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Examples: Superposition and Interference of Financial Securities

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MetaQuotes Software Corp.
Moderator
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MetaQuotes Software Corp. 2009.06.02 09:46 

New article Superposition and Interference of Financial Securities has been published:

The more factors influence the behavior of a currency pair, the more difficult it is to evaluate its behavior and make up future forecasts. Therefore, if we managed to extract components of a currency pair, values of a national currency that change with the time, we could considerably delimit the freedom of national currency movement as compared to the currency pair with this currency, as well as the number of factors influencing its behavior. As a result we would increase the accuracy of its behavior estimation and future forecasting. How can we do that?

Author: Khristian Piligrim

erkan
24
erkan 2009.06.02 14:55  

Khristian,

SuperPosition indicator doesnt' appear on ODL platform, can you help?

MQL4 Comments
16319
MQL4 Comments 2009.06.03 07:52  
Soo... What the differences with cluster indicator (/en/articles/1464), that also show strength and weakness of a single currency that is independent from its pair...?
MQL4 Comments
16319
MQL4 Comments 2009.06.03 10:32  
geordie:

Khristian,

SuperPosition indicator doesnt' appear on ODL platform, can you help?

Hi Khristian,

very, very interesting article.

I tried to attach the indicator on Alpari MetaTrader4, but it does not appear at all.

May be I have to delete in the GL[] calculation the currencies pairs that are not present in Alpari platform ?

Thanks for your help

Fabio

Andrea Bronzini
106
Andrea Bronzini 2009.06.03 11:22  
Fabio:

May be I have to delete in the GL[] calculation the currencies pairs that are not present in Alpari platform ?



I also cannot get it running.

I got a zero divide error. I opened H1 charts of every pair involved in calculation to be sure that history is present... still error.

I then removed most of the pairs leaving only 5 of them... still zero divide...


I think I'll re-code it myself... but tnx for the hint, it's an interesting approach.



Andrea

MQL4 Comments
16319
MQL4 Comments 2009.06.03 12:12  
Zypkin:
Fabio:

May be I have to delete in the GL[] calculation the currencies pairs that are not present in Alpari platform ?

I also cannot get it running.

I got a zero divide error. I opened H1 charts of every pair involved in calculation to be sure that history is present... still error.

I then removed most of the pairs leaving only 5 of them... still zero divide...

I think I'll re-code it myself... but tnx for the hint, it's an interesting approach.

Andrea


OK Andrea

please let me know the results ;-)

Fabio

Andrea Bronzini
106
Andrea Bronzini 2009.06.03 13:10  
Fabio:


OK Andrea

please let me know the results ;-)

Fabio

I put some breaks in the code and the problem is that many of the call to the price arrays (iClose, iHigh, ....) return 0.

I dont know how to solve this cause I'm using just 4 cross-currencies and the relative pairs are all open in the chart... so the history is there. Also in history center I ca see data avaialble.

Anyone knows how to force MT4 to read the history data???


A.

MQL4 Comments
16319
MQL4 Comments 2009.06.03 14:34  
Zypkin:
Fabio:


OK Andrea

please let me know the results ;-)

Fabio

I put some breaks in the code and the problem is that many of the call to the price arrays (iClose, iHigh, ....) return 0.

I dont know how to solve this cause I'm using just 4 cross-currencies and the relative pairs are all open in the chart... so the history is there. Also in history center I ca see data avaialble.

Anyone knows how to force MT4 to read the history data???

A.


Did you try to set the LenghtSample much shorter, let's say 10 bars . At least 10 bars should be available in the history data isn'it ?

Ciao

Fabio

Andrea Bronzini
106
Andrea Bronzini 2009.06.03 15:09  
Fabio:


Did you try to set the LenghtSample much shorter, let's say 10 bars . At least 10 bars should be available in the history data isn'it ?


Tried with 100... I'm printing on screen the index of missing prices... they all are missing [0..99] :(


A.

MQL4 Comments
16319
MQL4 Comments 2009.06.03 15:47  
Zypkin:
Fabio:


Did you try to set the LenghtSample much shorter, let's say 10 bars . At least 10 bars should be available in the history data isn'it ?

Tried with 100... I'm printing on screen the index of missing prices... they all are missing [0..99] :(

A.


I think we need help from Khristian !

Fabio

MQL4 Comments
16319
MQL4 Comments 2009.06.03 17:58  
Fabio:
Zypkin:
Fabio:


Did you try to set the LenghtSample much shorter, let's say 10 bars . At least 10 bars should be available in the history data isn'it ?

Tried with 100... I'm printing on screen the index of missing prices... they all are missing [0..99] :(

A.


I think we need help from Khristian !

Fabio


Hi Andrea

I made some progress, I re-coded the indicator, but I think I made some error because I do not obtain the right value for EURUSD close.

Have a look and may be improve it ;-)

Cheers

Fabio

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