Looking for patterns - page 103

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Evgeniy Chumakov:

How do you interpret the indicator?

I've just written it, I haven't had a chance to get my spirit across yet. I was thinking of taking this indicator as a basis to see the trend. Next, try additional ways of finding patterns.

 
Martingeil:

How is it better than a regular wopper?

When it starts to go flat, any wristwatch will make such a pile of signals

 
CHINGIZ MUSTAFAEV:
Objective Certainty.

Firstly, the indicator is rather heavy for a 4, and secondly, visually I don't understand how to interpret it.

DPO - if filtered out, seems better visually to me. My opinion, I'm not trying to say the indicator is bad, I just don't understand its signals perhaps.

1

 
Martingeil:

What are the coloured squares? What is the formula for the Chingiz_Project indicator?

It is your indicator)
 
Martingeil:

First of all the indicator is rather heavy for a 4,

The cycle I hastily put in today will be removed.

About the interpretation. I don't think it's possible to make money with a simple solution. You have to be prepared for a long way to go. If you look under the bonnet of the indicator there is a lot of additional information about the price movement.

struct sextr
   {
   datetime time;          //дата окончания тренда
   double price;           //цена окончания тренда
   datetime reg_time;      //дата регистрации тренда
   double reg_price;       //цена регистрации тренда
   int interval;           //длительность тренда, в минутах
   double distance;        //расстояние, которое прощёл тренд, в пунктах
   double updates;         //количество обновлений экстремума тренда
   int direction;          //направление тренда +1/-1
   } LocalExtremes[],GlobalExtremes[];

That is, we know all the extrema, we know the movement parameters. There's a lot more to it. Why do we need this Ma? Who is this Ma? What does he remember this Ma?

 
Aleksei Stepanenko:

When it starts to go flat, any wopper will tune a lot of signals.

There are digital filters try using them to choose between two filters.

double SP1(int i) { double res =
  0.363644232288*B1[i]+0.319961361319*B1[i+1]+0.2429021537279*B1[i+2]+0.1499479402208*B1[i+3]+0.0606476023757*B1[i+4]
 -0.00876136797274*B1[i+5]-0.0492967601969*B1[i+6]-0.0606402244647*B1[i+7]-0.0496978153976*B1[i+8]-0.02724932305397*B1[i+9]-0.00400372352396*B1[i+10]
 +0.01244416185618*B1[i+11]+0.01927941647120*B1[i+12]+0.01821767237980*B1[i+13]+0.01598780862402*B1[i+14]-0.00338313465225*B1[i+15];  
  return(res);}
double SP2(int i) {
   double A = 
0.0982862174*Close[i+0]
+0.0975682269*Close[i+1]
+0.0961401078*Close[i+2]
+0.0940230544*Close[i+3]
+0.0912437090*Close[i+4]
+0.0878391006*Close[i+5]
+0.0838544303*Close[i+6]
+0.0793406350*Close[i+7]
+0.0743569346*Close[i+8]
+0.0689666682*Close[i+9]
+0.0632381578*Close[i+10]
+0.0572428925*Close[i+11]
+0.0510534242*Close[i+12]
+0.0447468229*Close[i+13]
+0.0383959950*Close[i+14]
+0.0320735368*Close[i+15]
+0.0258537721*Close[i+16]
+0.0198005183*Close[i+17]
+0.0139807863*Close[i+18]
+0.0084512448*Close[i+19]
+0.0032639979*Close[i+20]
-0.0015350359*Close[i+21]
-0.0059060082*Close[i+22]
-0.0098190256*Close[i+23]
-0.0132507215*Close[i+24]
-0.0161875265*Close[i+25]
-0.0186164872*Close[i+26]
-0.0205446727*Close[i+27]
-0.0219739146*Close[i+28]
-0.0229204861*Close[i+29]
-0.0234080863*Close[i+30]
-0.0234566315*Close[i+31]
-0.0231017777*Close[i+32]
-0.0223796900*Close[i+33]
-0.0213300463*Close[i+34]
-0.0199924534*Close[i+35]
-0.0184126992*Close[i+36]
-0.0166377699*Close[i+37]
-0.0147139428*Close[i+38]
-0.0126796776*Close[i+39]
-0.0105938331*Close[i+40]
-0.0084736770*Close[i+41]
-0.0063841850*Close[i+42]
-0.0043466731*Close[i+43]
-0.0023956944*Close[i+44]
-0.0005535180*Close[i+45]
+0.0011421469*Close[i+46]
+0.0026845693*Close[i+47]
+0.0040471369*Close[i+48]
+0.0052380201*Close[i+49]
+0.0062194591*Close[i+50]
+0.0070340085*Close[i+51]
+0.0076266453*Close[i+52]
+0.0080376628*Close[i+53]
+0.0083037666*Close[i+54]
+0.0083694798*Close[i+55]
+0.0082901022*Close[i+56]
+0.0080741359*Close[i+57]
+0.0077543820*Close[i+58]
+0.0073260526*Close[i+59]
+0.0068163569*Close[i+60]
+0.0062325477*Close[i+61]
+0.0056078229*Close[i+62]
+0.0049516078*Close[i+63]
+0.0161380976*Close[i+64];   
   return (A);
}
 
Aleksei Stepanenko:


That is, we know all the extrema, we know the parameters of movements. There is a lot more to add here. Why do we need this Ma? Who is this Ma? What does he remember this Ma?

What does this give us? We've got it all right, what do we do with them next? Do we derive an average? Or do we input them into the formula?

 
Martingeil:

There are digital filters try them with a choice of two filters.

Yes thanks, I've read about it, I'll have a look. But the idea is to take apart the price movement into parts. And then to study those parts separately, and their dependencies on each other. And any sliding average is a continuous process, which just smoothes out the price and that's it.

 
Martingeil:

What does this give us?

Let's look at the history. For example, if the previous price travelled a significant distance in a short period of time, then in most cases some event, let's say a pullback, will occur. We know all dimensions, we can check it on the history and build the logic. There is no need to average.

 
Aleksei Stepanenko:

We will look at the history. For instance, if the price has travelled a significant distance in a short period of time, in most cases, some kind of event, say, a pullback, will occur. We know all dimensions, we can check it on the history and build a logic. There is no need to average.

I wonder what is the time span?

You're not going to scratch the whole story, not enough resources, what's the timeframe?

I understand it is a week, there is no point in taking it higher than that, you will get into another market condition, which may never come back due to various circumstances, time of year, exporters' need for currency for a given period of time. The same coronavirus dictates its conditions at the moment, for oil futures for example, next year this interval will not be relevant.

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