Impulse - page 2
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It's for the stock exchange that Mass is roughly equivalent to volume, but forex volumes are not )))
Acceleration is the rate of change in velocity per unit time:
Knowing the speed (the size of each candle) you can calculate the acceleration for each candle. The dimension of velocity is (). Acceleration will be (). Well, and momentum would be the derivative of acceleration. Isn't that right?
Well, momentum is momentum ))
but what does it give us?
added - something is wrong with the formula ))
Acceleration is the rate of change in velocity per unit time:
Knowing velocity (size of each candle) it is possible to calculate acceleration for each candle. The dimension of velocity is (). Acceleration will be (). Well, and momentum will be the derivative of acceleration. Isn't that right?
Acceleration is the delta of velocity divided by the delta of time. The key word is delta, i.e. acceleration cannot be calculated immediately, at the start of the observation, but only after some time.
Consequently, acceleration on one candle cannot be calculated, a history of observations is needed.
And momentum has never been and will never be a derivative of acceleration.
And momentum is most likely instantaneous acceleration.
Acceleration is the delta of velocity divided by the delta of time. The key word is delta, i.e. acceleration cannot be calculated immediately, at the start of the observation, but only after some time.
Acceleration cannot be calculated on a single candle, you need a history of observations.
And momentum has never been and will never be a derivative of acceleration.
So momentum is the speed of price change per time frame or the number of pips the price has moved per unit time. Since there is no tick history at the moment, we have to use timeframes. For now I propose to count the momentum as
and perform the calculation only once at the moment of a new bar appearing.
Added. It is possible to calculate the speed. But to understand that the calculated speed is the momentum or not, we need to compare this calculated speed with something.
No go ... Even a minute for the minimum value is a lot for catching impulses. Only ticks. We know, we've been there. I measured the difference between ticks in time and the difference of neighboring ticks in price. Plus I take into account the direction of price increase - positive - up, negative - down. I was comparing about 5 - 10 last ticks. As soon as their arrival rate increases (we compare the arrival rate of the beginning of a measured interval and the current rate, and the increase of the difference in prices of three to four neighboring ticks in one direction), we can consider that an impulse has begun. Especially, if it has exceeded a certain threshold, some average MA built on 20 - 30 ticks ...
I agree. Forex volumes are something ethereal, intangible, wrong. Generally inaccurate. Volumes should be abandoned.
There are some questions I would like to get to the bottom of:
If there is a reasonable interest in the subject, I will post (if possible) pictures of the same design and size, and (in the plans) will be a publicly available indicator. So, I'm waiting for suggestions on point 1.
point 3 -
I have analysed the simplest strategies based on momentum.
https://www.mql5.com/ru/forum/58420
the conclusion is that they don't work.
at three months it is possible to adjust the parameters
but for two years - no way.
Not going ... Even a minute over the minimum value is too much for momentum catching. Only ticks. We know, we've been there. I measured the difference between ticks by time and by the difference of neighboring ticks in the price. Plus I take into account the direction of price increase - positive - up, negative - down. I was comparing about 5 - 10 last ticks. As soon as their speed has increased (we compare the speed of receipt of the beginning of a measured interval and the current speed, and the increase of the difference in prices of three to four neighboring ticks in one direction), we can consider that an impulse has begun. Especially, if it has exceeded a certain threshold, some average MA built on 20 - 30 ticks ...
I completely agree. I'm working on a similar approach myself. Not to order, but for myself. I have written indicators. I managed with them in three days.
Here are the <delete> strategists. There will be options for both filters and loss and profit sizes... and maybe even an averaging instead of loss to the start position... Entry - in the direction of the momentum.