a trading strategy based on Elliott Wave Theory - page 242

 
I'm not frolic.

Yeah, I wonder if the algorithms are that different. Or ticks... threw in a request to yurixxx AT gmail DOT com. Wonder where my previous email went - no return.
 
<br / translate="no"> Yeah, I wonder if the algorithms are that different? Or ticks... Threw in a request to yurixxx AT gmail DOT com. Wonder where my previous email went - no return.


It didn't come back because there's a user with that nickname. That's why I had to add another x. And as for the algorithms, I had another idea to check the zigzag tops. It's quite possible that that's where the divergence starts. After all, after all, Pastukhov's calculation scheme is so elementary that even a schoolboy could implement it.

I haven't received the letter yet. If you want, you can just give your e-mail address, without all that fuss.
By the way, will he by any chance send a letter to 6m?
 
And as for the algorithms, I also had the idea of checking the zigzag tops. It's quite possible that that's where the discrepancy starts. After all, in the end, Pastukhov's calculation scheme is so elementary, that even a schoolboy could implement it.


I propose to begin by checking the constructions for random ticks ( http://www.filefactory.com/file/050ece/ ) for arbitrariness. I have got it so:


It's not great, but it's what it is. If your spread is less, I will revise my strategy.

I haven't received the letter yet. You could, if you wanted to, just give your email without all the hassle.
By the way, he won't by any chance send a letter 6m away?

No problem: Laundrywasher at yandex dot ru and 6m should not be rejected.
 
I sent the package.
I suggest we start by checking the constructions for random ticks for arbitrariness

I don't mind though, a bit later. I did a zigzagrenko yesterday, but it still has a lot to fix.
As soon as I finish it I will count both kagi and renko at the same time. But I will download the posted files.
 
I received the parcel. Thank you.
I, by the way, downloaded the 2005 ticks from the site mentioned above, and was horrified by the jumble of dates in the files. Maybe it's only that year. How were things in 2006?
 
Building a zigzag (I assume any) on Open or Close has
only makes sense as a programming exercise.

And in my opinion it would be not quite a trivial generalization of Pastukhov's results, such a zigzag is a combination of Lebrg and Riemann splitting at the same time.
 
I received the parcel. Thank you. <br / translate="no"> By the way, I downloaded the 2005 ticks from the site that was voiced above, and was horrified by the jumble of dates in the files. Maybe it's only that year. How were things in 2006?


Yeah, there was one problem there too. The files seemed to be month by month, but some included 3 or 2 months each. So I had to cut out all the extra stuff.
And in the end I had to write a handler for these files in MQL4, since neither Excel nor MT4 built-in tools could handle it. One does not like commas, the other - format, Excel does not accept more than 65000. All in all, what a piece of software. :-)
That's why I've left only what I really need - date, time, tick. (earlier I wrote wrongly that there is only one column in this file).
 
And in my opinion it would be a not entirely trivial generalisation of Pastukhov's results, such a zigzag is a combination of Lebrg and Riemann splitting at the same time. <br / translate="no">


I don't know what you're talking about. A zigzag can be built on any sequence of numbers. However, building by Open or Close makes no physical sense whatsoever. That's exactly what I meant in the quote above.
 
А по моему это будет не совсем тривиальное обобщение результатов Пастухова, такой зигзаг представляет собой комбинацию Лебрговского и Римановского разбиения одновременно.


I don't know what you're talking about. A zigzag can be built on any sequence of numbers. However, building by Open or Close makes no physical sense whatsoever. That's exactly what I meant in the quote above.


I don't know about the physical sense, but in terms of approximating a price series.
Well, when Pastukhov calculates volatility by value breakdown (i.e. by price = Leberg breakdown), then he compares it with volatility obtained by time breakdown (Riemannian breakdown) and shows that they are equal. Therefore the combination of these two splits i.e. by values in H range and by time (we take only values on the timeframe boundaries, i.e. open and close) is in theory quite reasonable and may have some advantages, because close behaves more quietly than high and low.
 
I cannot agree with that. Pastukhov, as far as I remember, does not link to time intervals at all. But he does show a link between his H-volatility and traditional sigma volatility. The existence of that relationship is obvious, because Lebeg's breakdown relies on the length of the curve, i.e. the path travelled by price, while sigma takes into account the range of price movements (i.e. actually the path within a bar) over time. However, neither Open, nor Close are used when calculating volatility sigma. On the contrary, using Open or Close is an artificial smoothing of a curve, whereas it is the structure of natural price fluctuations that is of interest. Therefore, switching to Open or Close would only lead to loss of information, not to mention the fact that the meaning of such a switch remains unclear.
Reason: