a trading strategy based on Elliott Wave Theory - page 219

 
Thankyou all very much, I've already found it, no need... Sorry again for the inconvenience.
 
grasn Thank you very much, I've found it, no need... Sorry again for the inconvenience.


Yeah, you're welcome, I couldn't download it... :o(
 
Got it posted:<br / translate="no">http://www.filefactory.com/file/733226/

PS: how long it will be lying around, I don't know.

The file downloaded in 15 minutes and unzipped without any problems. I haven't installed the software yet, though.
 
Получилось выложить:
http://www.filefactory.com/file/733226/

PS: сколько будет лежать, не знаю.

The file downloaded in 15 minutes and unzipped without any problems. I haven't yet installed the software, though.


The only thing is that either there is no MS NET framework or it's just not installed, I remember some problems I had with it (it won't work without it).

Very important: you need MS NET framework 1.1 version for 13. If you already have 2.0 for some reason (e.g. the latest developer studio from MS is installed), it won't work. Version 2.0 must not be on your computer. very important!
 
A little offtopic. Solandr, at the moment does your construction look like something similar? That is, you build like this, only there are still boundaries from the parabola?



PS I noticed that the bottom of the parabola does not have to be a price extremum.
 
Sorry for the undersized pictures, but the smaller pictures make the small details worse.
I am currently plotting on 2 timeframes D1 and M30.
D1 gives a general analysis of the market. M30 produces accurate calculation of entry points into a position using linear regression plotted against the leads. As I have mentioned more than once, the entrance is performed upon breakdown of 99.9% of the confidence interval or upon breakdown of the high(low) of the previous day. Such a breakthrough has occurred today and we opened a buy position in EURUSD. Stop on the fractal. If it works, the position will reverse in the hope to repay half of the stop loss.
Vertical brown solid and dotted lines are full and new moons.
The curved yellow line is the correlation prediction line. All in all a toy that I like. Although it doesn't have much of a physical basis, because it is an averaged curve from correlation forecast data, based on a different window of historical data. The dotted red lines show the range of the correlation forecast.
In the bottom figure the upward regression channel, pointing unknown to where and why, shows the fact that there is no upward linear regression channel at the current moment in time. The buy position is opened, because first of all EURUSD has gone beyond the boundary of the 96% confidence interval according to the largest convergent regressions of orders 1 and 2 on the D1 period, and also the previous day's (Friday's) high was broken today. We await further developments.



 
Mm-hmm. I mean, as I thought, I wonder if this kind of processing has been done before?
<br / translate="no"> Rosh 15.01.07 13:08 edit

About the same algorithm I think. Only according to Vladislav's recipe:
1. Build an approximation on the entire LR story.
2. Construct a distribution of residuals from LR.
3. Set criterion in % of normal distribution to find maximal differences of HR.
4. Find these extrema and at obtained intervals ... go to 1 .2.3 and 4.

The criterion for the end of recursion is that the variance on the whole broken line is less than the variance from Yi-Yi+1.

Thus, we have a well-grounded Zigzag, now we start to track some criterion when following the history with reference to known (now a priori) anchor points of Zigzag (extremums). Let's obtain statistics on breaking of any convenient criterion when approaching a break point of Zigzag, for example, it can be Hurst Index or sigma size. If the statistics works, we try to create an algorithm that works online. I hope I have described it clearly.
 
I didn't do any pre-processing using the algorithm described.
I find the swing elementary. For example, one end is identified by an extremum for the last 1.5 trading days and the other extremum for the remaining period of up to 10 trading days. It seems to me that it is quite logically reasonable without any additional excessive calculations and recalculations, therefore I do not have any questions concerning search for channels at a minimum of potential energy.
 
I meant the statistical pre-processing (during the design phase of the indicator), which was done only once many days ago, and is now just a basis for working online. That is, these calculations are no longer needed in the current algorithm, they are the foundation.
 
As it is easy to assume, the probability of successful entry by the methodology described above (and by most others as well) will be in the vicinity of 50%. That is, half of the entries will end in stoplosses. But the point of position trading consists just in the fact that those 50% of successful positions will be closed every following day (for example with the same size of a lot, equal to the initial one) that should result in exceeding of profits over losses. This is what I am trying to trade now. In general, the ideology of the strategy of turtles is used - "Several successfully caught trends during a year will compensate losses from false entries at flat and give some small profit". But only the implementation of the technical details is fundamentally different. I think the starting point of order opening in the described method is situated closer to a true market reversal (it is hardly possible to justify the logical reasoning of an even closer position entry to the price extremum, though I am ready to listen to other points of view concerning this issue as well) than in the original strategy of turtles where we should wait for a muving breakthrough. Although I do not have specific numerical estimations. This is just my subjective speculation. Let's test it online and see the results. If the result will be of any interest, I will post it here.
Reason: