Once again, it's about the eternal: trend/flat. - page 12
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Now for the numbers, tied to the market situation.
1. the topic is about the trend and the flat. The author is interested in how participants define these concepts. Just a reminder.
2. I gave the definition of a trend and a flat through the direction of position opening: a flat is when the opening of positions does NOT depend on the direction of opening, while a trend does depend on the direction of opening. What is the definition of dependence/independence? From my point of view only by RISK. The very nature of the market draws this conclusion, as the market makes Vibrational movements.
3. What do I mean by "doesn't depend on the direction of the opening"? I mean that the probability of a stop being triggered is MUCH LESS than the probability of a take being triggered at the ORDER RISK (stop level). In other words, I open a position and don't bother determining the opening direction. As the risks I have chosen ensure that the take is triggered.
4. With a trend, on the contrary, there is a very significant dependence on the opening direction. If the trader makes a mistake with the direction, the probability of getting a loss is many times greater than the probability of getting a profit with ONE risk.
5. I think it is clear now, that varying the risks, it is possible to consider one and the same part of a chart as a flat in case of one risks and as a trend in case of other risks.
6. I will specify the figures, let everyone define them for himself. There are no universal solutions.
1. Unfortunately, you have not said anything about how you define t/f.
2. Empty. What does "A flat is when the opening of a position does NOT depend on the direction of the opening, but a trend does" mean? Based on this description is it possible to detect by t/f system? OK, we entered the market to buy from the upper limit of the flat - whatever, it does not matter which way?
3. 1 и 2.
4. 4. The importance of the direction is the same for flat as for trend. In both cases, there will be a loss in the wrong entry direction.
5. I do not understand anything, and neither do you.
6. I doubt that anyone expects to find a universal solution. I think we are considering the variants, who knows how to determine t/f by themselves. It is important to have specific criteria by which to detect the phone, otherwise - water and rubbish. We need specific criteria, such as I gave or asAlexey Kozitsyn did.
Generally speaking, what is the conceptual difference between a trend and a flat?
A flop (movement in a channel) is always followed by a trend (directional movement). A trend is not always followed by a flat, a trend can be followed by a flat or another trend in the opposite direction. Based on these differences, it is possible to construct new systems and correct old ones.
2. I defined a trend and a flat by the direction in which positions are opened: a flat is when the opening of a position does NOT depend on the direction in which it is opened, while a trend does depend on the direction in which it is opened. What is the definition of dependence/independence? From my point of view, only by RISK.
I understand correctly - 'risk' is a ratio of Take to Stop (R/R - risk/reward ratio)?
In a sideways move the take should be less than the stop, in a vertical move it should be more, right?
By risk I mean taking a loss expressed as a percentage of the deposit. A 100% risk is the risk of losing the entire deposit. I have given in my example the parameters, changes in which affect changes in risks. I do not want to repeat them.
But again we are digressing from the subject. The subject is how to determine the flat/trend. I want to suggest a simple idea - the less risk to use, the larger range of investments can be made without bothering with the choice of the direction. And what you should call it: a channel, a flat, a trend, etc. is up to everyone. And that's all.
Ok.
Let's take the deposit amount of 100 Mio, work with 0.01 lots, and bingo! - The deal is struck, right? Then the losing strategies become profitable?
By risk I mean taking a loss expressed as a percentage of the deposit. A 100% risk is the risk of losing the entire deposit. I have given in my example the parameters, changes in which affect changes in risks. I do not want to repeat them.
But again we are digressing from the subject. The subject is how to determine the flat/trend. I want to suggest a simple idea - the less risk to use, the larger range of investments can be made without bothering with the choice of the direction. And what you should call it: a channel, a flat, a trend, etc. is up to everyone. That is all.
It is very important for any strategy to identify the trend/float in a timely manner. One way or another, the effectiveness of the TS depends on it.
It is clear that on different TFs at the same point in time there may be both in the sense that a particular EA writer puts it, but let's try to talk more specifically - how to identify the f/o on the current TF? Who defines t/f? Or many don't bother to do it?
I approach the notion of flat as an arrangement of candlesticks one after another in a horizontal channel, it is very abstract, because many questions arise such as "to what extent the candlesticks should fill the channel to be able to talk about a flat" etc.
At the moment I do it elementary - timeframes, say, 00:00-8:00 - flat, 08:00-22:00 - trend movements (one continuous directed movement or with changes of direction several times), 22:00-00:00 - flat. But this simplified method is very approximate, even though it improves indices of TS, but does not allow to use it on TF older than H1.
I am also thinking of playing with BB (Bollinger) to determine the TF, but do not know how to formalize it.
Please, speak up.
The easiest way to determine trend/float is to see how many trades there are on the selected timeframe.
Use CopyTicks with flag COPY_TICKS_TRADE
The difference between BUY and SELL is the required value.
Added
//| Custom indicator Get all deals |
//+------------------------------------------------------------------+
double GetDeals(const string a_symbol, const datetime start, const datetime end)
{
MqlTick ticks[];
int buy_deal = 0;
int sell_deal = 0;
ulong a_end = ulong(end) * 1000;
ulong a_start = ulong(start) * 1000;
int result = CopyTicks(a_symbol, ticks, COPY_TICKS_TRADE, a_start, 0);
if (result > 0 )
{
for(int i =0; i<result; i++)
{
if (ulong(ticks[i].time_msc) <= a_end)
{
if((ticks[i].flags &TICK_FLAG_BUY)==TICK_FLAG_BUY) buy_deal++;
if((ticks[i].flags &TICK_FLAG_SELL)==TICK_FLAG_SELL) sell_deal++;
}
}
return(double(buy_deal-sell_deal));
}
return( 0 );
}
Added
On the M1 timeframe the function call will look like this
datetime end;
int result = CopyTime(Symbol(), PERIOD_M1, 0, 1, times);
if (result==1)
{
end = TimeTradeServer();
double deals = GetDeals(Symbol(), times[0], end);
}
The easiest way to determine trend/float is by the number of trades in the selected timeframe
Use CopyTicks with flag COPY_TICKS_TRADE
The difference between BUY and SELL is the required value.
Added by
//| Custom indicator Get all deals |
//+------------------------------------------------------------------+
double GetDeals(const string a_symbol, const datetime start, const datetime end)
{
MqlTick ticks[];
int buy_deal = 0;
int sell_deal = 0;
ulong a_end = ulong(end) * 1000;
ulong a_start = ulong(start) * 1000;
int result = CopyTicks(a_symbol, ticks, COPY_TICKS_TRADE, a_start, 0);
if (result > 0 )
{
for(int i =0; i<result; i++)
{
if (ulong(ticks[i].time_msc) <= a_end)
{
if((ticks[i].flags &TICK_FLAG_BUY)==TICK_FLAG_BUY) buy_deal++;
if((ticks[i].flags &TICK_FLAG_SELL)==TICK_FLAG_SELL) sell_deal++;
}
}
return(double(buy_deal-sell_deal));
}
return( 0 );
}
And how do these values relate to what we have on the chart? This is just a "hospital average" and does not reflect the nature and character of price movements.
I don't know about your hospital, but you won't find a more accurate definition of a flat/trend.
ok
If you don't mind, show us a screenshot of the chart so we can see what we're talking about.