Transitions between levels Stats

Скрипт используется для сбора статистики по переходам цены между уровнями сетки, размер которой задается в настройках (смотрите индикатор Transitions between levels). Данные записываются в CSV файл. Есть два режима сбора статистики:

  1. SeparateTransition - учитывается каждый отдельный переход (смотрите скриншот №2). Время перехода - время, когда цена коснулась нового уровня.
  2. Accumulation - в файл записывается количество однонаправленных переходов (смотрите скриншот №4). Например, -7 - семь пеереходов вниз, 4 - четыре перехода вверх. Время серии переходов - время окончания этой серии, тоесть время первого перехода цены в противоположном направлении. Последняя серия на графике не учитывается в статистике, так как она еще не завершилась.


Собранная статистика будет весьма полезной для трейдеров, торгующих с использованием Мартингейла. Наиболее важные данные: максимальное количество однонаправленых переходов в серии (например, для пары USDJPY с сеткой в 100 пунктов это 10 переходов) и максимальная длина серии из разнонаправленых одиночных переходов (для USDJPY с сеткой в 100 пунктов это также 10 переходов).


ПАРАМЕТРЫ

  • StatsType: режим сбора статистики - 
  • Step: размер шага сетки (например: step = 50, shift = 0, тогда уровни будут иметь значения ...1.1050, 1.1100, 1.1150...)
  • Shift: сдвиг сетки (например: step = 50, shift = 25, тогда уровни будут иметь значения ...1.1075, 1.1125, 1.1175...)
  • FileName: имя файла, в который экспортируются данные. Если оставить поле пустым, то имя файла - "Transitions. 'ВАЛЮТНАЯ ПАРА', Step='ЗНАЧЕНИЕ Step', Shift='ЗНАЧЕНИЕ Shift', 'ЗНАЧЕНИЕ StatsType'"

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ZZ Histogram отображает длину и направление волны на ценовом графике. Минимальный размер волны задается в настройках. По своей сути данный индикатор - тот же зигзаг (можете скачать здесь ), который определяет ценовые волны не меньше определенной длины, но только в виде гистограммы. Это можно увидеть на скриншотах. Для сбора статистики по размерам ценовых волн используйте идикатор   Wave Size Stats . ПАРАМЕТРЫ MinWaveSize: минимальная длина волны, на которую реагирует индикатор. Для маленьких
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Indicadores
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Roman Salivon
Indicadores
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Utilitários
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Utilitários
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Indicadores
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Utilitários
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