Numerical series density - page 25
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Suggest your options for numerical evaluation - I have previously named two options.
There are several criteria for comparison:
http://iasa.org.ua/lections/tpr/studying/self_clust.htm
One of the algorithms: http://iasa.org.ua/lections/tpr/studying/d_self.htm
And what prices do you take to build the area? Open/Close?
You can choose in the new version of the script to calculate prices - opening, maximum, minimum, closing, (maximum+minimum)/2.
There are several criteria for comparison:
http://iasa.org.ua/lections/tpr/studying/self_clust.htm
One of the algorithms: http://iasa.org.ua/lections/tpr/studying/d_self.htm
Are you willing to help make sense of these clever words and formulas?
A universal recipe:
Any indicators for filters - examples are needed - because if you filter outliers, then we are left with just a bunch of numbers - no clustering - maybe I'm wrong...
To pick up a ZZ - does it mean to predict its breaks (to find a pattern)?
Any indicators for filters - examples are needed - because if you filter outliers, then we are left with just a bunch of numbers - no clustering - maybe I'm wrong...
To pick up the ZZ - do you mean to predict its fractures (find a pattern)?
You need to identify areas where there is a large accumulation of dots.
Convert the counts to a delta sequence and then work with the usual price chart using all the MT, MQL tools.
If we only count deltas, we are looking for the lower extremum with a wide bottom.
If you calculate by 1/ delta (density at once), it means you need the upper extremum with a wide cap.
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To pick means to pick, i.e. to select those tools and methods that help to identify the desired one :-)
The simplest thing is to make an offline chart with typical data and manually adjust parameters of a standard ZigZag, so that it hits the right places.
You need to identify areas where there is a large accumulation of points.
Translate the readings into a delta sequence and then work with the usual price chart using all the MT, MQL tools.
If we only count deltas, we are looking for the lower extremum with a wide bottom.
If you calculate by 1/delta (density at once), you need the upper extremum with a wide cap.
I still do not understand. Here is the delta chart from the example above
How to find groups of numbers here?
And tell me, gentlemen of the forum, why do you need all this? If to find a pattern in the frequency of a trend reversal, then just the average is the most adequate. Yes indeed, with time of day filters, Atr, etc., which will take away all your highly dislocated spikes.
After applying the filters the mean value of estremum density oscillates quite well, so personally when it approaches the lower limit I start adding waiting time for reversal, and when it approaches the upper limit, vice versa. Simple statistics. This of course is not my whole system, you cannot build a working system on such an idea, but it is not a bad addition to it.
I don't get it though, here is the delta graph from the example above
How do you find groups of numbers here?
To find something, you have to set criteria. Min. number of points in a group, distance nearest two points as 1, min. group size, total % coverage, and certain requirements should be defined.
If you don't initially have any clear wishes, you should first investigate what you get, i.e. count statistics :-)
The first step is to take deltas, sort them, get a histogram and look at it for a long time...
When the criteria appears, you'll know how to find it.
If you have decided according to statistics that the min. distance between two points should be at least q (for example, 15% of points should be smaller than q), then just draw a horizontal line at this level. So where the graph "dives" under the line, the group has started.
if the minimum number of points is limited, then the graph under the line must pass so many counts. SO ON AND SO FORTH.