The regularities of price movements: Part 2. Series of bars - page 20

[keekkenen]

I didn't notice where exactly the kickbacks are counted ?! It's just the price position, isn't it ?

[[Deleted]]

keekkenen:
I didn't notice where exactly rollbacks are taken into account ?! just the price position is taken into account, isn't it so ?

Position of the price of bar [j-NomerBara] relative to the CenaCentra of the original bar [j], which in this case is understood as a price pullback:

for (int NomerBara=1; NomerBara < Glubina+1; NomerBara++)
        {             
               // Считаем среднюю цену начального бара
               CenaCentra=(High[j]-Low[j])/2+Low[j];
               // Проверяем дошла ли цена текущего бара (J+NomerBara) до середины бара (J)                                        
               if (CenaCentra >= Low[j-NomerBara])  { // 1-е условие
               if (CenaCentra <= High[j-NomerBara]) { // 2-е условие
               Massiv[NomerBara]=Massiv[NomerBara]+1;
               // Досрочно выходим из цикла, если нашли бар
               continue;     
               }}
        }                                   

[poruchik]

Dima, does it only count the pullback on an upward move?

And if you compare it to a downward move

Mythbusters "Going down faster than going up"

[[Deleted]]

poruchik:

When moving downwards, these 2 conditions also work. Don't they?

[keekkenen]

and in general this idea works quite well...

tried it, traded (scalp on five minutes) a total volume of 6,800 shares at 100-300 shares per trade (40 trades), resulting in +212$...

[[Deleted]]

DmitriyN:

Dima, come on, let's keep going, it's catching...

[Nikitoss]

DmitriyN:

Hopefully the next stop will be on this approach post below with a picture, and the whole branch of this man.

Something similar to your collection of distribution statistics.

And to top it all off, here's one from Dickfix.

The number of characteristics for a comparative analysis is limited only by the imagination of the researcher. Here are just the simplest ones:
The most famous is the 2H rule, dividing into "flat" and "trend" FI.
The ratio of the maximum profit for a period to the maximum price range for that period.
The dependence of the number of ZZ knees on their size. And the number of small knees within large knees
How price improvement (e.g., reducing spreads to negative) affects the maximum profitability of the FI.
How putting additional noise on the ZVR affects the maximum profitability of the FI.
Completely all seasonal and time-of-day studies.

And no returns-row studies. Always just the Bid and Ask price series.

[[Deleted]]

Nikitoss:

Nikita, who needs a pattern? Nobody. Everyone wants money. And the desire to understand is tertiary.
Let me be clear - most people.

[Nikitoss]

DmitriyN:
Nikita, who needs a pattern? Nobody. Everyone wants money. And the desire to understand is tertiary.
Let me be clear - most people.

Isn't money made from patterns? Well, some people do make it out of randomness too)))

replied in person)

[Alexey Klenov]

I wrote an Expert Advisor for MT5 to check in action

Here's a picture of a D1 Euro with 0.1 lot, open in the direction of the middle of the previous bar. After 10 bars we close this part of the position if the limit (analogue of profit) has not triggered.

Statistics is statistics, but when it comes to trading...