How do you algorithmise the detection of MA feed clusters? - page 3

 

count the number of mash-ups in the range +-, for the current price

if more than some number, it's a tourniquet, and helpdesk is its average

3 minute task

 
Maxim Dmitrievsky:

count the number of mash-ups in the range +-, for the current price

if more than some number, it's a tourniquet, and helpdesk is its average

3 minute task.

In what range? You have to divide the whole range into intervals somehow purely from the background. What if, say, a bundle consists of 10 lines, but 5 of them fall into one interval and 5 into another? And all other intervals have 6 lines each?

 
Maxim Kuznetsov:
All these feeds are just a heatmap from previous prices. Side view. 😉

And unlike the average, the temperature map can be extended into the future. And the blackouts, they're harnesses are easy to look for

And why not tackle exactly the task at hand and try to tamper with it?

 
Another idea has come up. We need to introduce a parameter - the minimum distance between ma. Collect all ma in an array, sort it, and in the loop: if the distance between two adjacent ma is less than the parameter - the bundle started, when the distance between two ma was more than the parameter - the bundle ended, between the beginning and the end draw a line. There is a question about the parameter, it can be set rigidly in points, or it can be as part of the ma range, i.e. the ma range multiplied by a coefficient.
 
Dmitry Fedoseev:

In what range? You have to divide the whole range into intervals, purely from a torch. What if, say, a harness consists of 10 lines, but 5 of them fall into one interval and 5 into another? And all other intervals have 6 lines?

There is no need to divide it, it is for algorithmic trading, right? The interval for the current price is +-10 points (for example). The size of interval boundaries, etc. can be changed

 
Dmitry Fedoseev:

And why not solve exactly the problem at hand and not try to replace it?

in the first place, the solution to "that very problem" has already been given. And the namesake also hinted at such a 5 minute solution.

--

Secondly, if you do it well, you should do it well. Before looking for a "harness" it is better to understand what is there and what these MA-bricks form except a pretty picture

Otherwise, it's a cartoon cult. "Why do you trade on the MAs? What does the MA-Score show? What should I trade?

 
Maxim Dmitrievsky:

There is no need to divide anything, it is for algotrading, isn't it? The interval for the current price is +-10 pips in the moment (for example). The size of interval bounds, etc. can be changed.

The task is given in the first post.

 
Dmitry Fedoseev:

The task is outlined in the first post.

it is clear from the first post that there is no task, just idle speculation

 
Maxim Kuznetsov:

First of all, I've already given you the solution to "that very problem". And the namesake also hinted at such a five-minute solution.

--

Secondly, if you do it well, you should do it well. Before looking for a "harness" it is better to understand what is there and what these MA-bricks form except a pretty picture

Otherwise, it's a cartoon cult. "Why do you trade on the MAs? What does the MA-Score show?

Where?

 
Dmitry Fedoseev:

Where?

https://www.mql5.com/ru/forum/347770/page2#comment_17615622
Как алгоритмизировать выявление скопления фида МА?
Как алгоритмизировать выявление скопления фида МА?
  • 2020.07.31
  • www.mql5.com
Всем здравия! Имеем массив значений - 500 Скользящих Средних по каждому бару Как можно вычислить образовавшиеся жгуты? : - При смене направления...
Reason: