From theory to practice - page 426

[Alexander_K2]

And a chart of the price itself is needed, Eugene.

As a result, we should see 2 charts - the price and the sum of its increments on the minutes in the 4-hour window.

If everything will work - I will explain to the suffering people in private later, what is shown on the 3rd chart.

But, it will be a month at the earliest. I have to personally verify that this is the Grail on the real.

[Evgeniy Chumakov]

Is that it?

[Renat Akhtyamov]

Evgeniy Chumakov:

Is that it?

and K2 still has a price...

[Alexander_K2]

Looks like:)) Only the sum of the increments has to be inside those lines. Hmmm... If you've counted it correctly, of course...

[Evgeniy Chumakov]

It was a channel, added a price. Damn limit in the online server of 3000 cells can't load the whole history.

EURUSD over the last 1000 minutes M1

Logically the price went from right to left (on the chart) zero last arrival.

[Alexander_K2]

Evgeniy Chumakov:

It was a channel, added a price. Damn limitation in online server for 3000 cells can't load all the history.

And the price chart itself would be separate... Not sure if everything is calculated correctly, but it looks like this strategy will work on minutes as well. I am confused by the sharp decline in variance.

[Evgeniy Chumakov]

Alexander_K2:

And the price chart itself would be separate... I'm not sure if the calculation is correct, but it looks like this strategy will work on the minutes as well

Price formula = sum of returnees over 240 minutes

int ArraySize_ = 2880;

double ARRAY_INTERVAL_UPPER[];
ArrayResize(ARRAY_INTERVAL_UPPER,ArraySize_,0);

double ARRAY_INTERVAL_LOWER[];
ArrayResize(ARRAY_INTERVAL_LOWER,ArraySize_,0);


double ARRAY_RETURN[];
ArrayResize(ARRAY_RETURN,ArraySize_,0);


for(int array_offset = 0; array_offset < ArraySize_; array_offset++){

int BarStart = array_offset;

double SummaReturn = 0;
double SummaReturnAbs = 0;

for(int i = BarStart; i < 240 + BarStart; i++){
SummaReturn = SummaReturn + ( iOpen(NULL,PERIOD_M1,i) - iOpen(NULL,PERIOD_M1,i + 1) );
SummaReturnAbs = SummaReturnAbs + ( MathAbs( iOpen(NULL,PERIOD_M1,i) - iOpen(NULL,PERIOD_M1,i + 1) ) );
}


double Interval = 3 * (SummaReturnAbs/MathSqrt(240));

ArrayFill(ARRAY_RETURN,array_offset,1,SummaReturn);
ArrayFill(ARRAY_INTERVAL_UPPER,array_offset,1,Interval);
ArrayFill(ARRAY_INTERVAL_LOWER,array_offset,1,-Interval);
}

Tell me what to fix? If not.

[Alexander_K2]

Evgeniy Chumakov:

Formula price = sum of returnees for 240 minutes

The price is correctly calculated, the variance is not clear - why has it dropped so drastically?

[Evgeniy Chumakov]

Alexander_K2:

What's disconcerting is the drastic reduction in variance.

Rather an extension, the graph should be read from right to left ..... yes, not like the Russians ) You just have to write it backwards in the file.

[Evgeniy Chumakov]

Alexander_K2:

I don't understand why the variance has dropped so drastically.

I don't know if there is enough history. We need to add a history sufficiency check to the code.