Tendential planimetry method - page 7
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Well, I'm drunk on strong tea and don't feel like sleeping. I decided to filter worms, thanks to MathCad. Filtering is very simple. At each iteration, the x-axis value is recorded and an intermediate array is formed using all y-axis data. The standard deviation is calculated based on it. In the current iteration, I iterate over the row of the y-axis data again and check the condition of the difference between the closest left and right readings for the fall in the k*SCO range. Here is the original picture:
And here is the filtering for the different coefficients:
Range: 1 RMS:
Range: 0.5 RMS:
Range: 0.3 RMS:
Range: 0.1 RMS:
Would this work? And the method is simple and in MT it will be enough to visualize objects and there are worms, and for work they will also remain in the array?
Well, I'm drunk on strong tea and don't feel like sleeping. I decided to filter worms, thanks to MathCad. Filtering is very simple. At each iteration, the x-axis value is recorded and an intermediate array is formed using all y-axis data. The standard deviation is calculated based on it. In the current iteration, I iterate over the row of the y-axis data again and check the condition of the difference between the closest left and right readings for the fall in the k*SCO range. Here is the original picture:
And here is the filtering for the different coefficients:
Range: 1 RMS:
Range: 0.5 RMS:
Range: 0.3 RMS:
Range: 0.1 RMS:
Would this work? And the method is simple and in MT it will be enough to visualize objects and worms are there, and for work they will also remain in the array?
Hi.
This algorithm is good and doesn't seem half bad. If you write the gradient in arrays and use it to build envelopes, it would be more clear and practically applicable.
If estimate the algorithm for calculation of 50 bars, it is quite usable (100x50=5000) in 2 loops and arrays for analysis.
But still try to build envelopes on the gradient and take boundary bars as borders. I wonder what the picture will be.
The trend is on its way and the profits are big.
1. "Prices are discontinuous": we build smooth models of this reality, hoping that they will help us grasp an unrecoverable discontinuity in the price function in time (a gap or strong news).
2. "Tails are thick": we like to grab onto SCOs, Bollinger bands and envelopes, actually thinning the tails in our imagination to Gaussian.
3. "The market is non-linear": we play with linear muwings, hopelessly dreaming that a simple linear filter can help us anticipate a much needed disaster.
Any smoothing tools are self-defeating: the market is discrete and chaotic, not continuous. The same resistance/support levels popping up over and over again wreak havoc on our smooth builds. Nevertheless, we cling to them - simply because we believe we have a much easier time predicting smooth phenomena than chaotic/stochastic ones.
It was noted here that in any system based on smooth filters (even if there are a thousand of them), its very essence is not the signals themselves generated by them, and not the algorithms of the filters themselves (which are not independent at all), but the selection (filtering) criteria. And these criteria, apparently, cannot be smooth. The paradox turns out: we pile dozens of smooth filters on top of each other but it turns out to be a sysyffrophic task as a crucial zest of a stably profitable system will be non-smooth signal selection criterion.
P.S. Despite the commotion around winwin2007's EA, we must admit that the guy has got the market by the tail: judging from observations, the basis of his system is to close each gap later. The system is not based on smooth market patterns, and it would have been by far the most successful at the Champ under the conditions that were the first two or three days of the Champ. I'm not defending his system, as I don't understand pips myself; I'm just trying to understand the reasons for its short-term success in the beginning.
2 grasn:
Well, okay, I promise not to joke around like that anymore. It's a shame about the walls of your flat and yourself. If you're bursting with importance, who else would I get breakthrough ideas from? You may address me modestly. Your Pooh Purr. And as for the number of luidos and sense of humour, I don't think those quantities are so strictly correlated. Black scavenger cats may be stripped, flea-ridden and shaggy, but they're brazen, gutsy and tenacious.
As for your criticism:
1. The long-lived worms parasitizing on long MAs show very old information, the one that no longer exists, that has long since changed and been corrected.
Don't know. If you believe in market memory, ANY information is retained. It's just that its importance diminishes over time. Which means blue worms are important too. Here, take a look for example
It clearly shows how the price bounced exactly from the blue worm on June 12. I was thinking about blue worms myself. More precisely, I was thinking about the law of gestation periods or the law of weights to calculate the density. Unfortunately, I have not come up with anything interesting. Although I obtained interesting results. Judge for yourself. Absolute flat is obviously a constant level. No matter how the counts are distributed, obviously all the swabs will be equal on the average. An absolute trend on the other hand is a straight line with a slope. Well yes, there are faster growth laws, but in forex let's accept that this is the case. Let's try to find such a law of increment of waving periods that they are not concentrated on the absolute trend at all.
The sum of arithmetic progression (straight line) S(n)=n*(n+1)/2.
Then SMA(n)=S(n)/n=(n+1)/2 .
