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Impulse - page 44

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(According to the development of the strategy) 13 pips (at the opening of London) "took the volume" and in the future we played to keep the range of the market, i.e. If after 13 pips we opened an order with a stop at a low candlestick, it would not "work", but it was 7 pips down and if we opened an order to reverse the previous impulse with a short stop of 5-6 pips and when we got 5-6 pips positive result we would have a nearly zero position and the question is how much volume to open?
What is momentum is a change in momentum and unlike position trading with elements of averaging, you can "watch" an opening of 0.3 or 3 lots
Veniamin Skrepkov:
What is an impulse is a change in the dynamics and unlike position trading with elements of averaging, you can "watch" an opening with 0.3 or 3 lots
What does the speed of order processing have to do with momentum? Please see the first post of this thread - all measurements are based on tick rate.
As part of "strategising", the topic of orders will have to be touched upon at some point anyway.
Addendum to yesterday's screenshot, missed 1 minute at 7.2 pips, the price did not go higher, and at the low was formed a level with confirmation.
Files:
EURUSDM1l.png  61 kb
Veniamin Skrepkov:
Adding to yesterday's screenshot, missed 1 minute at 7.2 pips, the price did not go higher, and at the low was formed a level with confirmation.
But you did it correctly last time. So why do you have problems now? And one more thing: if you think that you've seen an impulse - confirm it by the data on tick rate change, change of tick rate density... Just looking at pictures is not enough - you need mathematical confirmation.

I have MT5 and everything without " tick history collectors", what tools do you use to collect ticks? , close on the topic of VSA analysis (volume and spread) and in the absence of volume (ticks) I work with the spread, while in an impulse it seems necessary to seek "balance" between the volume and spread, situations from VSA - "meets volume" (pushing through the offer) ie.i.e. the situation may have the "characteristics" of an impulse (by volume) , shakeout ( shaking out ) increase in spread also seems to be an impulse , i have seen movements of 13 pips 30 pips in M1 ( and not always news ) wait for close M1 ? And a STP broker is needed for this kind of work.

Veniamin Skrepkov:

I have MT5 and everything without " tick history collectors", what tools do you use to collect ticks? , close on the topic of VSA analysis (volume and spread) and in the absence of volume (ticks) I work with the spread, while in an impulse it seems necessary to seek "balance" between the volume and spread, situations from VSA - "meets volume" (pushing through the offer) ie.i.e. the situation may have the "characteristics" of an impulse (by volume) , shakeout ( shaking out ) increase in spread also seems to be an impulse , i have seen movements of 13 pips 30 pips in M1 ( and not always news ) wait for close M1 ? And a STP broker is needed for this kind of work.

NBrb Tiki I used a program like this:

Forum on trading, automated trading systems & strategy tester

Impulse

Karputov Vladimir, 2015.07.21 12:11

The basis for recording ticks is there. 

//+------------------------------------------------------------------+
//|                                             IndTickCollector.mq5 |
//|                              Copyright © 2015, Vladimir Karputov |
//|                                           http://wmua.ru/slesar/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2015, Vladimir Karputov"
#property link      "http://wmua.ru/slesar/"
#property version   "1.01"
#property indicator_chart_window
#property description "Индикатор хранит тики. Время тика, микросекунд, Время тика, секунд , Bid, Ask"
#property indicator_buffers 0
#property indicator_plots   0
//+------------------------------------------------------------------+
//| Индикатор расчитывает скорость прихода тиков.                    |
//+------------------------------------------------------------------+
//--- parameters
int file_handle; // хэндл файла
string FileName; // имя файла
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- open file
//--- время начала сбора тиков - текущее
   datetime time_start=TimeCurrent();
//--- откроем файл для записи значений индикатора (если его нет, то создастся автоматически)
   ResetLastError();
   FileName="Data_ticks_"+Symbol()+"_"+TimeToString(time_start,TIME_DATE|TIME_MINUTES|TIME_SECONDS)+".csv";
   StringReplace(FileName,":","-");
   file_handle=FileOpen(FileName,FILE_READ|FILE_WRITE|FILE_CSV);
   if(file_handle!=INVALID_HANDLE)
     {
      PrintFormat("Файл %s открыт для записи",FileName);
      PrintFormat("Путь к файлу: %s\\MQL5\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
      //--- запишем название колонок
      FileWrite(file_handle,"Время тика, микросекунд","Время тика, секунд","Bid","Ask");
     }
   else
      PrintFormat("Не удалось открыть файл %s, Код ошибки = %d",FileName,GetLastError());
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate (const int rates_total,      // размер массива price[]
                 const int prev_calculated,  // обработано баров на предыдущем вызове
                 const int begin,            // откуда начинаются значимые данные
                 const double& price[]       // массив для расчета
                 )
  {
   ulong microsecond_count=GetMicrosecondCount(); // зафиксировали вход в OnCalculate()
   int start=0;
   if(prev_calculated!=0) // работаем только на пришедших тиках, так как на истории нет времени тиков
     {
      MqlTick last_tick;
      //---
      if(SymbolInfoTick(Symbol(),last_tick))
        {
         FileWrite(file_handle,microsecond_count,last_tick.time,
                   DoubleToString(last_tick.bid,Digits()),DoubleToString(last_tick.ask,Digits()));
        }
      else Print("SymbolInfoTick() failed, error = ",GetLastError());
     }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//--- закрываем файл
   FileClose(file_handle);
   PrintFormat("Данные записаны, файл %s закрыт",FileName);
//--- очищаем комментарии
   Comment("");
  }
//+------------------------------------------------------------------+


File name format:

Data_ticks_GBPUSD.f_2015.07.21 12-06-14.csv

The file has four columns:

Время тика, микросекунд Время тика, секунд      Bid             Ask
76718                   20.07.2015 18:09        1.55962         1.55981
76838                   20.07.2015 18:09        1.55962         1.55981
190796                  20.07.2015 18:09        1.55961         1.55980
533045                  20.07.2015 18:09        1.55960         1.55979
989364                  20.07.2015 18:09        1.55961         1.55980


Questions remain - how often to start new files. I think every hour every file should be started. This way it will be easier to analyse later.

But these ticks I collected only for analysis. For the moment I stopped - as I'm waiting for file sending via ftp from shared hosting to work.


Karputov Vladimir:
NBrb Ticks I collected with a program like this:

But I only collected these ticks to analyse them. For the moment I stopped, because I'm waiting for files to be sent via ftp from shared hosting.


If ftp does not work, why wait? FTP will work - there will be an excuse to move. So far, there is nothing to move. The topic is not solved.
new-rena:
If the ftp doesn't work, why wait? When the ftp starts working, there will be an excuse to move. So far, there's nothing to move. The topic is not covered.
Where to go?
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