Demonstrating the cluster approach to market... - page 19

 

I remember that in this indicator there is a request through MarketInfo for different pairs.

But as far as I know MarketInfo doesn't work in the tester (it returns 0), or works only for the current symbol.

 
Vinin писал(а) >>

If anything, I can look it up. The division to zero is going on. Happens a lot on multicurrency units, especially in tester mode.

Of course, I would like to get to the bottom of this.
 

Thanks for the comments.

So, it turns out that for a more complete test of the EA, I now have to put it on a demo account and see.

After some time to check the presence of transactions and the log.

I will give it a try.

 
gss писал(а) >>
Of course, I want to get to the truth.

MarketInfo() does indeed often return zero in the tester. That's why I usually save market environment and load and use it in my EA. The disadvantage is that the last known one is used. But EA's code has to be redone anyway.

 
Vinin писал(а) >>

MarketInfo() does indeed often return zero in the tester. That's why I usually save market environment and load and use it in my EA. The disadvantage - the last known one is used. However, I will have to modify the Expert Advisor's code anyway.

Thank you, Victor.

We will work on it.

 
granit77 >>:
... но лучше индикаторов Хирурга не встречал. Предельно корректны, не грузят компьютер, автор открыт для обсуждения. До сих пор не видел индикаторов мультивалюты, которые выходили бы за пределы возможностей индикатора Indexes_v8L.

yes, by far the best handheld testerat Xupypr

 

It's been quiet... Too bad...

The author of the thread posted CL8v.mq4 indicator on the first pages. When I attach it to charts, the yen lies along the zero line on all of them. I have to tell you right away that all 7 necessary charts are loaded

 
If you look closely, the jpy is not equal to zero there, but fluctuates finely. The point is that there is a bug in the indicator and the jpy is not scaled correctly to account for the sign difference.
 
sab1uk:

let's assume that the eurodollar pair is influenced by other pairs.

i hope it is clear to everyone that different pairs may not have the same degree of influence

so why does Semenych average oscillator signals (i.e. gives equal weights)?

I do not pretend to be true, I see approximately such weights:



How drastically can the weights change?
 
Prival:

If I was an expert on tics, I would have done what I want a long time ago. It's not working. I want to build a multicurrency tick.

I also think it's better to use different mathematics with filters and wipes. I don't know what to believe though, I'm not a prophet. The only thing is if I were making filters I would use PF. It is by analyzing the spectrum that you can adapt the filter. Or rather the spectrum itself tells you what kind of filter you need. After all we've heard here in this thread saying that the spectrum is "floating", yes it is and it can't be otherwise. If it were not floating it would have long ceased to exist.

If it did, where would it go?) ?

The algorithm is as follows.

Let's take sample, preferably with maximum sampling rate (ticks). Let's take into account that sampling rate is not a constant. Smooth the frequency. Eliminate quantization noise. Build a spectrum, preferably DFT rather than FFT. Apply window, hemming, hemming ... etc. further investigation. Let's say we select 3 or 5 or 10 highest amplitude components of the spectrum and clear the rest. Reverse Fourier transform, and get a curve, plot it in the future, analyze its predictive properties (goodness-of-fit rule branch figure where 45 degrees) and go round and round until you find an acceptable result or, better, many results and a switch between (if the spectrum has ..... then work with this adaptive filter, if something else then the next one).


And how did you equalise the sampling rate? Is it possible to equalise the tick arrival rate in a multi-currency analysis.
Reason: