Difference calculus, examples. - page 24

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The sinusoidal derivative of price is observed and maintained in the markets, but not according to physical rules.
 

Useful link in my opinion:

Forum on trading, automated trading systems and testing trading strategies

Indicators: volatility_Bar

Igor Makanu, 2020.01.07 15:32

https://www.mql5.com/ru/code/9869

//+------------------------------------------------------------------+
//| возвращает запрашиваемый фильтр с разной степенью сглаживания    |
//+------------------------------------------------------------------+
double SP(int i)
  {
//----
  double res;
  switch (SmoothPower)
    {
    case 1:
res=
  0.2926875484300*B1[i]
+0.2698679548204*B1[i+1]
+0.2277786802786*B1[i+2]
+0.1726588586020*B1[i+3]
+0.1124127695806*B1[i+4]
+0.0550645669333*B1[i+5]
+0.00733791069745*B1[i+6]
-0.02637426808863*B1[i+7]
-0.0445334647733*B1[i+8]
-0.0483673837716*B1[i+9]
-0.0412219004631*B1[i+10]
-0.02759007317598*B1[i+11]
-0.01206738017651*B1[i+12]
+0.001567315986223*B1[i+13]
+0.01094916192054*B1[i+14]
+0.01530469318242*B1[i+15]
+0.01532526278128*B1[i+16]
+0.01296015381098*B1[i+17]
+0.01157140552294*B1[i+18]
-0.00533181209765*B1[i+19];break;

      case 2:
res=
  0.2447098565978*B1[i]
+0.2313977400697*B1[i+1]
+0.2061379694732*B1[i+2]
+0.1716623034064*B1[i+3]
+0.1314690790360*B1[i+4]
+0.0895038754956*B1[i+5]
+0.0496009165125*B1[i+6]
+0.01502270569607*B1[i+7]
-0.01188033734430*B1[i+8]
-0.02989873856137*B1[i+9]
-0.0389896710490*B1[i+10]
-0.0401411362639*B1[i+11]
-0.0351196808580*B1[i+12]
-0.02611613850342*B1[i+13]
-0.01539056955666*B1[i+14]
-0.00495353651394*B1[i+15]
+0.00368588764825*B1[i+16]
+0.00963614049782*B1[i+17]
+0.01265138888314*B1[i+18]
+0.01307496106868*B1[i+19]
+0.01169702291063*B1[i+20]
+0.00974841844086*B1[i+21]
+0.00898900012545*B1[i+22]
-0.00649745721156*B1[i+23]; break;

      case 3:
res=
  0.2101888714743*B1[i]
+0.2017361306871*B1[i+1]
+0.1854987469779*B1[i+2]
+0.1627557943437*B1[i+3]
+0.1352455218956*B1[i+4]
+0.1049955517302*B1[i+5]
+0.0741580960823*B1[i+6]
+0.0448262586090*B1[i+7]
+0.01870440453637*B1[i+8]
-0.002814841280245*B1[i+9]
-0.01891352345654*B1[i+10]
-0.02929206622741*B1[i+11]
-0.0341888300133*B1[i+12]
-0.0342703255777*B1[i+13]
-0.03055656616909*B1[i+14]
-0.02422648959598*B1[i+15]
-0.01651476470542*B1[i+16]
-0.00857503584404*B1[i+17]
-0.001351831295525*B1[i+18]
+0.00448511071596*B1[i+19]
+0.00855374511399*B1[i+20]
+0.01076725654789*B1[i+21]
+0.01131091969998*B1[i+22]
+0.01057394212462*B1[i+23]
+0.00912947281517*B1[i+24]
+0.00771484446233*B1[i+25]
+0.00732318993223*B1[i+26]
-0.00726358358348*B1[i+27]; break;

      case 4:
res=
  0.1841600001487*B1[i]
+0.1784754786728*B1[i+1]
+0.1674508960246*B1[i+2]
+0.1517504699970*B1[i+3]
+0.1323034848757*B1[i+4]
+0.1102401824660*B1[i+5]
+0.0867964146007*B1[i+6]
+0.0632389269284*B1[i+7]
+0.0407389647190*B1[i+8]
+0.02035075474450*B1[i+9]
+0.002915227087755*B1[i+10]
-0.01100443994875*B1[i+11]
-0.02116075293157*B1[i+12]
-0.02747786871251*B1[i+13]
-0.03024034479978*B1[i+14]
-0.02988490637108*B1[i+15]
-0.02702558542347*B1[i+16]
-0.02236077351054*B1[i+17]
-0.01662176948519*B1[i+18]
-0.01050105629699*B1[i+19]
-0.00460605501191*B1[i+20]
+0.000582766458037*B1[i+21]
+0.00473324688655*B1[i+22]
+0.00766855376673*B1[i+23]
+0.00936273985238*B1[i+24]
+0.00991966879705*B1[i+25]
+0.00955690928799*B1[i+26]
+0.00857195408578*B1[i+27]
+0.00734849040305*B1[i+28]
+0.00634910972836*B1[i+29]
+0.00617002099346*B1[i+30]
-0.00780070803276*B1[i+31]; break;

      case 5:
res=
  0.1638504429550*B1[i]
+0.1598485090620*B1[i+1]
+0.1520285056667*B1[i+2]
+0.1407759621461*B1[i+3]
+0.1266145946036*B1[i+4]
+0.1101999467868*B1[i+5]
+0.0922810246421*B1[i+6]
+0.0736414430377*B1[i+7]
+0.0550613836268*B1[i+8]
+0.0372780690048*B1[i+9]
+0.02094281812508*B1[i+10]
+0.00658930585105*B1[i+11]
-0.00538855535197*B1[i+12]
-0.01474498292814*B1[i+13]
-0.02139199173398*B1[i+14]
-0.02541417253316*B1[i+15]
-0.02702341057229*B1[i+16]
-0.02647614727071*B1[i+17]
-0.02421775125345*B1[i+18]
-0.02065411010395*B1[i+19]
-0.01625074823286*B1[i+20]
-0.01145130552469*B1[i+21]
-0.00665356586398*B1[i+22]
-0.002196710270528*B1[i+23]
+0.001656596678561*B1[i+24]
+0.00473296009497*B1[i+25]
+0.00694308970535*B1[i+26]
+0.00827947138512*B1[i+27]
+0.00880879507493*B1[i+28]
+0.00865791955067*B1[i+29]
+0.00800414344065*B1[i+30]
+0.00706330074106*B1[i+31]
+0.00608814048308*B1[i+32]
+0.00538380036114*B1[i+33]
+0.00532891349043*B1[i+34]
-0.00819568487412*B1[i+35]; break;

      case 6:
res=
  0.1475657670368*B1[i]
+0.1446405411673*B1[i+1]
+0.1389042575727*B1[i+2]
+0.1305751002746*B1[i+3]
+0.1199864911731*B1[i+4]
+0.1075255410806*B1[i+5]
+0.0936615730647*B1[i+6]
+0.0788949093050*B1[i+7]
+0.0637465101034*B1[i+8]
+0.0487276238639*B1[i+9]
+0.0343174315294*B1[i+10]
+0.02094370638877*B1[i+11]
+0.00896531966221*B1[i+12]
-0.001341999129024*B1[i+13]
-0.00978712653663*B1[i+14]
-0.01627791183058*B1[i+15]
-0.02080151436502*B1[i+16]
-0.02343895781894*B1[i+17]
-0.02435214700067*B1[i+18]
-0.02376786389147*B1[i+19]
-0.02193912806308*B1[i+20]
-0.01912053352973*B1[i+21]
-0.01567028095913*B1[i+22]
-0.01183273845729*B1[i+23]
-0.00790611190014*B1[i+24]
-0.00412385952442*B1[i+25]
-0.000685399211775*B1[i+26]
+0.002260911767506*B1[i+27]
+0.00461801537249*B1[i+28]
+0.00633741616229*B1[i+29]
+0.00741961543986*B1[i+30]
+0.00790789206069*B1[i+31]
+0.00788111695823*B1[i+32]
+0.00745129870298*B1[i+33]
+0.00674985662064*B1[i+34]
+0.00593128562366*B1[i+35]
+0.00517071741994*B1[i+36]
+0.00467211882117*B1[i+37]
+0.00468906740665*B1[i+38]
-0.00849851236070*B1[i+39]; break;

      case 7:
res=
  0.1342157583828*B1[i]
+0.1320168704847*B1[i+1]
+0.1276873471586*B1[i+2]
+0.1213643729739*B1[i+3]
+0.1132520713460*B1[i+4]
+0.1036083698498*B1[i+5]
+0.0927280425508*B1[i+6]
+0.0809406915977*B1[i+7]
+0.0686105258715*B1[i+8]
+0.0560701395588*B1[i+9]
+0.0436869941553*B1[i+10]
+0.0317716835118*B1[i+11]
+0.02062340027452*B1[i+12]
+0.01049287508919*B1[i+13]
+0.001578073235404*B1[i+14]
-0.00597507422440*B1[i+15]
-0.01207707288043*B1[i+16]
-0.01669798399142*B1[i+17]
-0.01986198555101*B1[i+18]
-0.02164119825031*B1[i+19]
-0.02215230961811*B1[i+20]
-0.02155191142867*B1[i+21]
-0.02002808597329*B1[i+22]
-0.01778220203770*B1[i+23]
-0.01500325973440*B1[i+24]
-0.01187583268349*B1[i+25]
-0.00865026821576*B1[i+26]
-0.00543510816909*B1[i+27]
-0.002420531056597*B1[i+28]
+0.0002889057085442*B1[i+29]
+0.002599652575601*B1[i+30]
+0.00445344386830*B1[i+31]
+0.00582556501823*B1[i+32]
+0.00671941035514*B1[i+33]
+0.00716358274204*B1[i+34]
+0.00721108593431*B1[i+35]
+0.00693382886173*B1[i+36]
+0.00641737976071*B1[i+37]
+0.00576046002138*B1[i+38]
+0.00507417448638*B1[i+39]
+0.00448195239124*B1[i+40]
+0.00412727462648*B1[i+41]
+0.00418669196944*B1[i+42]
-0.00873780054566*B1[i+43]; break;

      case 8:
res=
  0.1230811432921*B1[i]
+0.1213830265980*B1[i+1]
+0.1180348688628*B1[i+2]
+0.1131248477390*B1[i+3]
+0.1067888736447*B1[i+4]
+0.0991886630563*B1[i+5]
+0.0905283970643*B1[i+6]
+0.0810323992972*B1[i+7]
+0.0709406523601*B1[i+8]
+0.0605028783409*B1[i+9]
+0.0499660517196*B1[i+10]
+0.0395768971912*B1[i+11]
+0.02956612933181*B1[i+12]
+0.02012982828450*B1[i+13]
+0.01146221166452*B1[i+14]
+0.00369983285522*B1[i+15]
-0.003038977187834*B1[i+16]
-0.00868021984873*B1[i+17]
-0.01318508621117*B1[i+18]
-0.01655096644715*B1[i+19]
-0.01881253249101*B1[i+20]
-0.02003063357865*B1[i+21]
-0.02029727780544*B1[i+22]
-0.01972188576919*B1[i+23]
-0.01843477354910*B1[i+24]
-0.01658081992154*B1[i+25]
-0.01430671529886*B1[i+26]
-0.01175302972849*B1[i+27]
-0.00904320119485*B1[i+28]
-0.00630514721661*B1[i+29]
-0.00369357675439*B1[i+30]
-0.001242693518572*B1[i+31]
+0.000926258391563*B1[i+32]
+0.002776968147451*B1[i+33]
+0.00426926013496*B1[i+34]
+0.00538851571708*B1[i+35]
+0.00613947934547*B1[i+36]
+0.00654179765073*B1[i+37]
+0.00663281051554*B1[i+38]
+0.00645954126814*B1[i+39]
+0.00608069576729*B1[i+40]
+0.00556313321406*B1[i+41]
+0.00497954512068*B1[i+42]
+0.00441241979276*B1[i+43]
+0.00395101867555*B1[i+44]
+0.00369891645504*B1[i+45]
+0.00378072162625*B1[i+46]
-0.00893024660315*B1[i+47]; break;

      case 9:
res=
  0.1136491141667*B1[i]
+0.1123130870080*B1[i+1]
+0.1096691394261*B1[i+2]
+0.1057837207790*B1[i+3]
+0.1007420961698*B1[i+4]
+0.0946599675379*B1[i+5]
+0.0876755484183*B1[i+6]
+0.0799429655454*B1[i+7]
+0.0716292336416*B1[i+8]
+0.0629123835413*B1[i+9]
+0.0539767262326*B1[i+10]
+0.0450048491714*B1[i+11]
+0.0361703734359*B1[i+12]
+0.02763520549089*B1[i+13]
+0.01955011451800*B1[i+14]
+0.01205357915205*B1[i+15]
+0.00525211553366*B1[i+16]
-0.000770477101024*B1[i+17]
-0.00593916191975*B1[i+18]
-0.01022805895137*B1[i+19]
-0.01361544672818*B1[i+20]
-0.01611640231317*B1[i+21]
-0.01776260795296*B1[i+22]
-0.01860554342447*B1[i+23]
-0.01871505916941*B1[i+24]
-0.01817487448682*B1[i+25]
-0.01707856129273*B1[i+26]
-0.01552770218471*B1[i+27]
-0.01362988259084*B1[i+28]
-0.01149332680480*B1[i+29]
-0.00921892385382*B1[i+30]
-0.00689459719023*B1[i+31]
-0.00459651305691*B1[i+32]
-0.002411870743968*B1[i+33]
-0.000431732873329*B1[i+34]
+0.001353807064687*B1[i+35]
+0.002857282707287*B1[i+36]
+0.00408190921586*B1[i+37]
+0.00501143566228*B1[i+38]
+0.00565074521587*B1[i+39]
+0.00601564306030*B1[i+40]
+0.00613066979989*B1[i+41]
+0.00602923574050*B1[i+42]
+0.00575258932729*B1[i+43]
+0.00534744169195*B1[i+44]
+0.00486457915178*B1[i+45]
+0.00435951288835*B1[i+46]
+0.00389329662905*B1[i+47]
+0.00353234960893*B1[i+48]
+0.00335331131328*B1[i+49]
+0.00344636014208*B1[i+50]
-0.00908964634931*B1[i+51]; break;

       default:
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);
//----    
  }

 
Aleksey Panfilov #:

For every action, there is a trace in the present, which of course affects the future. :))))

I suggest in this thread without philosophy, let's just do mathematics, programming, testing, optimisation.

I would answer in another way. If Vasya broke his leg, he will limp in the future. This is an answer to a rhetorical question.

What is interesting here is not so much extrapolation as approximation. The point is that the market has certain, almost immutable regularities. Not everyone can notice them. An impartial formula doesn't care about this human flaw. It will calculate its own maths and draw you a smooth line without "noise". And, depending on the sample, it will allow even the most blind trader to notice these regularities. And they are the safest to make money on.

That's how it is. And forecasting the market is not a thankless business.

Regards, KAE.

It's a pity the branch is closed.

 
100001909601 #:
Great ungrateful business.

Sincerely, KAE.

It's a shame.

That's right.


"The fact is that the market has certain, almost unchanging patterns."

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