Is it possible to create your own tool with a generated random price wander chart consisting of minute bars on the MT4 chart? - page 2

 
sever30:

the acronym is not clear, what does it mean?

SVR - random time series

TCC - price time series

 
joo:

SVR - random time series

TCC - price time series

Can we create a new acronym? RTCS - random price time series. The key word is random.

 

1. Set the tick volumes "from" and "to". This will determine the correspondence to the timeframe.

2. Specify minimum deviation of volumes of neighbouring bars, maximum deviation.

3. Specify parameters of a certain tick, for example from 1 to 3 points.

3. We receive a random number within parameters #2. It will be the volume of the "first" bar.

4. We make the next bar. Determine its volume by adding or subtracting (determined randomly) the volume of the previous bar with a random number within parameters specified in step 2. If the value is larger/lower than parameters of step 1, we subtract/add the excess to the upper/lower limit of acceptable volumes.

5. Having the volume obtained in item 4, we run the cycle with the number of repetitions corresponding to the volume. At each passage of the cycle, we calculate the value of the tick (point 3), determine the direction of the tick (up or down), add the obtained value to the previous price value ... ...fix High, Low. Thus we obtain a bar.

Something like that. This is without any cyclic pattern.


 


I apologise for the intrusion. But wouldn't it be easier to just take a random day from history... let's say by day of the week... If it's Monday, it's any Monday in the last six months for the instrument in question?



 
sever30:

Can a new acronym be created? SCVR - random price time series. The key word is random.

Doesn't work. If it's price, it's not random. Hence the contradiction in the acronym you suggest.
 
143alex:

There is also a way to take chunks of several bars and mix them up. This probably makes more sense - to break it into chunks corresponding to the lifetime of the position in accordance with the strategy. Otherwise we obtain random numbers and it is impossible to gain on them mechanically, without Martingale. It was proved a long time ago that the strategy checking on such data makes no sense. But it is interesting all the same.

 
Integer:

1. We set the tick volumes "from" and "to". This will determine the correspondence to the timeframe.

2. We set the minimum deviation of volumes of adjacent bars and the maximum deviation.

3. Specify parameters of a certain tick, for example from 1 to 3 points.

3. We receive a random number within parameters #2. It will be the volume of the "first" bar.

4. We make the next bar. Determine its volume by adding or subtracting (determined randomly) the volume of the previous bar with a random number within parameters specified in step 2. If the value is larger/lower than parameters of step 1, we subtract/add the excess to the upper/lower limit of acceptable volumes.

5. Having the volume obtained in item 4, we run the cycle with the number of repetitions corresponding to the volume. At each passage of the cycle, we calculate the value of the tick (point 3), determine the direction of the tick (up or down), add the obtained value to the previous price value ... ...fix High, Low. Thus we obtain a bar.

Something like that. This is without any cyclic pattern.


not bad.

and these all random values from the points in your post, does the CRT find the given constraints?

 
sever30:


not bad.

and these all random values are found by the HSC with the given constraints?


Yeah. Something like that:

Min+(Max-Min)*MathRand()/32767
 
Integer:


all calculations are made by a third-party programme and then the quotes (the result) are imported into the terminal? as a result we get a full-fledged chart in MT4, of course without trading on it :)?
 
sever30:

all calculations are made by a third-party programme and then the quotes (the result) are imported into the terminal? as a result we get a full-fledged chart in MT4, of course without trading on it :)?

Something like a period converter. It is also possible to generate ticks with time lag and watch them in real time.