"Miracle", "digital" "group" movement indicator - page 14

 
Zhunko:
You have to use the tools of one supplier. Everyone's filters are set up differently.

What was the purpose of this wonderful creation then? https://www.mql5.com/ru/code/9618
 
trol222:

Why have you created this wonderful work? https://www.mql5.com/ru/code/9618

It was made for other purposes.

There is an even more beautiful one on the same theme. Haven't posted it yet. Too bad :-))

The new library knows by itself what is required of it. You can call functions in any order. Read before write, for example. You don't have to use functions of opening and creating. Everything is done by itself. It doesn't have to allocate memory. It is allocated by itself. Half as many functions in the library.

At the same time, you can do it as it should be done in the right order. It saves time on operations. It is an intellectual library.

Three namespace layers are laid out (graphic, terminal, global). They don't overlap, of course. In each namespace layer you can create your own namespace.

Synchronization for each layer is done. Class search and object handling are synchronized separately. I.e. maximum performance. There is almost no waiting.

All the data transfer in my complex is based on this library. The library has been running for a year now. It is fine-tuned. No errors. A masterpiece. I like it :-)) I haven't written anything more complicated.

 
bliznec1986:

To do this, one must probably consider the amount of "gold reserve" in the country of each individual currency, which is also constantly changing.

I don't think so. The rates of change of diameters and their correlation can be used to make an assumption about the weight. But this should be checked with S.K. I am trying to move in that direction.
 
It makes sense that the filling speed of a smaller diameter would be faster.
 
SK.:

A single currency index indicator could also be made. And there are such developments.

At one time I had a "multi-currency" idea. It was based on the idea that the total world "gold reserve" remains unchanged and flows from currency to currency like liquid in communicating vessels. The "magic formula" included all currencies with their weights.

K1*V1 + K2*V2 +...+Kn*Vn = 0. The hypothesis was that the movement vector of the currency index should be in the direction of "sea level". And if one currency index rises higher than the others and the other dives deeper than the others (and both are outside the thresholds), then it is worth trading between them.

The difficulty turned out to be in calculating the weights. Calculation by actual data led to "unnatural" and negative weights. Calculations using adopted weights (based on official data on the number of currencies encountered) have led to strong deviations of modelled prices from the real ones, with the results being "exactly the opposite".

--

A comment on the idea. Imagine several communicating vessels of equal height and different diameter. The large diameter is USD, the small diameter is CAD, the medium diameter is JPY, etc.

If the USD is falling slowly, the levels in the other vessels are rising. The correct upward trajectory is dictated by the total cross section of all other vessels (levels in all vessels rise in sync). If there is a deviation from the total level in any vessel, then there is a vector indicating the direction of movement.

But all this happens in dynamics. And if, for example, USD, went down and remained there, it is necessary to correct the model - to recalculate diameters, in order to equalize the overall "sea level".



- There are 3 communicating vessels of different diameters that change over time (their diameters) arbitrarily. How it is possible to describe a degree of influence at any given moment of time of each vessel (its diameter) on other 2 vessels (may be it is possible to deduce that for example volume of the first vessel at each hour is so much percent of total volume, of the 2nd vessel - so much, of the 3rd - so much....)?
for the first hour: x-diameter of the first vessel, y-diameter of the 2nd vessel, z-diameter of the 3rd vessel
x/y=1.2563, x/z= 11.55605, y/z=9.19581,

for the second hour: x/y=1.25974, x/z=11.5375, y/z=9.15624,
for the third hour: x/y=1.2629, x/z=11.52743, y/z=9.12463,
for the fourth hour: x/y=1.26342, x/z=11.50647, y/z=9.10471,

 
There is not enough information. More gold should be introduced .
 
bliznec1986:

Yes, but if gold starts to fall, it will fall against all currencies (albeit not equally, but in the same direction).

Is that what you mean?
 

I am wildly sorry to interfere in an intelligent conversation between intelligent people, but..:

While you are here "quantizing index movement vectors" the comrade in the branch explained simply and easily for average minds the mechanism of price formation, which cannot be calculated solely by mathematical methods in principle. So does the "miraculous" make sense ???

 
There are individuals who are well advanced in this matter. I'm just following in their footsteps by scouring the forum. And their results are more than good.
 
Has anyone considered such a model as described above? I think it is one of the models through which you can describe currency movements, not a hundred percent, but something close to it. I read that it does not lack logic.
Reason: