Impulse - page 39

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Karputov Vladimir:

Perhaps we should look at the number of buy and sell contracts. I will try to work with the symbol properties:

Symbol properties

SessionDeals

Gets number of deals of the current session

SessionBuyOrders

Gets the total number of buy orders at the moment

SessionSellOrders

Gets the current total number of Sell orders

SessionTurnover

Gets the amount of turnover at the current session

SessionInterest

Gets total volume of open positions

SessionBuyOrdersVolume

Gets the total volume of buy orders at the moment

SessionSellOrdersVolume

Gets the current volume of Sell orders

SessionOpen

Gets the opening price of the current session

SessionClose

Gets the closing price of the current session

SessionAW

Gets current session weighted average price

SessionPriceSettlement

Gets the settlement price of the current session

SessionPriceLimitMin

Gets the minimal price of the current session

SessionPriceLimitMax

Gets the maximum allowed price value of the current session

So I have checked. On forex symbols these properties don't work (or rather they return zero).
 
Karputov Vladimir:
Anyway, I've checked. On forex symbols these properties don't work (or rather they return zero).
would be very surprised if they returned anything!!!!
 
forexman77:
Have you tried Doncian to loosen the tics?
Get me up to speed. What is it?
 
new-rena:
Bring me up to speed. What is it?
There is such a channel. What's he just... The question is...
 
Artyom Trishkin:

Ahh, I wrote one of those myself the other day. I didn't know I'd invented the bicycle...

I didn't know I'd invented a bike... it's got a laggy signal, so I didn't like it very much.

 

The arrival of ticks in the Expert Advisor can now be monitored on the graph:

//+------------------------------------------------------------------+
//|                                                    ShowTicks.mq5 |
//|                              Copyright © 2015, Vladimir Karputov |
//|                                           http://wmua.ru/slesar/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2015, Vladimir Karputov"
#property link      "http://wmua.ru/slesar/"
#property version   "1.00"
#property description "Показ последних N тиков"
//--- input parameters
input int      ticks=24;  // количество показываемых тиков
//--- массив для хранения тиков
MqlTick tick_array[];
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   Comment(""); // очищаем график
   int resize=ArrayResize(tick_array,ticks-1);
   //--- инициализируем массив структур MqlTick
   for(int n=0;n<ticks-1;n++)
     {
      tick_array[n].time=TimeCurrent();
      tick_array[n].bid=0.0;
      tick_array[n].ask=0.0;
      tick_array[n].last=0.0;
      tick_array[n].volume=0;
     }
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//--- сдвинем массив
   MqlTick tick_array_temp[];
   ArrayCopy(tick_array_temp,tick_array,1,0,WHOLE_ARRAY);
   ArrayCopy(tick_array,tick_array_temp,0,0,WHOLE_ARRAY);
//--- получим последние цены
   SymbolInfoTick(Symbol(),tick_array[0]);
//--- выведем на график значения Bid и Ask  
   string comment="#  Time       Bid        Ask\r\n";
//--- сформируем содержимое комментария      
   for(int i=0;i<ticks-1;i++)
     {
      MqlTick tick=tick_array[i];
      string tick_string=StringFormat("%d: %s  %G  %G",
                                      i,
                                      TimeToString(tick.time,TIME_MINUTES|TIME_SECONDS),
                                      tick.bid,
                                      tick.ask);
      comment=comment+tick_string+"\r\n";
     }
//--- выводим комментарий на график        
   Comment(comment);

  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//--- очистим график
   Comment("");
  }
//+------------------------------------------------------------------+

And this is what it looks like on the graph:

tics

 
new-rena:
Bring me up to speed. What is it?
Very simple. Apply the Donchian channel on a tick chart. If there is an impulse movement, it should detect it.
 
Artyom Trishkin:

The Donchian channel can beused to check whether there is a continuation after an extremum has been exceeded or not. The Doncian does not work on almost all currencies from the minute chart onwards.

Currencies are not an impulse tool at all. When the extremum is exceeded, they usually stop moving or enter a Range.

There are moments, when they keep on trending, but when tested such moments are few and there is a bad ratio of losing trades.

I do not claim on the tick chart as I did not test it, that is why I suggested to test it, moreover it is not a long task, who has a possibility to test it on the tick chart.

 
forexman77:

The Doncian channel can be used to check whether there is a continuation after an extremum has been exceeded or not. On almost all currencies from the minute chart onwards, the Doncian does not work.

Currencies are not an impulse tool at all. When the extremum is exceeded, they usually stop moving or enter a Range.

There are moments when they continue trending but such moments are few and there is a bad ratio of losing trades.

I do not claim on the tick chart as I did not test it, that is why I suggested to test it, moreover it is not a long task, who has a possibility to test it on the tick chart.

I understand, thank you. I have not used it myself, that's why I asked.
 
Artyom Trishkin:
I see, thank you. I have not used it myself, that's why I asked.

You can also filter by applying some kind of oscillator so that it is not overbought when buying and shorts vice versa.

Where can I see how to test on ticks, so that one tick is like one bar? Basically you can download ticks from ducas and check.

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