Impulse - page 47

[[Deleted]]

Hello, everyone! What brings you here?

[Anatoly Garmatyuk]

Yes, I've read this thread... Interesting. and yet momentum is an illusion or reality. if it's reality, let's keep count.

[Maxim Dmitrievsky]

Well here was an interesting implementation of tick pulse analysis

https://www.mql5.com/ru/code/10912

I have flipped it around, it looks like nonsense... I mean, the idea is interesting and at first glance sensible, but when we deal with reality - tick pulses are in the wrong place and at the wrong time :) And, as the author then correctly pointed out, the indicator is better used to determine the degree of market activity rather than directional tick pulses, which I completely agree with.

[Vladimir Karputov]

Maxim Dmitrievsky:

Well here was an interesting implementation of tick pulse analysis

https://www.mql5.com/ru/code/10912

I have flipped it around, it looks like nonsense... I mean, the idea is interesting and at first glance sensible, but when we deal with reality - tick pulses are in the wrong place and at the wrong time :) And, as the author then correctly pointed out, the indicator is better used to determine the degree of market activity rather than directional tick pulses, which I completely agree with.

Ticks (and tick history) can be obtained viaCopyTicks- and that means that MetaTrader 4 is an outsider in this matter and by the wayside. Therefore ticks are investigated only in MetaTrader 5.

[Maxim Dmitrievsky]

Karputov Vladimir:
Ticks (and tick history) can be obtained viaCopyTicks- which means that MetaTrader 4 is an outsider in this matter and falls by the wayside. Therefore, ticks are investigated only in MetaTrader 5.

Here we can observe real time, what is the difference between mt5 or 4. We may do the same for 5. The point is not that the so called "tick impulses" have already been studied, and the result has been described above. Roughly speaking, tick pulses give 50\50 signals - in a falling market there can be rising pulses, with general downward dynamics and no downward pulses, and vice versa. As a result, the signals turn out to be about nothing at all, counter-trends and knife-fishing. But we can measure the market activity by the speed of ticks (between the ticks), its current phase - trend/flat, so to speak, it may be useful.

[Vladimir Karputov]

Maxim Dmitrievsky:
Here you can real-time monitor, ...

Why bother with this, if there is already a regular access to the tick history viaCopyTicks? It's very easy to move to the tick history for 1 tick or for 100.

[Vladimir Karputov]

It's time to write anImpulse EA. I will try to put the code in today.

[Vladimir Karputov]

Expert Advisor"Impulse" version 1.00 gets history of ticks (viaCopyTicks) in 11 elements and compares the average of last 8 ticks with the average of the last 3 ticks (picture from the first post):

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Impulse

Karputov Vladimir, 2015.07.26 06:27

This is how we calculate the momentum:

The information is displayed on the chart as follows:

Screenshots from MetaTrader trading platform

EURUSD, M1, 2016.02.01

MetaQuotes Software Corp., MetaTrader 5, Demo

Impulse. Comparison of average of last 8 ticks, with average of last 3 ticks

[Vladimir Suslov]

Karputov Vladimir:

The Expert Advisor"Impulse" version 1.00 gets the history of ticks (throughCopyTicks) in 11 elements and compares the average of the last 8 ticks with the average of the last 3 ticks (picture from the first post of the thread):

The information is plotted like this:

Your calculation shows that the average price during the 11 ticks has changed from 1.2400... to 1.627...?

Where does this volatility occur?

[Vladimir Karputov]

Event:

By your calculations it appears that the average price during the 11 ticks has changed from 1.2400... to 1.627...?

Where does this volatility occur?

An error in the calculations. When OnTick() was entered, the EA global variables were not zeroed. The error has been fixed:

         //| 1.00231-1.00150=0,00081; 0,00081/0.00001=81                      |
         //+------------------------------------------------------------------+
         string text="";
         average_value_last8=0.0;
         average_value_last3=0.0;
         for(int i=0;i<number_ticks-3;i++)
           {
            average_value_last8+=tick_array[i].bid;
            text+=" "+IntegerToString(i);
           }
         text+="\n";

Attached Expert Advisor"Impulse"version 1.01