Is the Cauchy difference a precursor to a reversal and/or correction? - page 5

 
elibrarius:
MT5 is a great thing to work with, with more features than MT4. Well to be honest I'm too lazy to redo it on MT4.
Or can't you run an indicator on MT5 and analyse in it?
Yes, I have all MT4 terminals.
 
elibrarius:
MT5 is a great thing to work with, with more features than MT4. Well to be honest I'm too lazy to redo it on MT4.
Or you cannot run the indicator on MT5 and analyse in it?

Have you considered the possibility to change the period in the indicator parameters? Your K-values are plausible, or rather they are correct. The indicator correctly determines the impulses of the movement, according to the chart presented by you. Now, you should collect the statistics on all possible TFs and different instruments for the early detection of the news effect.

 
Yousufkhodja Sultonov:
The K values are negative - this should not be the case, K is always a positive value according to Cauchy's theorem. Also, the values themselves are too large. Check calculations, please, using test (table of first post).

the values can only be large, there is no other way to do it

with a period of 2 - for each bar the calculation is based on two bars

EURUSD chart, M1, 2016.08.14 18:33 UTC, InstaForex Group, MetaTrader 4, Demo

 
Yuriy Asaulenko:
I don't work with her, MA. It's been a long time now. So try a derivative of MAshka - there are three lines of code. You could try the difference of 2 MAs - I forget the name, I think it's a standard one.
This indicator shows the strength of impulse movement and does not always follow the price. The indicator showed fading momentum - price went into a flat.
 

period 20

EURUSD chart, M1, 2016.08.14 18:37 UTC, InstaForex Group, MetaTrader 4, Demo

 

period 47

EURUSD chart, M1, 2016.08.14 18:39 UTC, InstaForex Group, MetaTrader 4, Demo

 
Yousufkhodja Sultonov:
This indicator shows the strength of the momentum of the move and does not always follow the price. The indicator shows that the momentum has faded - the price has fallen into a flat.
First the price, then the indicator. Once again, we can see everything with our eyes, even without indicators. By the way, it is an interesting indicator. Although, I do not use it either.
 
Iurii Tokman:

the values can only be large, there is no other way to do it

with a period of 2 - for each bar the calculation is based on two bars

Please use a larger period. It shows a pulse, but for some reason it is lagging. But if we consider these impulses as those that stop the fall, then everything is correct. Let's learn to understand the indicator.
 
Yousufkhodja Sultonov:
Yes, I have all MT4 terminals.
Installing MT5 takes 1 - 2 minutes, unlike rewriting code.
 
elibrarius:
Installing MT5 takes 1 - 2 minutes, unlike rewriting code.
Thank you, I will do so.
Reason: