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Please advise how to analyse price volatility within days and display it on a graph/diagram.

I want to analyse the whole day in ranges from 5 to 120 min, in 5 min steps, i.e:

00:00 to 00:05,

00:00 to 00:10,

...

00:00 to 02:00.

then:

00:05 to 00:10,

00:05 to 00:15,

...

00:05 to 02:05. etc.

Then make graphs/diagrams for all (each) ranges to find the times of the most volatile 5i, 10i, 15i, ..., 120i min.

 
- Volatility is related to market activity. For its analysis, there is a wonderful indicator called the variation index. Try it, it might work.

https://www.mql5.com/ru/code/8464

 
I want to analyse a year or two of history to get an idea of what time of day is the most volatile
 
My question remains unanswered...?
 
eddy:
i would like to analyze the history for a year or two and have an idea of what time of day is the greatest volatility

"volantism" is from the word shuttlecock - "badminton ball". :-)))

Look in the Internet - there are also sites abroad, "where this same" is described by instruments, days, hours, etc. Something for you now I cannot find, on another computer I have a page open, it has been placed on the forum, look for it.

You can look here, I recommend:http://forex.kbpauk.ru - "patterns of hourly movements of the euro" - type in a search engine - there people build systems on "it".

P.S. Get the concepts straight... :-)))

 
volshebnik:
My question remains unanswered...?


"Minimum distance = 4. Long opening price is 7 points up from the Bid".

OP_BUYSTOP is not opened from the Bid, but from the Ask.

If the "PriceOpen" setting price > (Ask + Min_Dist*Point + MarketInfo(Symbol(),MODE_SPREAD)*Point) {then we enter bye}

In other words, the order is placed from the level: Ask + Min_Dist*Point + MarketInfo(Symbol(),MODE_SPREAD)*Point (I do not remember about the spread).

And you will be happy.

 
Roman.:


OP_BUYSTOP is not opened from bid, but from ask, ...


It doesn't matter where it's counting from, as long as the Trading Requirements and Limitations are met.
 
volshebnik:
It doesn't matter where to count from, as long as the Requirements and Limitations of Trading Operations are observed.

If you open a position with a Buy position from Buy Bid + Minimalist, the result is a distortion of the Buy position below the minimum order placed by the brokerage company. You will not be allowed to open due to the order being set close to the price. DT considers buy entry from the Ask - it's elementary... Min dist in currency + ask price = minimum buy stop order level - read textbooks.
 
Roman.:


If the "PriceOpen" setting price > (Ask + Min_Dist*Point+ MarketInfo(Symbol(),MODE_SPREAD)*Point) {then we enter to buy}

In other words, the order is placed from the level: Ask + Min_Dist*Point + MarketInfo(Symbol(),MODE_SPREAD)*Point (I do not remember about the spread).

And you will be happy.

Is the spread added to the minimum distance? The spread is the difference between the Bid and the Ask, you do not need to add it. The deal will be opened when the Ask price reaches the set price. In this case, the "profit" will be = spread with a negative value.

Open Price = Bid + 7 pips (with spread = 3) is the same as Open Price = Ask + 4 pips. Stop Level = 4 pips, i.e. all is respected. And yet the error is 130 (though not always, but often. In cases when it is not given, the deal is opened, on the same conditions). I am waiting for your advice ...

 
volshebnik:

Is the spread added to the minimum distance? The spread is the difference between the Bid and the Ask, it does not need to be added. A trade up will open when the Ask price reaches the set price. In this case, the "profit" will be = spread with a negative value.

Open Price = Bid + 7 pips (with spread = 3) is the same as Open Price = Ask + 4 pips. Stop Level = 4 pips, i.e. all is respected. And yet the error is 130 (though not always, but often. In cases when it is not given, the deal is opened, on the same conditions). I am waiting for your advice ...

In the real market, there are so called "requotes": to avoid them, you should open with a "margin" of minimum levels, because you need some time to execute your order, during this time the prices may change and the broker offers you to make a deal at new prices, so it's not surprising. Trading on the "brink of a foul" (at min levels) just causes frequent requotes - set an additional "buffer" to enter the market and everything will be OK. :-)))
Reason: