Impulse - page 41

 
forexman77:
Then how will you test it? Or are you preparing in advance?
I don't see any problem with testing now either. It's processing fine. Ticks are put into files. And then the freedom of imagination is unlimited - you can use Excel, your own tester in MQL5, or a tester in any programming language.
 
Karputov Vladimir:
And now I don't see any testing problems. It's processing fine. Ticks are put into files. After that the freedom of imagination is unlimited - I can write my own tester in Excel, in MQL5 or in any programming language.

Got it. I haven't tried it on the fifth one yet, but in the fourth one, if I read daytime data from a file, then the optimization speed is acceptable. But if the ticks... It won't be long, maybe you did something wrong when reading?

I usually put the data into the buffer at the beginning in the inite.

 
forexman77:

Got it. I haven't tried it on the fifth one yet, but in the fourth one, if I read daytime data from a file, then the optimization speed is acceptable. But if the ticks... It won't be long, maybe you did something wrong when reading?

Usually in the inite at the very beginning I put data into buffer.

In order to visualise ticks you should first define:

Forum on trading, automated trading systems and trading strategy testing

Impulse

Karputov Vladimir, 2015.07.10 16:54

...

  1. What is momentum in Forex?
  2. Is it possible to calculate impulse for some period of time without averaging the results by past periods?
  3. A strategy for working with momentum.

...


 
Karputov Vladimir:

In order to visualise tics, you must first make up your mind:


What's next live/not live?

OBSERVATIONS. That's what I mean.

 

Today I checked the opening on a very simple condition: exceeding the increment (bid[0]-bid[1])>=0.0003.

Screenshots of the MetaTrader trading platform

GBPUSD.m2, M1, 2015.08.14

RoboTrade Ltd, MetaTrader 5, Real

A trade on the "Impulse" signal triggered. Not quite what was expected.

GBPUSD.m2, M1, 2015.08.14, RoboTrade Ltd, MetaTrader 5, Real



As you can see a Buy position opened. After that the price went in the opposite direction.

Conclusion:

To apply a simple overshoot on adjacent ticks is very uninformative.

 
Karputov Vladimir:

Today I checked the opening on a very simple condition: Exceeding the increment (bid[0]-bid[1])>=0.0003.



As you can see, a Buy position was opened. After that the price moved in the opposite direction.

Conclusion:

To apply a simple excess of increment on neighbouring ticks is very uninformative.

Vladimir, I've written in Skype what we need to find: three states. I have practically everything for that. (Only time is always short...)
 
Artyom Trishkin:
Vladimir, I've skype what you need to find: the three states. I have practically everything for that. (Only time is always short...).
Mistakes need to be shown too :).
 
Karputov Vladimir:
Mistakes also need to be shown :).
Bye invited Hodja Nasreddin for pilaf. They sit and eat, putting all the extra food aside. Bai asks: "Do you see any pebbles?". Khoja answers: "No, you can get rice too".
 

Good afternoon, to catch a lion in the desert, you need to know the boundaries of this very desert, the market factor-action (goal) is expressed in the Close prices, and the factor-action in the averaging MA to prices, and trading systems on these principles - the price breakdown (W-MN,) or rebound from the MA.I.e. the nature (task) of impulse formation is different and its goals are also different, (divide the desert in two and see which half of the lion is closer to the Close or MA) and each market fragment should be formalized in some way, but it is a difficult task. ))))

Example: an exit from a false-break (impulse) implies that there is "history" at the level, the market has an opposite position in the medium term and the impulse task is to prevent other players from fixing on the level (moving out of the range) the market cannot immediately show the position volume so the level "history" (a graphic or fractal formation) is created, or maybe it is the goal of capturing orders and moving to the zone of stopping or such a threat to turn the market mind Yes.... well, have a smoke break

 
Veniamin Skrepkov:

Good afternoon, to catch a lion in the desert, you need to know the boundaries of this very desert, the market factor-action (goal) is expressed in the Close prices, and the factor-action in the averaging MA to prices, and trading systems on these principles - the price breakdown (W-MN,) or rebound from the MA.I.e. the nature (task) of impulse formation is different and its goals are also different, (divide the desert in two and see which half of the lion is closer to the Close or MA) and each market fragment should be formalized in some way, but it is a difficult task. ))))

Example: an exit from a false-break (impulse) implies that there is "history" at the level, the market has an opposite position in the medium term and the impulse task is to prevent other players from fixing on the level (leaving the range) the market cannot immediately indicate the position volume, so there is the creation of the "history" level (a graphic or fractal formation), or maybe it is the goal of capturing orders and leaving for a stop or such a threat to turn the market mind Yes.... well, have a smoke break

Less need to go to the zoo, though.
Reason: