create an expert for mt4 using a programme made in exel - page 7

 
alsu:
The waves are fractal in nature, and are the same on all time scales.

I agree here, but just the problem arises because of the time - sometimes the price can return to the self-similarity of a fractal in a day sometimes in an hour, sometimes quickly sometimes slowly, but the fact that the price returns to some historical levels - yes it is an indisputable fact
 
alsu:
Or, let's say: I want to control both time intervals and price intervals, so I give a command to start a new bar both at specific points in time, and when the price crosses specified levels. I can also add ticks control in the same way and cut off, for example, every hundredth bar. Who prevents me from doing that? No one. And I will combine the positive aspects of all approaches:))

Firstly, you cannot control anything on the market, it has its own laws, and you do what you want the market does not care, and your attempts to "cut off" something is not forbidden, but has nothing to do with its understanding and one day you will "cut off" a big minus.
 
Yusufkhoja, are you familiar with Laplace transform? If so, remember that it is essentially a decomposition of an arbitrary function into complex-valued exponents. It differs from the Fourier transform in that the exponent exponents have a real part, which means decaying sine-cosine in real number terminology. That is, it has long been proven that such functions can approximate ANY dependence with ANY accuracy. As opposed to gamma.
 
yosuf: I generally oppose decomposition of any function into a meaningless series and I never take it seriously as it is an attempt to escape the search for a true law. I think scientists do it for fun, not for practical use.

For fun, you say? And what do you mean by your "I'm against it altogether", comrade PhD? Do you have even a vague idea of how much this particular series (Taylor's) has moved forward not only the science of mathematics, but also the most humble practice?

Material balance equations are the true way to solve transients.

Give us sissies an idea of what this beast is - the material balance equation. Perhaps in chemistry they talk about this equation as a matter of course, but here we have financial markets.

For example, in Eltech there is also a large and serious section on transients, but I have not heard anything about the material balance equation there, when we were lectured.

Now about the G-function, it's not my whim - it's a solution to the corresponding equations.

Show me how you derived those equations. It should probably be in your article.

Regarding the G-function in the form you posted, I suggested to use it as a "Universal Regression Model", which describes dependencies as well as series.

What do you mean by "no worse", Yusufkhoja? In the exact sciences, it is always customary to refer to the criteria for comparing approximations.

 
IgorM:

Sometimes the price may return to the self-similarity of a fractal in a day, sometimes in an hour, sometimes quickly, sometimes slowly, but the fact that the price returns to some historical levels is an undeniable fact.
The self-similarity is not so much in the sense of trajectory shape repetition but in the sense of repetition of statistical characteristics of movements at different scales. That is, by statistical analysis of a series (of course, after the price axis is reduced to the same scale) we cannot determine if the time interval of measurements is one hour, two minutes or three days.
 
yosuf:

Firstly, you cannot control anything on the market, it has its own laws, and you do what you want the market does not care, and your attempts to "cut off" something is not forbidden, but has nothing to do with its understanding and one day you will "cut off" a big minus.
You are twisting and picking on words, trying to pull something out of my wording that is obviously not there. If you've started scaring me with minuses, I suppose your next move will be to show me your candidate's credentials?
 
IgorM:


I think that you're wrong - any price change is a tick, not a time, if no market participant opened/closed orders, the price would look like a horizontal line and no matter how much time passed the price would be constant! If you bet on time, profit strategy would look like this: open profit in any direction, wait for a while, no profit, change the time of transaction


As for the news and the very process of price formation, I tried to discuss it https://www.mql5.com/ru/forum/123519/page475 but nobody has supported the idea so far, because I think that even news cannot move the price even one pip, but mass order closing during news events is a daily occurrence - a notorious insider and it is the way to manipulate the price.

If you want, let's try to discuss what a price is and why it goes up and down.


When you see the patterns given in the article you will understand why they go that way, in any case we can never create a lever to change its behavior, but it is possible to predict its behavior, which is enough for us to achieve our goals. Moreover, it turns out that the downtrend is formed, strangely enough, inside the uptrend, wearing it down like a Trojan horse from the inside and the theory allows to calculate the moment of its victory over the uptrend and to estimate its power in the future downtrend and vice versa.
 
Mathemat:

For fun, you say? And what do you mean by your "I'm against it altogether", comrade PhD? Do you have even a vague idea of how much this particular series (Taylor's) has moved forward not only the science of mathematics, but also the most humble practice?

Give us sissies an idea of what this beast is - the material balance equation. Perhaps in chemistry they talk about this equation as a matter of course, but here we have financial markets.

For example, in elitech there is also a big and serious section on transients, but I haven't heard anything about material balance equation there when they lectured to us.

Show me how you derived these equations. It should probably be in your article.

What do you mean by "no worse", Yusufkhoja? In the exact sciences, it is always customary to refer to criteria for comparing approximations.


You will see the conclusion of the equation, you will see the triumph of a way of application of the equations of the material balance and you will see the balance itself and you will be dissatisfied with your teachers if they did not teach you this, and at us in MITHT Professors Gelperin N. I. and Einstein V. G. I am immensely grateful to them, God rest their souls.
 
yosuf:

When you see the patterns given in the article, you will understand why they walk this way, in any case we can never create a lever to change its behaviour, but it is possible to predict its behaviour, which is enough for us to achieve our goals. Moreover, it turns out that the downtrend is formed, strangely enough, inside the uptrend, exhausting it, like a Trojan horse, from the inside, and the theory allows to calculate the moment of its victory over the uptrend and evaluate its power in the future downtrend and vice versa.

The criterion of scientific truth is, as you know, practice. You have results indicating that, well, let us formulate it this way:

> for any predetermined numbers P from the interval (0,5;1) (not including bounds) and DELTA>0 it is possible at least sometimes to specify a point in the development of market quotations, after which the approximation of price movements following this point within a given time T will be done with probability not less than DELTA with probability not less than P

If not, alas, after seeing a couple of confirmations of your thoughts in some parts of the market, you take wishful thinking for reality. In common parlance, this is called the ugly word "fitting".

 
yosuf: I am grateful to Professors N.I. Helperin and V.G. Ainstein. I am immensely grateful to them, may their memory be blessed.
Thank God, now I know where our feet grow from. I have a vague idea of what the material balance is, but the next question arises: where did you see it in the market - bearing in mind that the market is a fundamentally open system?
Reason: