a trading strategy based on Elliott Wave Theory - page 69

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Beautiful ! :)
How many channels were involved in the painting there - 180 in total? :)
 
Beautiful ! :)<br / translate="no"> How many channels were involved in the painting there - 180 in total? :)


To be exact 181 :) for 90 days (more than 4000 bars on the m30). With the pound is even better (as of today) if you draw by one condition :), but they are still only 202!


Hence the question may be you have a mistake? (Maybe I am :))
 
2 Rosh
If you can't solve it, I'll email it to you. The fact that the problem has a solution is worth a lot. After all, the knowledge of the fact that an Expert Advisor by Vyacheslav's method has a positive expected payoff is not comparable to the knowledge of coding algorithms :)


In fact, I completely agree with your opinion.
And nevertheless, did the knowledge of the fact that Vladislav uses extremality of potential energy functional as a criterion for channel selection help you much? Were you able to formulate this condition as a practical criterion for yourself ?
 
It turned out to be a small typo (if you can say so about the code where only b is written instead of b*b), now the results are exactly the same. This is what it looks like with Print()
20:30:09 ChannelStDev3 EURJPY,M15: k=186 a=-0.0014 b=146.9191 sigma=0.1459<br/ translate="no"> 20:30:09 ChannelStDev3 EURJPY,M15: k=185 a=-0.0014 b=146.9216 sigma=0.1453
20:30:09 ChannelStDev3 EURJPY,M15: k=184 a=-0.0014 b=146.9233 sigma=0.1453
 20:30:09 ChannelStDev3 EURJPY,M15: k=183 a=-0.0014 b=146.9241 sigma=0.1455
20:30:09 ChannelStDev3 EURJPY,M15: k=182 a=-0.0014 b=146.9251 sigma=0.1458
....................................................................................................................
20:30:09 ChannelStDev3 EURJPY,M15: k=47 a=-0.0026 b=146.9461 sigma=0.1525
20:30:09 ChannelStDev3 EURJPY,M15: k=46 a=-0.0029 b=146.9506 sigma=0.1535
20:30:09 ChannelStDev3 EURJPY,M15: Optimized algorithm time 32 ms
20:30:09 ChannelStDev3 EURJPY,M15: Normal algorithm time 390 ms
20:30:09 ChannelStDev3 EURJPY,M15: They are in 5 series
20:30:09 ChannelStDev3 EURJPY,M15: Found 786 channels satisfying the criterion over 1000 bars
20:30:09 ChannelStDev3 EURJPY,M15: a=-0.0014 b=146.9233 lastBar1 firstBar=184 StDev=0.1453


and like this without Print():
20:38:26 ChannelStDev3 EURJPY,M15: Optimized algorithm time 16 ms
20:38:26 ChannelStDev3 EURJPY,M15: Ordinary algorithm time 593 ms
20:38:26 ChannelStDev3 EURJPY,M15: They are in 4 series
20:38:26 ChannelStDev3 EURJPY,M15: Found 783 channels meeting criterion over 1000 bars
20:38:26 ChannelStDev3 EURJPY,M15: a=-0.0015 b=146.93 lastBar1 firstBar=185 StDev=0.146
 
Using this algorithm in an EA should give an additional performance gain of N times (with the usual error correction) compared to the script.
 
2 Rosh
If you can't solve it, I'll email it to you. The fact that the problem has a solution is worth a lot. After all, the knowledge of the fact that an Expert Advisor by Vyacheslav's method has a positive expected payoff is not comparable to the knowledge of coding algorithms :)


Actually, I completely agree with your opinion.
Nevertheless, did the knowledge of the fact that Vladislav uses extremality of the potential energy functional as a criterion for channel selection help you much? Were you able to formulate this condition as a practical criterion for yourself?


I think a lot :)
 
Rosh:
Using this algorithm in an EA should give an additional performance gain of N times (with the usual error correction) compared to the script.
Do you mean that it is enough to calculate only one series of channels on a new bar in the Expert Advisor? Actually, I am at the stage of code writing now, so if I wrote a stupid thing, I will realize it only at the stage of debugging :).
 
No, what I mean is that on each new bar you should use the fruits of calculations on the previous bar (which means saving arrays) and not make unnecessary new calculations. I have laid out the calculations in Excel files - everything is transparent there.
 
Yeah, so I've been vague enough :)
 
<br / translate="no"> Nevertheless, did you gain much from knowing that Vladislav uses the extremity of the potential energy functional as a criterion for channel selection? Were you able to formulate this condition as a practical criterion for yourself?

Nothing passes without a trace. Here it comes to mind - http://forex.kbpauk.ru/showflat.php/Cat/0/Number/39461/page/0/fpart/1/vc/1

"Chance helps the prepared mind" :)
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