Trade101 multi-currency indicator - page 5

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Bookkeeper >> :

And I output two buffers - total profit on seven positions in buy and seven in sell (green and red symbols in T101)

And the point of counting total green and red profits if you need to know the position of the currency - lines 7-8.

 
sergeev писал(а) >>

Do I really have an error there that I can't see?

I just can't imagine :( that you can sort an array in one loop + the debug print says otherwise.

Integer kindly suggested a script, the essence of which is:

      //две временные переменных, которые потребуются при обмене значений сортируемых массивов
      double tmpPriceArray;
      int tmpIndexArray;
      //сортируем
      for( i=0; i<ArraySize( PriceArray); i++)
        {
          for(int j=0; j<ArraySize( PriceArray); j++)
            {
              //для сортировки в 
              //обратном порядке 
              // поставить   ">" 
              if( PriceArray[ j]< PriceArray[ i])
                {
                  tmpPriceArray= PriceArray[ j];
                  tmpIndexArray= IndexArray[ j];
                  PriceArray[ j]= PriceArray[ i];
                  IndexArray[ j]= IndexArray[ i];
                  PriceArray[ i]= tmpPriceArray;
                  IndexArray[ i]= tmpIndexArray;            
                }
            }   
        }

"Bookkeeper on the Vinin forum" complaining about the slowness of his indicator - probably sorting too. I'd take the liberty of hinting that it's easy to convert a 2-dimensional array of integers to a one-dimensional array of integers and use the regular, AKA optimised, sorting function.

'

And the point of counting the total return of green and red if you need to know the position of the currency - lines 7-8.

This strategy has 2 options - just crossing some level by the pair and ... analysis of the position of "blocks of pairs"/"pairs in blocks"/"anchors" etc. (can't formulate it in two words :( )

 
SergNF >> :

I just can't imagine :( that you can sort an array in one loop + the debug print says otherwise.

"Imagine, imagine in no way did he expect this kind of ending..."

, This is the standard sorting method - the bubble method. It is faster than the algorithm that Integer suggests. So both you and Bookkeeper with Vinin are advised to use the bubble method. And as for the debug printing, please point out the error, anything can happen, I don't argue...

I would take the liberty of hinting that a 2-dimensional array of integers can easily be converted to a one-dimensional array of integers and use the standard, AKA optimised, sorting function.

Unfortunately this is not the case.

This strategy has 2 variants - just pair intersection of some level and ... analysis of position of "blocks of pairs"/"pairs in blocks"/anchors etc. (can't formulate it in two words :( )

Please share the strategy, I can't find it. Only scraps of it...

 
sergeev >> :
...

Please share the strategy, I can't find it. Just scraps of it...


Here:

https://forum.mql4.com/ru/16164/page5

 
sergeev писал(а) >>

Please share the strategy, I can't find it. Only scraps of it...

So everyone is just guessing (Orest's version), trying to figure it out and "algorithmise" it.

Bookkeeper here tried to summarize "in Russian", and in the main thread a lot of "words" on the subject :(.

So far, I myself have settled on the simplest variant - crossing of some level by an "order". The only thing is that the levels are not fixed, but positions are closed at intersections of "other" levels. Since my "universality concept" is somewhat different, I am not presenting my EA (solely for collection of coincidence statistics:) ).

 
sergeev писал(а) >>

"Imagine, imagine how he never expected this end..."

, This is the standard sorting method - the bubble method. It's faster than the algorithm that Integer suggests. That's why both you and Bookkeeper with Vinin are advised to use the bubble method. And as for the debug printing, please point out the error, anything can happen, I don't argue...

Unfortunately it's not for this case.

Share the strategy please, I can't find it. Only scraps...

I'm sorting the indices if I need to change the order of several arrays. I end up sorting only one, checking conditions on the other.

 

I feel uncomfortable with the arbitrary choice of point 0 (start of the day). It would be more logical to have 3 points (more are possible, but ...) according to the start time of the trading sessions - Asian, European and American.

 

I read about this method. Yeah... It seems like someone is deliberately trying to confuse us all, some complicated indicators, several accounts and who knows how many other things. I'm trying to get the gist of it but it keeps slipping away. Who's got it?

++++++

I think it could be a lot simpler than that. Why not just decompose currencies in order, according to their change over a period of time, like indexes or some SS indicators, then for each currency to decompose pairs involving it and do the math from there. The essence of any multicurrency system should fit these two lines. Here already something can be automated, and some rules can be clearly formulated. Or then the system will lose its mysteriousness?) Surely there is someone who has had time to dig deeper, tell me where the flaw in my reasoning?

 
Figar0 писал(а) >>

I read about this method. Yeah... It seems like someone is deliberately trying to confuse us all, some complicated indicators, several accounts and who knows how many other things. I'm trying to get the gist of it but it keeps slipping away. Who's got it?

++++++

I think it could be a lot simpler than that. Why not just decompose currencies in order, according to their change over a period of time, like indexes or some SS indicators, then for each currency to decompose pairs involving it and do the math from there. The essence of any multicurrency system must fit these two lines. Here already something can be automated, and some rules can be clearly formulated. Or then the system will lose its mysteriousness?) Surely there is someone who has had time to dig deeper, tell me where the flaw in my reasoning?

my opinion is a currency correlation matrix analysis is needed (it's more effective) http://www.mataf.net/en/tools/correlation-table

What they do here (in this thread) is a fake correlation analysis with an empirical approach.

 

Interesting table. Can you explain in Russian what the numbers mean?

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