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oilfxpro, like i said, we all have a different reallity, and LETs NOT MAKE THIS INTO FIGHT, im sure non of us is going to admit the HE IS WRONG!!!
scorpio, the indicators true name will be:
The Efficiency-Fractional poliphase inverted hedge matrix symmetric calculator
oilfxpro, like i said, we all have a different reallity, and LETs NOT MAKE THIS INTO FIGHT, im sure non of us is going to admit the HE IS WRONG!!! scorpio, the indicators true name will be: The Efficiency-Fractional poliphase inverted hedge matrix symmetric calculator
Oh flash it is a mile long. MetaTrader won't like it.
Anyway, I might have found a serious bug inside the cluster Indicator that renders it useless. The cluster indicator assumes that there is no gap in the data of all major pairs. If a pair has just a bar missing, the plotting would be incorrect, because the bars of the pairs has gone out of sync.
I'm using Alpari, and the gaps are all over the place. The bug looks so obvious to me. For a moment, I thought I could predict future price 100% correctly.
Yes i agree, "delete" this thread, it is just another useless thing to do!!!
.....and check your PM
Im bored so here is another good idea.....
In addition to the news, large bank transactions cause spikes in currencys. Banks make weekly transfers at a regulary scheduled time.
What I am trying to do is identify these times....
I figured that consistant spikes in price and volume would be a good way to identify these transactions. Here is my attempt to identify these times.
Volume works but I cant seem to populate the Average_Hourly_Range variable.
Please take a look and tell me what is wrong.
//=========================================================================================
void HistoricVolitility(){
int WeekInSeconds = 604800;
int HalfhourInSeconds = 1800;
// Same Hour, Last Week
datetime One_Week_Start = TimeCurrent() - WeekInSeconds - HalfhourInSeconds;//current time -1 week - Half hour
datetime One_Week_Curr = TimeCurrent() - WeekInSeconds;//current time -1 week
datetime One_Week_End = TimeCurrent() - WeekInSeconds + HalfhourInSeconds;//current time 1 week + Half hour
int One_Week_Start_Per = iBarShift(Symbol(),0,One_Week_Start);
int One_Week_Curr_Per = iBarShift(Symbol(),0,One_Week_Curr);
int One_Week_End_Per = iBarShift(Symbol(),0,One_Week_End);
double OneW_High = High[iHighest(Symbol(),0,MODE_HIGH,One_Week_End - One_Week_Start,One_Week_Start)];
double OneW_Low = Low[iLowest(Symbol(),0,MODE_LOW,One_Week_End - One_Week_Start,One_Week_Start)];
double OneW_Range = OneW_High - OneW_Low;
double One_Week_Volume = iVolume(Symbol(),30,One_Week_Curr_Per+1);
// Same Hour, 2 Weeks Ago
datetime Two_Week_Start = TimeCurrent() - WeekInSeconds*2 - HalfhourInSeconds;//current time -1 week - Half hour
datetime Two_Week_Curr = TimeCurrent() - WeekInSeconds*2;//current time -1 week
datetime Two_Week_End = TimeCurrent() - WeekInSeconds*2 + HalfhourInSeconds;//current time 1 week + Half hour
int Two_Week_Start_Per = iBarShift(Symbol(),0,Two_Week_Start);
int Two_Week_Curr_Per = iBarShift(Symbol(),0,Two_Week_Curr);
int Two_Week_End_Per = iBarShift(Symbol(),0,Two_Week_End);
double TwoW_High = High[iHighest(Symbol(),0,MODE_HIGH,Two_Week_End - Two_Week_Start,Two_Week_Start)];
double TwoW_Low = Low[iLowest(Symbol(),0,MODE_LOW,Two_Week_End - Two_Week_Start,Two_Week_Start)];
double TwoW_Range = TwoW_High - TwoW_Low;
double Two_Week_Volume = iVolume(Symbol(),30,Two_Week_Curr_Per+1);
// Same Hour, 3 Weeks Ago
datetime Three_Week_Start = TimeCurrent() - WeekInSeconds*3 - HalfhourInSeconds;//current time -1 week - Half hour
datetime Three_Week_Curr = TimeCurrent() - WeekInSeconds*3;//current time -1 week
datetime Three_Week_End = TimeCurrent() - WeekInSeconds*3 + HalfhourInSeconds;//current time 1 week + Half hour
int Three_Week_Start_Per = iBarShift(Symbol(),0,Three_Week_Start);
int Three_Week_Curr_Per = iBarShift(Symbol(),0,Three_Week_Curr);
int Three_Week_End_Per = iBarShift(Symbol(),0,Three_Week_End);
double ThreeW_High = High[iHighest(Symbol(),0,MODE_HIGH,Three_Week_End - Three_Week_Start,Three_Week_Start)];
double ThreeW_Low = Low[iLowest(Symbol(),0,MODE_LOW,Three_Week_End - Three_Week_Start,Three_Week_Start)];
double ThreeW_Range = ThreeW_High - ThreeW_Low;
double Three_Week_Volume = iVolume(Symbol(),30,Three_Week_Curr_Per+1);
// Same Hour, 4 Weeks Ago
datetime Four_Week_Start = TimeCurrent() - WeekInSeconds*4 - HalfhourInSeconds;//current time -1 week - Half hour
datetime Four_Week_Curr = TimeCurrent() - WeekInSeconds*4;//current time -1 week
datetime Four_Week_End = TimeCurrent() - WeekInSeconds*4 + HalfhourInSeconds;//current time 1 week + Half hour
int Four_Week_Start_Per = iBarShift(Symbol(),0,Four_Week_Start);
int Four_Week_Curr_Per = iBarShift(Symbol(),0,Four_Week_Curr);
int Four_Week_End_Per = iBarShift(Symbol(),0,Four_Week_End);
