a trading strategy based on Elliott Wave Theory - page 84

 
I stuck to finding a channel based on a parabola.
I have got something, but I found only one of them, maybe there are some more errors somewhere. There are two selection conditions, but I guess only one works, it is selection of those, where the last third does not go beyond 99,9% of the interval formed by 2/3.
I took the algorithm ANG3110 as a base, but I don't think I needed it, because I spent a lot of time to implant the Expert Advisor, but never mind, it's the first experience.
 
2 Rosh
I didn't mean physics arithmetic, but something else.
From my point of view, the law of conservation of energy cannot be used here. It is only valid for closed systems, while the market is a very open system. First of all, there are constant disturbances from the economy, politics, etc. Every piece of news that comes in is energy injected into or withdrawn from the system. In fact, every trend is a process of dissipation of such energy momentum.
Secondly, mass is continuously changing. In this case I am referring to the money supply. And you know what happens to crosses when money flows from one currency to another - everyone does.

Using the Hamilton function is a great idea. But you can not (because of non-conservation of energy) obtain from it a stationary equation, but only a dynamic one with second derivatives (i.e. accelerations) and forces. What to do with it in a stochastic process I do not know. So if we are going to use it, we should use it in some other way. Perhaps, as Vladislav did, in integral form.



Here already Jhonny(I think) said that he saw parabolas. KOlegA's quote confirmed what I posted pages ...ts ago.
Vladislav also mentioned his way of building channels. I decided to attach a picture. It's not hard to describe this algorithm in words, but it's not so easy to build it.
I even suspect that Vladislav recalculates this algorithm at every bar. It may explain such a great processing time for each new bar and agree with the fractality principle of channels according to Peters.

 
[quote]
2 Rosh
Jhonny(I think) already said that he saw parabolas. KOlegA quote confirmed what I posted pages ...ts ago.
Vladislav also mentioned his way of building channels. I decided to attach a picture. It's not hard to describe this algorithm in words, but it's not so easy to build it.
I even suspect that Vladislav recalculates this algorithm at every bar. It may explain such a great processing time for each new bar and agree with the fractality principle of channels according to Peters.

I think the picture is just right, just great, how did you do it, or is it by hand?
 
Regarding Murray levels. They are indeed much easier to fomalize than Fibo levels, so I used the code courtesy of Vladislav in constructing my EA. I watched the levels from which the bounce is coming or if the price of the day closes near some level, where and how far the price goes. In particular, I used the same Murray levels, but constructed on the basis of other timeframes. I used periods 31.61-64.90-94.120-125. The levels from different periods may either coincide or be absolutely different, or the close price(low or high) will be close to different or to the same levels. I haven't got especially good results, though some combinations have shown interesting but not statistically significant data. There was a lack of dynamic channels.
I've met somewhere in the forum, that Vladislav builds octaves, I think, based on the channel length - it's a very reasonable thing. Although, there may be a situation - after the pullback, say, over 62% (5th octave) the channel is likely to be destroyed and the next support/resistance lines will still work and Murray's levels will be built based on another period.
Regards
 
2 Rosh
Тут уже Jhonny(по моему) говорил, что увидел параболы. KOlegA цитатой подтвердил то, что я выкладывал страниц ..цать назад.
Vladislav тоже упоминал о своем способе построения каналов. Я решил приложить рисунок. Словами описать этот алгоритм не сложно, а вот построить не так просто.
Подозреваю даже, что Vladislav на каждом баре делает заново этот расчет в своем алгоритме. Это может объянять такое большое время обработки каждого нового бара и согласуется с принципом фрактальности каналов по Петерсу.

I think the picture is just right, just great, how did you do it, or is it by hand?

By hand, the algorithm is still in my head.
 
Yurixx:
From my point of view, the law of conservation of energy cannot be used here. It's only valid for closed systems, and ranok is a very open system.

Maybe one can get some clues from the fact that the market is in a trend for a much smaller part of time? I do not have any particular thoughts yet.

2KOlegA
I join "Thanks for the additional material".


Rosh
The last problem is that there are many channels next to each other.

