Prediction on "accelerator" and "fibo" - page 14
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1. filtering of absurd forecasts is needed ... in other words, the forecast should not be shown if the distance in pips from the pivot and to the 23% expected level is less than some value (10 pips)... the absurdity of the forecast if the distance between points has exceeded 50 points (approximately)
2. The "accelerator" must be improved. Its binding to the middle or closing of the previous bar is very delayed and even misleading, especially on long bars ... I don't know how it can be done, but the accelerator values must be calculated on lower TFs and applied not on the standard current TF (price/time), but on a synthetic one, i.e. I mean the Renge Bar structure ... where the bar is built according to the principle - 10 pips/bar ... (http://borisytch.ucoz.ru/publ/quotrangequot_i_quotvolumequot_bary/8-1-0-19)
3... the normal analysis is clearly outgrowing the capabilities of MT and that's normal, I think ...
4. The speed of directional price movement, the value of which is used to calculate the acceleration, should be counted from the point of anticipated reversal ...
Borisych, you let the genie out of the bottle... ...while he's only osmatirizing... a little head lifted... should he show his full strength...?
Indicator http://www.onix-trade.net/forum/index.php?showtopic=85972&view=findpost&p=386627
Borisych, you let the genie out of the bottle... ...while he's only osmatirizing... a bit of a head lift... should he show his full strength...?
Indicator http://www.onix-trade.net/forum/index.php?showtopic=85972&view=findpost&p=386627
Very beautifully done. Please accept my deepest respect and admiration.
It is a pity that it is difficult to assess the strategy visually on the history.
1. filtering of absurd forecasts is needed ... in other words, the forecast should not be shown if the distance in pips from the pivot and to the 23% expected level is less than some value (10 pips)... and also the absurdity of the forecast if the distance between pips is more than 50 pips (roughly)
2. The "accelerator" needs to be refined. Binding it to the middle or closing of the previous bar is very delayed and misleading, especially on long bars ... I don't know how it can be done, but the accelerator values must be calculated on lower TFs and applied not on the standard current TF (price/time), but on a synthetic one, i.e. I mean the Renge Bar structure ... where the bar is built according to the principle - 10 pips/bar ... (http://borisytch.ucoz.ru/publ/quotrangequot_i_quotvolumequot_bary/8-1-0-19)
3. normal analysis is already clearly outgrowing the capabilities of MT and that's fine, I think ...
4. The speed of directed price movement, the value of which is used to calculate the acceleration, should be counted from the supposed pivot point ...
1. In my opinion, points for filtering are evil, you have to count in percentages somehow.
2. The "accelerator" needs to be refined, I agree. But how to calculate acceleration for rears, if they always have a constant rate of increase from bar to bar. And so in the codebase somewhere there is Renko (If I understand correctly, it is one and the same).
3) It is not easy to write your own programming language, but you can use third-party libraries to complete a functional, you just need to understand what you need :)
4. Calculation of speed and acceleration is carried out continuously on last "extern int Bar = 2;" bars.
Very beautifully done. You have my deepest respect and admiration.
It is a pity that it is difficult to evaluate this strategy on history visually.
Such strategies are difficult to test on the history for another reason. The data in MetaTrader are stored in the form of minute bars. There is no tick history. The minute bars "take" the pieces out of the context. The random sequence generated by the tester does not correspond to what is really happening in the market. My opinion is that the market cannot be considered a completely random process. It is possible to catch an element of non-randomness just by means of Fibo strategies. Slicing by timeframes often "kills" the non-randomness element.
Eugene or Boris, make a variant of the Fibo at the very peak (0-50-100 will do for now), we will enter at 50% of the preceding movementWell, we have an accelerator (some kind of rocket fuel, we should switch to diesel, quieter, simpler, there is plenty of fuel, there are a couple thrown in the picture
Eugene or Boris, make a fibo variant at the very peak (0-50-100 will do for now), we will enter at 50% of the preceding movementThere must be a similar indicator on the zigzag in Pep's stash.
What's your SpeedMeterSig?
You're welcome, 5 indices in the attachment (3+2 signal ones)
At the peak I would like a fibo bar.
I don't have a stat_dynamic phoebe, but its output takes up the whole right side of the screen
Борисыч, выпускаешь джина из бутылки... пока он только осматиривается... чуть-чуть голову приподнял... стоит ли ему показывать полную силу?..
Индикатор http://www.onix-trade.net/forum/index.php?showtopic=85972&view=findpost&p=386627
Perfect! ... Thank you very much! ...
Very clever and complete! ...
And as for Gene..., well... I haven't figured it out yet myself ... I'm very happy with the manual application of the "accelerator" as a tool, but I don't yet dare to formalize all the rules I use in the strategy. There are conditions, which will be difficult to implement in the code, and I haven't yet brought them to the necessary clarity and unambiguity.
1. На мой взгляд, пункты для фильтрации - есть зло, надо как-то процентами считать.
2. "ускоритель" нужно дорабатывать, согласен. Но как считать ускорение у ренж-баров, если у них всегда постоянная скорость прироста от бара к бару. А так в кодебазе где то есть Ренко.(Если я правильно понял это одно и тоже)
3. Не так просто написать свой язык програмирования, но можно сторонними библиотеками добить функционал, надо только понять, что надо :)
4. Расчет скорости и укорения ведется непрерывно на последних "extern int Bar = 2;" барах.
2. The whole nastiness of MT is in the lack of working with ticks and volumes ... MT was made for sweepstakes, not for work ... i.e. the server side was originally supposed to manage the default quote streams ... MT does not and will not exist as a platform from any serious broker or even more so bank, in countries where exchange trading is developed, the provision of brokerage services requires a license with very strict requirements, so platforms like OEC, Ninja Trader, CQG ... and are designed, by default, without the ability to influence the flow of quotes towards the client ... that's why there are no restrictions on TP and SL ... no other idiotic restrictions ... there is only commission and a different approach to lending.
Nothing is going to change for the better in MT ... Metacquotes "tweaks" their product to suit our "gamblers" and spending time improving trading in this limited and, by default, set up against you is the rare "masochism" of gamblers, not working traders.
Ninja Trader has a built-in, in-house function for displaying price or volume bars ... they also have an application development environment ... there are volumes, how do you expect to draw conclusions about the forces involved in price moves without seeing the number of executed bids in trades ... how can you do bar analysis on a corrected tick history ...? How can you trust the oscillators, if a cow "licked" some ticks from a minute history and did everything to give you a wrong idea about the current market situation?
3. Don't write your own programming language and use third-party libraries to extend your functionality ... only if you have set yourself the task of reaching the next "kitchen" scandal.
4. i understand that the speed calculation is done with the previous bar ... that's what I don't like!!!! Imagine that Bar = 2, and the first bar is above or below "zero" and "second" ...? Such a speedometer can safely be given to lecturers for training "traders" ... but in a serious Trading System, it should not be put ... that's why I suggest recalculating it by comparing it to the last formed top ZZ... and perform all calculations on minutes, as on minimal - available to us in MT price information ... Pay attention that when movement is measured and calm, the forecast is perfect, but as soon as price growth rate (trend development) is higher than average, even the "accelerator" has no time to return to zero... there are several solutions:
a. to consider forecasts only on TFs older than M5, and to use filtered "minutes" for speed and acceleration calculations ...
b. to use the now classic way - Bar0 is less (or more) than Bar1 --- there will be a lot of false predictions
в. ...