double FourW_High = High[iHighest(Symbol(),0,MODE_HIGH,Four_Week_End - Four_Week_Start,Four_Week_Start)];
double FourW_Low = Low[iLowest(Symbol(),0,MODE_LOW,Four_Week_End - Four_Week_Start,Four_Week_Start)];
double FourW_Range = FourW_High - FourW_Low;
double Four_Week_Volume = iVolume(Symbol(),30,Four_Week_Curr_Per+1);
double Ave_Hourly_Range = (OneW_Range + TwoW_Range + ThreeW_Range + FourW_Range);
double Ave_Volume = (One_Week_Volume + Two_Week_Volume + Three_Week_Volume + Four_Week_Volume)/4;
HistoricRange = Ave_Hourly_Range;
HistoricVolume = Ave_Volume;
}
ps. is The Efficiency-Fractional poliphase inverted hedge matrix symmetric calculator indicator advancing?
I have made a holly grail, it will be colled PID quantum.
Every fxfisherman user can purchase it from me, for a very little price.....
Just send me a pm.
For you oilfxpro it is free...
Anyway here is the definition:
Theoretical basis of PID quantum explains the nature and behavior of matter and energy on the atomic and subatomic level. In 1998, I presented quantum theory to the German Physical Society.
I discover the reason that radiation from a glowing body changes in color from red, to orange, and, finally, to blue as its temperature rises. I found that by making the assumption that energy existed in individual units in the same way that matter does, rather than just as a constant electromagnetic wave - as had been formerly assumed - and was therefore quantifiable. The existence of these units became the first assumption of quantum theory.I wrote a mathematical equation involving a figure to represent these individual units of energy, which he called quanta. The equation explained the phenomenon very well; I found that at certain discrete temperature levels (exact multiples of a basic minimum value), energy from a glowing body will occupy different areas of the color spectrum. There was a theory yet to emerge from the discovery of quanta, but, in fact, their very existence implied a completely new and fundamental understanding of the laws of nature.
I won the Nobel Prize in Physics for that theory in 1999, but developments by various scientists over a thirty-year period all contributed to the modern understanding of quantum theory.
This is a detailed statement:
I was recently studying quatum mechanics and thought of a situation
quantem mechanics in a way is movement and how movement and reality
go together such as e=mc squared but is it posible that the energy of movement or the velocity if you wish could be altered by another
energy causing the movement to slow or speed up or stop in instances.
In Newtonian gravity, the source of the gravitational field is mass density. In general relativity, it is stress-energy, which includes not only relativistic mass-energy density, but also momentum density / energy flux, pressure, stress, and strain. Exerting a force actually changes the gravitational field, and the produced is x amount of y.
The formula can be aplied for every x, but mostly on usx
I think that you and scorp need to do a math class again...., try to check the algos to calculate the consensus based on MA's instead of real PA
....but again, i may be wrong.....or not, the question is now...
Hey flash, are you waiting for the one-mile indicator?
I bet you do. All I can tell you is that it's losing big time. You know what I mean. 
This thread is scheduled to be deleted. I'm little bored too, so just keep this here for a while.
Oh by the way, how do you know banks make big exchange transactions every week? If only we could crack their secret codes, like the way American navy did to Japanese warplanes in WWII.
They have transactions every day! I know that through "friends"...
Give it a shot someday, maybe there is something into it!
The code i sent here for the check of transactions is made by our good friend who "desepeared", another one of his brilliant ideas.
Good luck, and many pips to you!
This is not Tri arbitrage in its true form. Creating synthetic prices is correct, I called it consensus pricing. Ok just to clarify how the formula works ... Solving for EURUSD (Verification$/Cross$ * Base$/Verification$ = Base$/Cross$. ) The actual Price of EURUSD = 1.5786 (AUDUSD * EURAUD = EURUSD) So if the AUDUSD = .9607, and EURAUD = 1.6430 According to the AUD Triangular relationship to the EURUSD. The EURUSD should = 1.5784 (.9706 * 1.6430 = 1.5784) In this case the Actual price is 2 pips higher than the price according to the AUD triangular relationship. This is within the Std deviation (spread) and not significant. But if say the EURUSD was really trading at 1.5790 then we would take a short EURUSD position hoping that the market will correct itself. taking it one step further you verify the price against all the major currencies and determine if the price should be higher, lower or if its correct. Now we use all that info to determine what positions to take.
Do you have this indicator I can see also?