Difference calculus, examples. - page 11

 
Aleksey Panfilov:

Optimization of the indicatorNikolai SemkoBanzai.mq4 frommessage 57of this thread.

The same on М15:

The balance also goes sinusoidal

I want to increase the wave period...

 
Renat Akhtyamov:
The balance is also following the sine wave.

This makes me want to increase the period of a wave...

I do not quite understand what you mean. I would be grateful if you could explain.

If we increase the averaging leverage twice on M15, with a high probability we will get results similar to optimization on M30.

 
Aleksey Panfilov:

I do not quite understand what you mean. I would appreciate it if you could explain.

If we double the averaging leverage on M15, it is very likely we will get results similar to the optimization on M30.

On your screen the balance is sinusoidal, it can be clearly seen

The indicator is a sinusoidal, one of its parameters is, as I understand, the wave period

What will happen to the balance if you increase this period?

and should the signals of negative half-period waves be taken into account, because the balance drops there?


 
Renat Akhtyamov:

On your screen, the balance is sinusoidal, it is clearly visible

The indicator is sinusoidal, one of its parameters, as I understand it, is the wave period

What will happen to the balance if you increase this period?

Great question, thank you.

There is inertia at work in the indicator which gives birth to rhythmicity. )))) (Sorry for the pathos.)

The rhythm(analog of the sine wave period) is determined by the length of the arm (analog of the MA averaging period), there is nothing new here.

We have optimized, at a constant leverage (averaging period), the optimum phase of entering a position and the noisiness depending on the distance between the points of readings.

Therefore, depending on the given phase, we obtain the final balance that has a sinusoidal character.

If we change the averaging period, we are likely to obtain a similar picture only on a different rhythm. Perhaps some rhythms will be more promising, but I think it does not matter.

And whether it is necessary to take into account signals of a negative half-period of a wave, after all the balance falls there?


I think already, when creating, potentially, a working EA, filtering is quite relevant.
 
Aleksey Panfilov:

Great question, thank you.

There is inertia at work in the indicator, which gives rise to rhythmicity. )))) (Sorry for the pathos.)

The rhythm (period of the sinusoid) is determined by the length of the arm (analog of the МА averaging period), there is nothing new here.

We have optimized, at a constant leverage (averaging period), the optimum phase of entering a position and the noisiness depending on the distance between the points of readings.

Therefore, depending on the given phase, we obtain the final balance that has a sinusoidal character.

If we change the averaging period, we are likely to obtain a similar picture only on a different rhythm. Perhaps some rhythms will be more promising, but I think it does not matter.

nice filter, very interesting in the final version
 
Renat Akhtyamov:
Good filter, very interesting the final variant

Thanks.

I'm thinking of switching to MT 5 (I'll try to take advantage of it) and maybe something interesting will come out.

Ideas are welcome.

 
Aleksey Panfilov:


Tell me, on the pictures where ala-sinusoid indicators are redrawn? I think from the old posts - yes.

Not to criticize, I use them myself. I'm just a bit surprised by their position in space.)

 
Yuriy Asaulenko:

Tell me, on the pictures where ala-sinusoid indicators are redrawn? I think from the old posts - yes.

Not to criticize, I use them myself. Just somewhat amazed at their position in space).

Yes, in post 32 the yellow highlighted buffers and consequently the sinusoids near the constant and near the sloping line are redrawn.

And, what's amazing about their position?

And they are not a la sinusoids. :( :):):)

 
Aleksey Panfilov:

Yes, in message 32 the buffers highlighted in yellow, and hence the sinusoids near the constant and near the sloping line are redrawn.

And, what is astonishing about their position?

If they are redrawn, everything is clear.

 

Unless otherwise specified in the context, then:

All experts are attached for testing and optimization.

They are not prepared to work in the real market, in terms of uptime and required service.