Impulse - page 48
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Expert Advisor"Impulse"version 1.02
Added setting: Impulse threshold (in pips). Impulse is caught:
Expert Advisor"Impulse"version 1.02
Added setting: Impulse threshold (in pips). Impulse is caught:
Respect! Great job done! The results for nothing...
I follow the topic myself. I have my own thoughts and ideas about using Impulse on ticks... I will be busy...
I thank you for the given code and who prescribed the conditions for taking the average and so on, I've forgotten already ... :-) thank him too...
By the way, at the beginning of the branch there I also wrote my opinion on the use of impulse... :-)
Respect! A lot of work done! The results for nothing...
Keeping an eye on the topic myself... I have my own thoughts and ideas about using IMPULSE on ticks... I will be busy...
I thank you for the given code and who prescribed the conditions for taking the average and so on, I've forgotten already ... :-) thank him too...
By the way, at the beginning of the branch I wrote my opinion there, too, on the use of impulse... :-)
Олег avtomat 2015.07.12 14:03 #60 chart period or time between ticks (in the market it is justified, why fix no action) then t can be removed from the formula.
This leaves a = (v1 - v0), whereby: v0 = (Y0-Y1)/t, v1 = (Y1-Y2)/t , t is removed from the formulas for the same reasons (consider that t = 1(time interval), or (interval between ticks), hence divide by 1 ).
Then: a = (Y0-Y1)-(Y1-Y2) = Y0 - 2*Y1 + Y2, it is second order difference equation (second difference), corresponds to second derivative in differential calculus.
The distance between coordinates is chosen from expediency. In forex, somewhat fuzzy, the first difference is MACD, therefore MACD can be extended to the second difference, this will require the third even longer "waving", then Y0 is short, Y1 is long, Y2 is long.
A multiplier of 1 or -1 can be added to the formula to be able to flip the acceleration graph, a kind of reversal when optimising.
A similar theme.
The jerk is the change in acceleration over the same time interval or: r = a0 - a1 = (Y0 - 2*Y1 + Y2) - (Y1 - 2*Y2 + Y3) = Y0 - 3*Y1 + 3*Y2 - Y3, this is a difference equation of the third order (the third difference) which corresponds to the third derivative in differential calculus.
You cannot do without filtering. There are many variants e.g. MACD of the third difference like the second one or Vladimir's variant:
I think the author of these lines will not be offended if I quote him here:
Forum on trading, automated trading systems and testing trading strategies
Please advise me on a good Expert Advisor.
Yury Reshetov, 2015.09.18 15:14
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If you want to approximate "clean" data, let's say tabulated data with small error, for example a sine wave, then the curve will be smooth. In that case, the better the algorithm adjusts to the curve, the better.
If the data in the sample is "dirty", the results will also be "dirty". Rubbish on the inputs is rubbish on the outputs.
Another thing is that there is no need to approximate pure table functions in application areas. Most often it is necessary to approximate the results of experiments. And there is no curve there but a set of points scattered chaotically and clumped together in places where there should be a curve.Well nobody forbids dissecting, i.e. pre-smooth these same scattered points into a curve using some algorithm before adding them to the inputs. I.e. pre-clean debris, but not to feed it to inputs. And then the large degrees of freedom of the algorithm will not only prevent a more accurate approximation, it will only contribute to it.