a trading strategy based on Elliott Wave Theory - page 103

 
I inserted indicator call into Expert Advisor and ran it on history to build indicator of average probability. There is still a bug in the code and it came out very small (division by zero).

 
2 Candid

Да, график потенциальной энергии как-то подозрительно точно коррелирует с графиком цены. То есть не содержит новой информации. Что касается схемы выборки каналов, то по ней видно, что Вы собираетесь делать полноценный индикатор, у меня такая же, в сущности :).


Совпадает не совсем точно с ценой, но действительно, некоторая зависимость наблюдается. Как и писал, это самый первый вариант. Вероятно, есть ошибка. Естественно, продолжаю свои исследования. :о)))


I think you are considering something similar to this:
http://forexsystems.ru/phpBB/viewtopic.php?t=622&highlight=tsi
http://forexsystems.ru/phpBB/viewtopic.php?t=649&highlight=tsi

The second option contains sequentially differentiating and integrating series.



The signal energy graph is digital signal processing, nothing is integrated there. As for the potential energy of the channel, in a sense yes, I am calculating the full differential of the function. By the way, the calculation is really wrong. Found significant differences from the MatCAD version of the calculation. Something I "messed up" in a hurry.

I haven't found anything about integration and differentiation (in my understanding of this sphere) through those links, but perhaps it was my inattention. :о)

Let me remind you what I did. On the history I found the most typical reversal zone. It stepped back from it a certain amount of bars. My aim is to determine a reliable channel and the turning zone. I.e. it was done in reverse. On the whole, it worked. But I have not experimented seriously enough yet due to some reasons.

I do not really understand why I still "torment" the parabola on the price series. And how can it show the turning zone? Obviously, in 99.99% of cases it does not show it.
 
The TSI indicator is built according to Blau's book (I think there are references to it there), you need to read it to understand about differentiation and integration.
No one is torturing the parabola, I never throw away what I've already done, as long as it counts - let it be.
 
The TSI indicator is built according to Blau's book (I think there are references to it there), you need to read it to understand about differentiation and integration. <br / translate="no"> Nobody tortures the parabola, I never throw away what I've already done, as long as it counts - let it be.


Thanks for the advice. But to "understand about differentiation" I use completely different books. :о))) I've already read this book, there's nothing about it.
 
A book, let's have a look, let's read it.
 
Give us the book (title) and let's have a look and read it. <br / translate="no">


Why a studio? You can find it at the second link.

http://forexsystems.ru/phpBB/viewtopic.php?t=649&highlight=tsi
The second post by Rosh/ You also posted it.
 
I was referring to the title of that book where "to 'understand about differentiation' I use completely different books. "
 
I meant the title of the book where "что бы «понять про дифференцирование», я использую совсем другие книги."


Aah! Got it. :о)))) Handbook of Diff. and Integral Calculus (two volumes). The book is at home, I'm on a business trip. I think you have on your bookshelf, be sure to find something similar.

What I very much liked in Vladislav at "ideological" level, and what I rarely met in other sources, so it is a strict mathematical approach. Usually they take some applied field and try to find an analogy to forex movements. Sometimes it works, but more often not so much.
 
"Diff. and integral calculus handbook" and implementation in a program are two big differences :)
I would count potential (and kinetic too) energy of the channel as a whole, not its change in price movement in the channel.
I don't have any books on mathematics at home, but I don't like it (though I've looked into it a couple of times) as I got used to what I was given during my studies and I still want to find it. I don't even remember the author :)
 
"Reference book on diff. and integral calculus" and implementation in a program are two big differences :)<br / translate="no"> I would count potential (and kinetic too) energy of the channel as a whole, not its change during price movement in the channel.
I have no books on mathematics at home. I have some reference book on "higher mathematics", but I don't like it (though I've looked into it a couple of times), I've got used to what I was given when studying and I still want to find it. I don't even remember the author :)


Quite right, but there's also an implementation in MatCade. All these things, in my case, are still much different from the realization in the indicator. It's OK, we'll implement it properly. :о))))

As for the channel kinetic energy, I do not know how to calculate it for forex and whether it has some sense for forex. The area of existence and nature of this energy is quite different from forex, but that's my understanding.

And then, if you count it as a whole, how do you choose a reliable channel? And what is a reliable channel? This is the question I am beginning to ask myself after my experiments. There are some ambiguities here.

Listen, maybe we should invent our own kind of energy. I'm serious! :о)

I recommend getting some good books. :о)))

PS: For information, maybe, who does not know, but maybe somebody will find it useful ;o)
http://www.basegroup.ru/neural/conjugate.htm
Reason: