do this: a tick comes - put it in the array. A new tick comes - again it goes into the array. As a result, we will get a range of values. Let's say, there are 10 prices (10 ticks) in 10 cells. Let's sum them all and divide by 10 - we obtain the arithmetic average. This is the value of MA - it (simple) works like that. Carrying out the same calculation on each tick, we obtain a curve, which we call Moving Average. Open the H1 chart and throw in a moving average with period 24. It will show the average direction of price over the last day (the last 24 hours). In other words, it will show where the average daily price flow is headed now. Open M 15 now and increase the averaging period to 96 - you will get the same moving average as on the previous chart. It's just that we have 96 fifteen minutes in a day's timeframe. It will show us the same average daily price direction, but now on a smaller, 15-minute timeframe. If we throw in a sliding indicator with period = 60 on М1, we will see where the price moved (on the average) during the last hour. But we cannot see trends inside one-minute candlestick - there is no timeframe less than 1 minute in the terminal. But we can accumulate ticks and average them with moving averages. As a result, we will get a curve showing trends within a minute candle. All we need to know here is what period to set and why exactly. The fact is that this approach will give us a curve showing the price movement direction without reference to the timeframe! Think about it!

Thank you for such a detailed explanation. I will try to figure it all out. I am interested in this approach.

[Roman Shiredchenko]

Uladzimir Izerski:

Thank you for such a detailed explanation. I will try to figure it all out. I'm interested in this approach.

If I'm interested, as they say here - like to make all averages and other tick-wise things in few minutes :-) - I can send templates and indicator writing examples in LK, not to rubbish it here - I myself continue doing something similar now... There are links to codebase and articles mostly on this topic... I was making a selection for myself earlier, when I was preparing...

[Oleg Papkov]

Uladzimir Izerski:

The idea has been plaguing me for a long time. How to create at 0 bar the most actual solution. I.e. to exclude the jerks as much as possible when crossing the boundaries of any level, trend, MA.

Everyone knows that anything can happen on the 0 bar. But!!!

But there is one thing - "high probability".

Who has interesting options.

Even exclude 20%.

Low[0] and High[0] only change in one direction. They don't jump back and forth. Is there any way to fit them in. Mid[0] = (Low[0]+High[0]) /2, or at least iMAOnArray(Mid,1,0,MODE_LWMA...).

[Aleksey Ivanov]

The idea has been haunting me for a long time

[Uladzimir Izerski]

Roman Shiredchenko:

If you're interested, as they write here - like to make all averages and other things by ticks in a few minutes :-) - I can send you templates and templates for writing indicators in LK, not to rubbish here - I myself am still doing something similar... There are links to codebase and articles mostly on this topic... made a selection for myself when I was getting ready...

Drop me a line. I'll get into the intricacies. And if something's ready, even better)).

Oleg Papkov:

Low[0] and High[0] only change in one direction. They do not bounce back and forth. You may add them in some other way. Mid[0] = (Low[0]+High[0]) /2, or at least iMAOnArray(Mid,1,0,MODE_LWMA...).

This is how I do it. But I think there are more interesting variants.

sPrise=MathAbs(Open[0]+Close[0]+High[0]+Low[0])*0.25;

// Так можно снизить количество дерганий. 
 sPrise=NormalizeDouble(sPrise,_Digits-1);

Aleksey Ivanov:

The idea has been haunting me for a long time.

For a long time. I even stay awake at night. I think))))

[Grigori.S.B]

Uladzimir Izerski:

I have it done that way. But I think there are more interesting options.

sPrise=MathAbs(Open[0]+Close[0]+High[0]+Low[0])*0.25;

So it's PRICE_WEIGHTED.

Why only MathAbs here?

[Uladzimir Izerski]

Grigori.S.B:

So it's PRICE_WEIGHTED.

Why do we need MathAbs here?

Yes, I overdid it with MathAbs, it seemed to me that with a bearish candle it can be a negative number. It happens, I screwed up)). Or maybe I started with the body and then added the high-low and didn't remove it, I don't remember.