If we demand that the absolute trend is equal, we get
step(n, d) = SMA(n+d) - SMA(n) = (n+d+1)/2 - (n+1)/2 = d/2 .
I.e. the masks must be built with a constant step. I don't know how to understand this result. Empiricism shows that the step of the period of the dummies must increase. In particular, the last picture was made with the last version of my script with default parameters. And there the pitch grows roughly quadratically.
2. Worms overestimate "time of inertia" (probably, traders reactions)
Again, I don't know if it's good or bad. The very first robot I wrote used worm crossings. Frankly speaking, it was not my idea. It was suggested by Infaton from fxpro.ru. Of course, this robot was losing on tests in MT4 tester. The situation has improved when I have introduced a delay between crossing a wand and entering the market. But the drawdown still remains unacceptable. Since then I do not really trust methods without delays.
3. Worms do not provide any information about the current changes and their influence on the situation (apparently it's about the red zone)
Yes. This is the most serious disadvantage of the method. And the flaw is PRINCIPAL and INCREDIBLE. Candid here suggested to think about "infra-red" contramote worms. Suggested obviously in jest. But I'm going to think about it seriously. Maybe something interesting will come up...
4. The worms probably only show "stalled, stopped in time hopes" and not the true situation
That's probably exactly what it is. Here's a look at
You can see a slight flat in the October 29-30 area. At the bottom it's bumping up against the yellow worm. And at the top it's hovering in a fairly low density area. I'm afraid there's a chicken and egg problem here. If the worms were only inherited, one wonders where the very first worm came from ? Alas, trends in the market can also originate on their own, out of nowhere. I guess at my current level of knowledge, that's something I can only come to terms with.
5. It's questionable to estimate the breakdown of levels by thickness/density. For if you take not 10 MAs but say 100 or no, that's not enough, take 1983743945s, eh? Do you think the price will penetrate such a scuttlebutt? And if you shuffle it in periods?
Well... Such things to Thunderbolt and the Death of all DCs (sorry, promised not to joke like that :))))))))) I do not think it's appropriate to ask at all :) You know, all density estimates are rationed.
Regarding the last pictures. Sorry, stupid, but I still don't understand what you were filtering. Densities ??? Anyway, it looks a lot better than my pictures from the script. It's not cluttered with unnecessary lines, and there's something to look at. The only question is the veracity of the method itself... And here... Learn to learn and learn, as Grandpa Lenin bequeathed us :)))))
Hello all.
There has been some talk about market memory. Some deny it, others reinforce its role.
I've done an experiment - I wrote an indicator for calculating the average gradient of just 3 bars.
I can insert a hundred of them, but do I really need it? The non-optimized indicator shows a good result only if the slow wave has a relatively large period.
If you take periods with a small delta for the fast ones. The fast ones are the current state of the market and the result on the screenshot. No need to kick it, it's just a thought out loud.
I will not be able to do that.
Candid, you can make fun of me all you want, but I DON'T LIKE the idea of contra worms living on the red side as a joke of humour. Much rishpektik for a very sensible thought :) The question should be put like this. What are the mashes with a DISTRICTED averaging period. I agree, it sounds ridiculous.
No more ridiculous than an imaginary unit. By the way, it wasn't a joke, exactly an invitation to think. But the possibility of turning it into a joke was also retained :). If it is possible to understand the essence of negative averaging period I would be grateful for details. Although I myself already had doubts about the contra-motifs - there is no arrow time for smushes. Although ... maybe that's why they are allowed to communicate with the contramotes? :) In any case, now seems more practical to me the concept of worm antipodes :).
Let's try to find such a law of incremental periods of wizards that they don't concentrate on the absolute trend at all.
Sum of arithmetic progression (straight line) S(n)=n*(n+1)/2.
Then SMA(n)=S(n)/n=(n+1)/2.
If we require uniformity in the absolute trend, we get
step(n, d) = SMA(n+d) - SMA(n) = (n+d+1)/2 - (n+1)/2 = d/2.
I.e. the masks must be built with a constant step. I don't know how to understand this result. Empiricism shows that the step of the period of the dummies must increase. In particular, the last picture was made with the last version of my script with default parameters. And there the pitch grows roughly quadratically.
The steeper the trend, the shorter it is. That is, an absolute trend just has to have a downward slope.
That's why I like Forex - for the training and enlightenment of this very substance. Regarding it simply as the best and most useful of all sports in the world :)
In forex, this substance is in demand. But in everyday life, alas, another rule often applies: "much wisdom has much sorrow".
The contrasts of the other mash-ups will be even worse: there will be a larger lag, since the "centre of gravity of the scales" will shift backwards, to the past.
P.S. 2 Candid:
This is so fantasy............a suddenly....
It would be interesting to see a picture where the MA is built not only "from below" but also "from above". "Flip" the price and build the MA.
This is so fantasy............a suddenly....
Only on the first (old-fashioned last) N-bars will all the time be pre-rendered.