I used confidence intervals for A and B.
The indicator "accompanying" channels finally gave a picture of the full history. The channels turned out quite a lot and the separation doesn't seem to be complete. But we can already try to work with it.

And a fragment of the log:
2006.07.13 16:53:35 VGChannels EURUSD,M15: Calculated bars: 9631, Depth in bars: 6200, Calculation time: 238985 ms 2006.07.13 16:53:35 VGChannels EURUSD,M15: Channels on last bar: 2052, Selected on last bar: 15, Working channels: 90, Of which valid: 17 2006.07.13 16:53:35 VGChannels EURUSD,M15: Channel: 89 Current top: 1.2825 Current Low: 1.238 2006.07.13 16:53:35 VGChannels EURUSD,M15: Channel: 89 Max A= -0.00000475 Min A = -0.00000584 Max B = 1.35096366 Min B = 1.33715218 2006.07.13 16:53:35 VGChannels EURUSD,M15: Channel: 89 Last A = -0.00000530 Last B = 1.3441 Last R.M.S. = 0.0089 2006.07.13 16:53:35 VGChannels EURUSD,M15: Channel: 89 Start: 4580 End: 1873 Validity: 1 2006.07.13 16:53:35 VGChannels EURUSD,M15: Channel: 84 Current Up: 1.2769 Current Down: 1.2328 2006.07.13 16:53:35 VGChannels EURUSD,M15: Channel: 84 Max A= -0.00000672 Min A = -0.00000858 Max B = 1.38802187 Min B = 1.36404762 2006.07.13 16:53:35 VGChannels EURUSD,M15: Channel: 84 Last A = -0.00000765 Last B = 1.376 Last R.M.S. = 0.0088 2006.07.13 16:53:35 VGChannels EURUSD,M15: Channel: 84 Start: 3909 End: 2022 Validity: 1



 
...I think the picture is just right, just great, how did you do it, or is it by hand?


Yes, it's nice, but in my opinion, apart from the blue and red channels, the other ones don't have any useful information (although if you use them for wave counting... but ironically EWA is off-topic now ;))
 
Candid 13.07.06 19:16
Yurixx:
С моей точки зрения здесь нельзя пользоваться законом сохранения энергии. Он справедлив только для замкнутых систем, а ранок - система ну очень незамкнутая

Maybe the fact that the market is trending a significantly smaller proportion of the time could provide some clues? I really don't have any concrete ideas yet.


Candid, judging by your logs - are you already using the boosted algorithms? :)

Yurixx, the picture with channels just reflects the potentiality of movement, small nested channels are local perturbations, which are neutralized within the large (blue) channel.

Jhonny The last (red) channel - it is always changing. The change occurs when the preceding one breaks down, in theory they should not be visible, drawn as a story.
The advantage is that although this method is inert (construction/crystallization of the new channel is delayed), it's more reliable.
solandr once asked me where I was going to put my stops. Stops are virtual (physically they don't exist), i.e. we put on warm clothes not on December 1 (if it's +15 outside), but when it gets really cold.
 
<br / translate="no"> Yes, it's nice, but in my opinion, apart from blue and red channels, the others don't provide any useful information (although if you use them for wave counting... but ironically EWA is off-topic now ;))

Green and yellow are history. Here's the same period in channels as forks. The blue ones are corrections (the initial point is between two extrema), the red ones are trends (the initial point is below/above extrema, like the first and the ends of the second or the third).

It is not my intention to show how many more colorful channels can be built, but I would like to point out that the borders of the blue channel in the picture of Rosh will be floating when the price moves down because there is no support, no invariant for the calculation of the channel. On the other hand, the fork channel with the boldest red lines is quite stable. The difference is that the extremum price 1.3664 in the picture is on the border of the channel in Rosh's case it is on the midline, let me remind you that the second point for its drawing is the midpoint between extrema - minimum of potential energy and maximum of kinetic energy.
Best regards
 
Rosh
:) the logs show that you're already using boosted algorithms? :)


This fragment corresponds to the start of the indicator, when it calculates the history. For each new bar it will spend 25 ms, as a forced algorithm should do :). Another question is how many bugs are left in it :). And I don't really like method of "escorting".