Is the Cauchy difference a precursor to a reversal and/or correction? - page 6

 
Yousufkhodja Sultonov:

Have you provided for the possibility of changing the period in the indicator parameters? Your K-values are plausible, or rather, 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.

This is a universal code, - works on any TF (example M30)


and price type.


 
Yuriy Asaulenko:
First the price and then the indicator. Once again, you can see everything with your eyes, even without indicators.
The trick didn't work. The fakir (docent) was drunk.
 
Yousufkhodja Sultonov:
Please take a larger period. It shows a pulse, but for some reason it is delayed. But if we consider these impulses as stopping the fall, then everything is correct. Let's learn to understand the indicator.


In your table the calculation is incremental, in the indicator there is no incremental at the moment

You need more examples of calculations.

Take a smaller period, say 5, and show the calculation for 1 bar and for 10 bar.

 
Iurii Tokman:


In your table the calculation is incremental, in the indicator there is no incremental at the moment

You need more examples of calculations.

take a smaller period, say 5 and show the calculation for 1 bar and for 10 bar

I think it is correct to take the first value into account the previous N bars. Where N is the MA period. This is done in the indicator code, similar to calculation of an ordinary MA (the example in the first post does not do it).
 
elibrarius:
I think it is correct to count the first value, taking into account the previous N bars. Where N is a period of MA. This is done in the indicator code, similar to the calculation of an ordinary MA (the example in the first post does not do this).

Well, if we follow the table, it would be

EURUSD chart, M1, 2016.08.14 18:57 UTC, InstaForex Group, MetaTrader 4, Demo

 
Yousufkhodja Sultonov:
MA = (C1+C2+...+Cn)/n - true;

MG = (C1*C2*...*Cn)/n - not correct, correct: MG = (C1*C2*...*Cn)^(1/n) - the root of the nth degree of the product of prices;

K = MA - MG - correct.

Yes, x=C is the current price. For a particular bar: C = (O+H+L+C)/4

n - period of the indicator.

In general, the indicator on the 3rd page is made using these formulas. Where n - period of calculation of MA and GMA

The only difference: instead of C = (O+H+L+C)/4

Standard variants are used


 
elibrarius:

This is a universal code - works on any TF (example M30)


and price type.


How is the period set?
 
Yousufkhodja Sultonov:
How is the period set?

TF period - by buttons in the terminal panel.


Period for calculation of MA and GMA - in input variables


 
As for the chart interpretation...
It would seem that the reversal of the indicator signals the beginning of a correction or change of trend.


And earlier, clearly false signals....


So, we have another differential indicator or indicator of price change speed. Perhaps due to its novelty it will be profitable.

 
elibrarius:

TF period - by buttons in the terminal panel.


Period for MA and GMA calculation - in input variables


Thank you, I got it.
Reason: