The idea has been plaguing me for a long time. - page 5

RomFil  
Uladzimir Izerski:
You can make a decision by closing the first bar, but that's not serious to me. If it's a big candle it could be the start of a reversal and not 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.

Good day!


Well, only a comprehensive approach will help here. I am trying to curb this "chaos" in a similar way. Actually so far here are two postulates, or rather three ... :)

1) zigzag_fx + short-term forecast based on wavelets is enough for the current trend.

1.1) The source code of Zigzag_fx is attached. The difference from a simple zigzag is that this one shows when the leverage has appeared. It looks like this:

The principle here is simple. As soon as a point appears in the other direction, we consider it to be a reversal. Now we should make a statistical sampling in the past to know how far the price will go. Different neural networks can be "added" here

1.2) Wavelets. I am currently testing one indicator (wavelets are calculated in Matlabe and further price development is predicted). A Dobeshi wavelet of the 10th order has been taken. It seems to be beautiful, but it takes too long to analyze (about 40 seconds for one bar). I am still testing it and cannot say it is useful. It looks like this:

Forecast is points for different value of historical window.

2) The only way to sift out individual "reversal" candlesticks is PriceAction, including pATterns from VSA, but there (in the VSA) is too much subjectivity - but also partially solvable.

Regards, RomFil

Files:
ZigZag_fx.mq4  9 kb
kisson  
hello.... and the topic is stalled...ahhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhh
Uladzimir Izerski  
kisson:
hello.... the topic is dead...ahhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhh

The point has dried up.

I guess nobody's interested anymore.

If there's a point. Let's get on with it.

Yousufkhodja Sultonov  
Oleg Mamchenko:

The past determines the future - this is the answer to all your questions.

The present, past and future are linked by a ratio:

P+H+B=1

The leading member is "Present" (H), because "Past" (P) is obtained by integrating H, and "Future" (B) is obtained from the above relation:

B=1-(H+P).

Consequently, everything is determined by the present and the entire trading strategy depends on its correct evaluation; otherwise, the past does not help at all. This is how all natural and anthropogenic processes take place and market processes are no exception. These correlations are flawless both logically and mathematically. The fact that the market failed to kill the robot working on a real account for more than 6 years on the basis of the above ratios, only its profitability turned out to be 2 times lower than the maximum drawdown, is the proof of these regularities in the branch "Looking for patterns".

Документация по MQL5: Константы, перечисления и структуры / Состояние окружения / Информация о счете
Документация по MQL5: Константы, перечисления и структуры / Состояние окружения / Информация о счете
  • www.mql5.com
, то позиции по каждому символу разрешается закрывать только в том порядке, в котором они были открыты — сначала самую старую, затем более новую и т.д. При попытке закрыть позиции в ином порядке будет получена ошибка. Уровень залоговых средств, при достижении которого происходит принудительное закрытие самой убыточной позиции (Stop Out). В...
Uladzimir Izerski  
Yousufkhodja Sultonov:

The present, past and future are linked by a ratio:

P+H+B=1

The dominant term is "Present" (H), because "Past" (P) is obtained by integrating H, and "Future" (B) is obtained from the above relation:

B=1-(H+P).

Consequently, everything is determined by the present and the entire trading strategy depends on its correct evaluation; otherwise, the past does not help at all. This is how all natural and anthropogenic processes take place and market processes are no exception. These correlations are flawless both logically and mathematically. The branch "Looking for patterns" contains proofs of these regularities. The fact that the market failed to kill the robot running on a real account for over 6 years based on the above ratios, only its profitability was 2 times less than the maximum drawdown.

Good evening, Yusuf.

Correct. Present, past and future are related by the ratio P+H+B=1.

There are small nuances.

We have no information about the future, we see little information about the present, and all the basic information lies in history.

Why don't we use this storehouse of information?

How to use it is another question. But all important information lies in history and its weight will prevail over H+B.

The formula is good, but you have to correct it. N=0.6, N=0.3, B=0.1.

kisson  
I'm in a different thread about patterns.... maybe more interested here
Yousufkhodja Sultonov  
Uladzimir Izerski:

Good evening, Yusuf.

Correct. Present, past and future are related by the ratio: P+H+B=1

There are small nuances.

We have no information about the future, we see little information about the present, and all the basic information lies in history.

Why don't we use this storehouse of information?

How to use it is another question. But all important information lies in history and its weight will prevail over H+B.

The formula is good, but you have to correct it. N=0.6, N=0.3, B=0.1.

Don't you think that the past is reconstructed from the bricks of the present? If you delve even deeper, you should separate history (I) from the past in this way: H+H = I. The entire pattern is hidden in the present, and the present itself depends on 3 parameters. If we find these 3 parameters, and I have formulas to determine them, we will find the entire pattern, including the future.I will soon open a special section on this subject and show it to you.We will investigate how these 3 parameters behave. These patterns even describe the arrangement of inter-atomic distances in minerals since the creation of the universe and there is no way I will not reveal market patterns. Let's take any piece of the market and lay it all out. A little bit of release from my academic duties at university and let's get started. Let's define its majesty "TIME" and its role in the trading process and many more and interesting things await us.

Valeriy Yastremskiy  
Yousufkhodja Sultonov:

Don't you think that, the past is reconstructed from the bricks of the present? Going even deeper, history (AND) should be separated from the past in this way: P+H = I. The entire pattern is hidden in the Present, and the Present itself depends on 3 parameters. If we find these 3 parameters, and I have formulas to determine them, we will find the entire pattern, including the future.I will soon open a special section on this subject and show it to you.We will investigate how these 3 parameters behave. These patterns even describe the arrangement of inter-atomic distances in minerals since the creation of the universe and there is no way I will not reveal market patterns. Let's take any piece of the market and lay it all out. A little release from my academic duties at university and let's get started. Let's define its majesty "TIME" and its role in the trading process and many other interesting things await us.

I will argue with both the formula and the approach to time. Past and present is not always history. and time is a flawed dimension in relation to here and there.

Renat Akhtyamov  

The zero bar of the high TF can be averaged over the low

I.e. calculate it by the junior TF.

For example, we have a zero bar on H1.

Let's hang the MA with a period of 60 on M1 and copy the result of the indicator from the zero bar of M1 to H1.

Or, as you've just said, smooth it out on the mall and do the same thing after that

PS!

Except that the title of the thread is about an idea, and you have a problem with no idea how to solve it