From theory to practice - page 391
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:))) Nah, I just got out of there. Can't live without the Grail. And I'm going to find it.
Then you should not use ticks, but constant width of pips, for example 10 four-digit points (or another) and it doesn't matter how many ticks were there, even 3 or 50. The main thing is that the price moved from point A to point B. The increment will be +10 - 10 or in a binary 1 0 (or as one wants).
You may be right, Nikolai. But, I have a vivid example before my eyes - Novaja (alas, she must have left this forum...).
A person who is quite proficient in mathematics has given 3 years(!!!) to the study of Renko and Kaga. Hard work! The result is zero.
I know her level of preparation from personal correspondence - if she failed, there's nothing to do there. IMHO.
Downloading gigabytes of ticks and processing the files to find the speed per second is somehow difficult and time consuming.
MT5 now allows you to work with ticks in the Expert Advisor or script itself. Here is a script for MT5.
In parameters choose date, and adjust number of working days per year for your year.
The number of seconds is (<date of last tick> - <date of first tick>)*(<number of working days in year> / 365).
But this might give errors if not an integer number of weeks were chosen.
The results are written in the log, you can view them in the "Experts" tab of the MT5 terminal.
The first time you run the script, the terminal will most likely start downloading ticks, but the code will not wait until the end of downloading. If dates in log do not coincide with selected dates, wait a minute while terminal finishes downloading ticks and run script again.
I have this (mt5 server MetaQuotes-Demo):
gbpusd 2015: 0.0000184610 per secondeurusd 2015: 0.0000185810 per second
eurusd 2016: 0.0000141310 per second
eurusd 2017: 0.0000122910 per second
eurusd 2018: 0.0000147410 per second
gbpusd 2016: 0.0000208510 per second
gbpusd 2017: 0.0000155810 per second
gbpusd 2018: 0.0000178510 per second
I assume that the results will be different for each broker. Whoever creates ticks more often will have more price passes.
I have it like this (mt5 server MetaQuotes-Demo):
eurusd 2015: 0.0000185810 per second
gbpusd 2015: 0.0000184610 per secondeurusd 2016: 0.0000141310 per second
2017 eurusd: 0.0000122910 per second
eurusd 2018: 0.0000147410 per second
gbpusd 2016: 0.0000208510 per second
gbpusd 2017: 0.0000155810 per second
gbpusd 2018: 0.0000178510 per second
I guess the results will be different for each broker. Whoever creates ticks more often will have more price passes.
These are very, very bad results, Doc.
It calls into question the applicability of this data to Shelepin's theory.
The speed for a particular pair is bound to be almost a constant.
Again, in a second, it is correct to count ABS(CLOSE-OPEN) on the S1 timeframe or consider another method of calculation.
The speed for a particular pair is bound to be almost a constant.
Here's the reading, the sample is of course small. (but always within 0.01...).
What do I do next? Watch the current rate of increase, etc.?
Here's taken the figures, the sample is of course small. (but always a figure within 0.01...).
What to do next, watch the current rate of increment etc.?
I personally calculate the variance of the process (see posts from https://www.mql5.com/ru/forum/221552/page379#comment_7583297)
There in the calculation formula, constant C is the average velocity.
And Feynman used this value for prediction.
In general, if it was possible to get the constant (on average) of the incremental rate, it is a very big step forward.
Yes! Speed is an interesting and necessary indicator!
Needed for what?
for entering the turn.