Demonstrating the cluster approach to market... - page 5

 
Zhunko >>: Ушло три года на оптимизацию.

Zachod! I admire your concentration (no irony)!

 
Mathemat >> :

But my entry criterion is not that cloudy after all. If you are interested - write to me in personal, we'll discuss.

It's hard to imagine a clearer, simpler and more natural criterion:

>> open long/close long.

1, - Open long: catch the moment when the "cluster price" of the base currency starts to exceed the "cluster price" of the quoted currency - open

2. - Close long: wait for the "Cluster Price" of the base currency to be equal or lower than the " Cluster Price" of the quoted currency - close


п.1. - Assume the start of an upward trend on the instrument

Item 2 - assuming that the trend is upwards for the instrument in question


Note that I'm talking about "cluster price" - this means, as Semen Semenych underlined, that we trade the whole market (cluster),

Because the "cluster price" of the base/quoted currency of the instrument being traded is determined by the currencies of the whole cluster.


In this sense, we filter entries on a given instrument from random, instrument-specific movements,

and only enter when the real movement of the whole market starts.

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It is also interesting to note that at

"Open long: the moment when the "cluster price" of the base currency starts exceeding the "cluster price" of the quote currency - open".

there could be a complete flat on the price chart of the instrument ! In other words, we may be ahead !


 

OK, I'll try to make sense of what you wrote.

 
Mathemat >> :

OK, I'll try to make sense of what you wrote.

Semen Semenych demonstrates such a scheme by projecting the indicator on the price chart.

Like this:




Relying solely on the price chart, it is difficult to even assume that the trend will go upwards.

Therefore, this indicator may be a real leading indicator - it shows

ratio between basic and quoted currencies of the instrument (on which it is running), determined by

at each current moment of ALL MARKET.
.


 
Mathemat >> :

Zachod! I admire your concentration (no irony)!

Alexei, why the "you" again? :-))

Graphically, everything is clearer. If you look carefully, no explanation is needed. Very often the synthetic pair shows inputs and outputs earlier than the natural one.

But it does not always happen. The figure shows a typical case of anticipation.


 
ssd >> :

For those who have not lost interest in cluster indicators, I present

Semen Semenych's indicators, programmed, as they say, face to face, without any tricks to complicate understanding.


CL8v.mq4 - shows all lines for 8 currencies cluster: "EUR","GBP","AUD","NZD","CAD","CHF","JPY","USD"

CL1i.mq4 - runs on a specific symbol and shows the excess of the base currency instrument


My indicators don't "draw" anything ... 2 empty windows... What could this be about?

 
At the risk of being booed, but SS indicators are not written too correctly, so they slow down from time to time. I have not seen the codes of indicators, which pictures are published in this thread, but I haven't seen better indicators of Surgeon. They are absolutely correct, do not bog down your computer, the author is open for discussion. So far I haven't seen any multicurrency indicators that go beyond the capabilities of the Indexes_v8L indicator.
 
granit77 >>:
Рискую быть освистанным, но индикаторы СС написаны не слишком корректно, поэтому и тормозят периодически. Не видел кодов индикаторов, чьи картинки опубликованы в этой ветке, 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.

The surgeon's a serious guy. Thanks, I'll take a look.

Anyway, my goal is not to create a universal indicator.

I set as a goal "literally", "directly," without making any "improvements", to check Semen Semenych's ideas in practice,

In my opinion, there are exactly two (2) of them:

1. the upside/downside trend of any instrument may be ahead of the curve,

compared to any other indicators if one takes as a value of a base currency and a quote currency

take their "cluster value", i.e. their value determined by all other currencies in the cluster.

2. The dispersion of the "cluster values" of the base and quoted currencies of any instrument is a "stressed"

state. This "tension" is relieved by the instrument striving towards a level that corresponds to their equal "cluster value".

At this level the instrument "unloads" (when projecting the indicator on the chart of the instrument price, we can observe this "unloading" as a flat),

and then go to the accumulation of "tension" again.
.


In other words, when we work with the CL1i.mq4 indicator, we don't have a simple familiar tool

"base_currency_quote", but such a "full-market" tool:

"base_ currency_whose_value_is_determined_by_the_whole_market_state/quoted_currency_whose_value_is_determined_by_the_whole_market_state".

As can be seen from this complex name, the assessment of the Trend of an instrument is no longer based on the amount of quote currency given/received per unit of the underlying currency,

but on changes in the "cluster value" of both currencies.


As Semen Semenych used to say - by trading any instrument, we trade the whole market.




For such a test, we need to collect decent statistics. That's exactly the purpose of these indicators I've written.


I will report on the results in a month or two.

 
Shniperson >> :


I have these indicators do not "draw" anything ... 2 empty windows... What can it be related to ?


History must contain at least 1440 bars for all 7(seven) instruments, preferably more.

The indicator tries to read the history, does not find the required depth and waits for the terminal to swap the bars to the chart.

If the terminal does not have enough history stored in the Download directory, it applies to the trade server.

If there is no connection to the trade server, the terminal will just "freeze...."...

In the chart settings in the terminal, you should set "bars on the chart" = 2000, for example.

 
granit77 >> :
I risk to be booed, but CC indicators are not written too correctly, that's why they slow down from time to time. I haven't seen codes of indicators which pictures are published in this thread, but I haven't seen them better than Surgeon's ones. They are absolutely correct, do not bog down your computer, the author is open for discussion. So far I haven't seen any multicurrency indicators that go beyond the capabilities of the Indexes_v8L indicator.

a decent turkey should load the computer, but it should do the job.

>> you got to invent and code your own, not just praise what someone else might throw in the codebase.

Reason: