Impulse - page 33

 
new-rena:

Right, OK. Where's your time interval analysis and why did the MA appear?

I've found a bug in my thing, too. It's not the same number of ticks during the same time interval. We should not lose such an indicator.

Maybe I'm wrong, because 5-Rka is not yet a very long user.

1. MA Roman asked. (As you can see, I do not use it in the code for smoothing - it is not necessary.)

2. the same, and exactly the same, I need to fill the array of time differences between adjacent ticks.

Then analyze both arrays together.

The example I cited here was made for Roman, so that he would not bother filling his own array - I gave him a working variant, even displaying the array contents on a chart - for better visualization. Because his code has a lot of inconsistencies ...

 
new-rena:

I may be wrong, as I haven't been using the 5-Rka for a very long time.

I haven't used it at all yet, just experimenting. The code I suggested was 4.
 
Artyom Trishkin:
I haven't used it at all yet, just experimenting. The code I suggested was four.
I see.
 
Artyom Trishkin:

I'll try a tableau:

tick 10
tick 9
tick 8
tick 7
tick 6
tick 5
tick 4
tick 3 tick 2
tick 1 tick 0
Future tick
X10
X9
X8
X7
X6
X5
X4
X3
X2
X1X0
XN0
X9X8
X7X6X5
X4X3
X2
X1
X0XN0
XN1

x0, x1, x2 define the current state (pink), the rest define the past state (light green). The data in the array is constantly shifting, and the newly arrived xn0 takes the place of the zero tick. So now the current state will be counted from x1, x0, xn0, and the tick x2 from the last time is shifted to the cells defining the previous state, making a small correction for that state. If we count everything together, then all first three ticks will be corrected, which seems rather crude to me.

I think this can be used to indicate a pulse.

 
Karputov Vladimir:

I think this can be used to indicate a pulse.

Well ..., you could also "wiggle" the dimensions defining the current state (the first three, four) and the past (the other seven, six), and the sample size itself for analysis( tickarray size - 10, 15, 20 ...).
 
Artyom Trishkin:
Well ..., we can also "shake out" the dimensions defining the current state (first three, four) and the past state (the other seven, six), and the size of the sample itself for analysis (the size of the array of ticks - 10, 15, 20 ...).

These settings, I think, will be different for different types of trading accounts. Here you will need to choose the parameters individually.

Now the challenge is in defining credible filters:

  • conditions for impulse generation and decay
  • Do I need a Take Profit or can I just use a reversal strategy?

 
Karputov Vladimir:

These settings, I think, will be different for different types of trading accounts. Here you will need to choose the parameters individually.

Now the challenge is in defining credible filters:

  • conditions for impulse generation and decay
  • Do I need a take profit or can I just use a reversal strategy?

Slowing down the current rate by N% can be tried to put it into a BU. Maybe it is worth to close half of it at once, and then - again according to the signals. If the movement has resumed in the same direction, with parameters similar to the state before the slowdown, we continue to hold the position. The impulse is short, we need to squeeze out everything that concerns it, rather than predict the further movement.

The reversal - slowdown, stop and reverse acceleration above the threshold is a signal for a reverse entry. But it is more dangerous than the first one (most likely a pullback after an impulse, or a temporary respite before the next spurt (from observation))

Such thoughts.

 
Artyom Trishkin:

Slowing down the current speed by N% can be tried to move it to BU. It might be worthwhile to close half of it immediately and then go back to the signals. If the movement has resumed in the same direction, with parameters similar to the state before the slowdown, then continue to hold the position. The impulse is short, we need to squeeze out everything that concerns it, rather than predict the further movement.

The reversal is a slowdown, a stop and reverse acceleration above the threshold is a signal for a reverse entry. But it is more dangerous than the first one (most likely a pullback after an impulse, or a temporary respite before the next spurt (from observation))

Such thoughts.

Artem, what are the distractions: the sacred percentage of the pullback, "try BU", close and again ...

Aren't these the levels you're on about?

 
Алексей Тарабанов:

Artem, what's with all the distractions: sacred speed reduction percentage, "try BU", close and again ....

Aren't these the levels you're on about?

No. Not about them. I was just sitting in the bushes and browsing. I just - in the bush nearby ;).

Breakeven is CU. And the speed - the speed of ticks and their delta for the price.

SZY. And your levels are good, beautiful.)

Late (damn ... early!) - I'm sleeping. It's morning already ...

 
Artyom Trishkin:

No. Not those. It's just the little bugger's idea. I'm just in the bush ;)

Breakeven is CU. And the speed is the rate of ticks and their delta in price.

You and Barabashka have made things insanely complicated. The start and end of an impulse price movement is easily captured with a lag of one quantization interval.
Reason: