Repetitive patterns and other patterns - page 18

 
I've said it before and I'll say it again - fractality, fractality, and fractality again. starting from the highest TF and up to ticks. And it's not that simple - well, the channel is not limited to two lines...
 
FAQ:
...... fractality..... starting from the oldest TF and up to ticks. And it's not all that simple - well, the channel is not limited to two lines...
so much mystery, ajar the door to the topics
 
vspexp:
so much mystery, would you open the door to the topics
Read my comments in this thread from the beginning.
 
FAQ:
read my comments in this thread from the beginning.

I'm curious too. I have reread your posts, but I don't understand much. What is the essence of the strategy? We build channels at different timeframes and different quotes, then we extrapolate the bounds into the future and obtain a lot of possible bounds on the current bar?

I have been struggling for a week with automatic zigzag channel construction. There is a lot of manual adjustments and exceptions. I decided to leave the zigzag and try to build channels by LWMA. Of all the wizards, LWMA gives the most straight segments. Here's an example:

Here is LWMA with period 150 shifted by 50 bars. By the way, does anyone know the group delay of LWMA? This filter should have a non-linear phase, but you could probably use a zero frequency delay. Before I start outputting, maybe someone already knows the answer. Was thinking of approximating the LWMA with straight segments, but the angle would have to be corrected and that's the catch. If you know where the beginning of each channel is (for example, by curves of some smooth waveform), you can also use linear regression (the same LWMA) on segments of a given length, that is, the LWMA period will adapt to the beginning of the current channel. Here is a comparison of LWMA (red) and smooth waving (blue):

Any other ideas?

 

Maybe we should not set the task of automatic creation of the channel(s) at once, but concentrate on automating the trading processes in the ready-made/existing channel?

and build channel borders manually using the previously stated algorithms.

For example, up to 2 hours we work in a channel built on H1 bars (approx. 60 points), within a week this time we work in H8 (approx. 200 points), thus we regulate the chaos of multiple channels and focus our efforts on formalization of reversal moments.

Построение каналов - взгляд изнутри и снаружи
Построение каналов - взгляд изнутри и снаружи
  • 2010.11.30
  • Dmitriy Skub
  • www.mql5.com
Наверное, не будет преувеличением сказать, что после скользящих средних каналы - самый популярный инструмент для анализа рыночной ситуации и принятия торговых решений. Не углубляясь во множество существующих стратегий использования каналов и их составных элементов, мы здесь рассмотрим математические основы и практическую реализацию индикатора, строящего канал, заданный тремя экстремумами на экране терминала.
 

Not a bad video on the subject:

https://www.youtube.com/watch?v=TpQZtZKcv04

 
Heroix:

Not a bad video on the subject:

about forex would what..., in a similar presentation.
 
vspexp:
about forex would be what..., in a similar statement.
What is the fundamental difference between a currency chart and a stock chart?
 
Heroix:
What is the fundamental difference between a currency chart and a stock chart?
Lack of glasses
 
St.Vitaliy:
Lack of glasses
asked about the graph, not the pricing. Is there any tumblers on the chart)))?