a trading strategy based on Elliott Wave Theory - page 21

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Ups... da, vizu takoje, kod na web servak svoj ulozyl:

http://www.fastlink.lt/~arunasp/EW_Retracement-dev-20050629.mql
 
Vladislav, 4to nibut delajesh setim kodom ?:)
 
Vladislav, 4to nibut delajesh setim kodom ?:)


No. I guess you don't need it. Neither do I :). I`m working on my old codes.

Good luck and good trends.
 
Another thing I do is to choose the approximation period (not the whole sample, but about 2/3, extrapolate the last third and compare it with the real prices obtained, if we do not fall out of the confidence interval, then we use this approximation for further extrapolations, but this is related to implementation and methods of increasing stability of iterative algorithms).

Vladislav, could you answer a clarifying question? Do you recalculate the approximation equation for the entire sample after you've taken 2/3 of it and saw that on the last 1/3 the price didn't fall out of the confidence interval (By the way, please tell me, what width of the confidence interval you take for 90%, 95% and 99%)? Or do you use only data from the first 2/3 of the sample for the forecast, considering for some reason (then please specify what reason?) that the strength of the forecast remains for the near future as well? Although it probably seems more logical to recalculate over the whole sample for a more reliable prediction?

And if it's not difficult, could you please share the functions by which you calculate quantiles of Student's t-distribution, Chi^2 distribution and F-distribution? These functions don't reveal the algorithm of your strategy in any way, do they? And separately they would be useful for all programmers involved in estimating probabilities. Thank you in advance!
 
Here are the functions for calculating probabilities:
http://alglib.sources.ru/specialfunctions/distributions/
However, the question of providing ready functions for MT4 is still relevant, as in the codes on the site it is necessary to define the functions used in the calculation by yourself. It is not clear at all why to put the code on the web-site, if it is not complete?

http://alglib.sources.ru/translator/view.php?location=/specialfunctions/distributions/student&target=cpp
/*-----------------------------------------------
These subroutines must be defined by the programmer:

double incompletebeta(double a, double b, double x);
double incompletebeta(double a, double b, double y);
-----------------------------------------------*/

If I can't find the full code of required functions, I guess I will have to create a function myself by simply inputting the table data on some reference points into it and then calculating values based on linear approximation of sections between reference points of distribution when requesting data. This, of course, will increase the error of quantile calculations, but probably it will not affect the final result too much. For the Student with a large number of points the quantile value converges. With other distributions it is more complicated.
 
I made a mistake in a previous post, though. Actually these functions are already there on the site:
double incompletebeta(double a, double b, double x);
double incompletebeta(double a, double b, double y);

http://alglib.sources.ru/specialfunctions/beta/
 
<br / translate="no"> //--------------- Hurst factor
double R = 0.0, pMax = 0.0, pMin = 0.0, S = 0.0,
nHrst = N_BG[i_StdChnl][1]-N_ND[i_StdChnl][1];

if(nHrst>minChnlBars){
S = std_div[i_StdChnl][1];
pMin = Low[Lowest(NULL,0,MODE_LOW, N_BG[i_StdChnl][1] ,N_BG[i_StdChnl][1]+StepBack)];
pMax = High[Highest(NULL,0,MODE_HIGH,N_BG[i_StdChnl][1], N_BG[i_StdChnl][1]+StepBack)];
R = MathAbs(pMax-pMin);

if( (R>0)&&(S>0)) Chnl_Hrst[i_StdChnl][1] = MathLog(R/S)/MathLog(nHrst*0.5);

}

Vladislav, I would like to clarify the following. What do you take by this?
S = std_div[i_StdChnl][1];
According to Chaos and Order in Capital Markets, S is the square root of the sum of squares of differences between profits and the average profit value. But my Hearst figure is getting a very strange result. Maybe there is something I haven't taken into account. But it is not clear what.

Let's look at the information posted here:
http://www.xaoc.ru/index2.php?option=com_forum&Itemid=0&page=posting&mode=topicreview&t=167&sid=54c68f2bc7280f8b66bd06dd767f2f9c
 
If you want to check for yourself - I once "had fun" on "White Collar" (http://forum.traders.kiev.ua/) - this is a forum of independent Ukrainian traders, my nickname is the same as on the spider VG - you can look there, compare dates and the subsequent price movement. I used to make real-time forecasts. Then I got tired of it. It's an extra commitment. I've had some problems with their forum recently - I haven't checked it since then.

http://forum.traders.kiev.ua/ forum is working again. But by the nickname VG the forum can't find anything. Vladislav, can you give me a link to the thread where you made the forecasts?
 
Sorry for the late responses.
S in Hearst's coefficient is the RMS, i.e. the standard deviation. The one in the book approximates profits, you need to approximate prices.
I got the functions from the Net - search the websites: they are there. I don't remember now - it's been a long time ago. Those that I have first I have converted to use global arrays of variables - so in pure form, if I have the functions themselves, they may still be in the archives somewhere. If I find them, I'll post them. I must say right away that the tabular variant, although larger, saves a lot in speed of calculations. I am using it now. It is accurate enough. So, the easiest way is to use MS Excel - it is there.
In my algorithms std_dev[][] is table of RMS, calculated for channel samples and projections. Now instead of second constant index variable index is used - then projections were built only one way - now it's several ways. I don't know which is better yet - I've decided to keep all of them for now.

Good luck and good trends.
 
<br / translate="no">http://forum.traders.kiev.ua/ forum has already started working again. But the forum can't find anything by the nickname VG. Vladislav, could you give me a link to the thread where you made your predictions?


http://forex.ua/forum/viewtopic.php?t=1574
http://forex.ua/forum/viewtopic.php?t=1634&postdays=0&postorder=asc&start=50
There was a short-term comparison of FA and TA forecasts here (after some flam in the thread just got fed up).
http://forex.ua/forum/viewtopic.php?t=1780
Alas, ( on the forum you will find) Sergey (FA follower) ran into MK on the last trend.

Was somewhere else is too lazy to look now.

Good luck and passing trends.
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