Spectrum derivative (or spectrum acceleration) - page 18

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new-rena:

I wrote the same indicator yesterday. I do not understand what it shows? The spectrum, of course, consists of timeframes and each of them has the weight coefficient equal to one. We will perform convolution. The clock frequency is from one minute. Then we add them up.

Can you tell me how to tie it to the market?

The problem is that there is a mismatch in amount of significant values between minutes and higher timeframes. In other words, there are missing quotes and it is an absolute mystery. We need to synchronize them by date.


You can tie the dog to the fence with a leash or rope to prevent it from biting someone.

What do you mean by "tie it to the market"? Tie what up? And with what? And most importantly for what purpose?

 
Trololo:
What's up, Renat? Are you conquering the Maldives or something else?
I have this vision of the digital filter (more than a day - not interesting, because it is a pilot indicator, without taking into account missing quotes, at short notice):
#property indicator_separate_window
#property indicator_buffers 1       // Количество буферов
//#property indicator_color1 Blue     // Цвет первой линии
//#property indicator_color2 Red      // Цвет второй линии
////#property indicator_color3 Green      // Цвет второй линии
#property indicator_color4 Black      // Цвет второй линии
//#property indicator_level1 0.0015
//#property indicator_level2 -0.0015
//#property indicator_levelcolor Magenta

double Buf[];             // Объявление массивов (под буферы индикатора)
double Sig_1,Sig_5,Sig_15,Sig_30,Sig_60,Sig_240,Sig_1440,Sig_10080,Sig_43200;
//extern int SMA_Period;
//extern int SMA_TF;//Период расчета
string Instr;//Инструмент
//double Buf_0[];             // Объявление массивов (под буферы индикатора)
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   SetIndexBuffer(0,Buf);         // Назначение массива буферу
   SetIndexStyle (0,DRAW_LINE,STYLE_SOLID,2);// Стиль линии
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   //int    counted_bars=IndicatorCounted();
   int i;                // Количество просчитанных баров
        
//--------------------------------------------------------------------

   Instr=Symbol();int m1=0;int m5=1;int m15=1;int m30=1;int h1=1;int h4=1;int d1=1;int w1=1;int mn1=1;
   while(m1<Bars)                      // Цикл по непосчитанным барам
     {
         Sig_1=iOpen(Instr,1,m1);
         if(m1/(5*m5)<=1)
            {
               Sig_5=iOpen(Instr,5,m5);
               if(m1/(15*m15)<=1)
                  {
                     Sig_15=iOpen(Instr,15,m15);
                     if(m1/(30*m30)<=1)
                        {
                           Sig_30=iOpen(Instr,30,m30);
                           if(m1/(60*h1)<=1)
                              {
                                 Sig_60=iOpen(Instr,60,h1);
                                 if(m1/(240*h4)<=1)
                                    {
                                       Sig_240=iOpen(Instr,240,h4);
                                       if(m1/(1440*d1)<=1)
                                          {
                                             Sig_1440=iOpen(Instr,1440,d1);
                                             //if(m1/(10080*w1)<=1)
                                               // {
                                                   //Sig_10080=(iHigh(Instr,10080,w1)-iLow(Instr,10080,w1))*iVolume(Instr,10080,w1);
                                                  // if(m1/(43200*mn1)<=1)
                                                     // {
                                                         //Sig_43200=(iHigh(Instr,43200,mn1)-iLow(Instr,43200,mn1))*iVolume(Instr,43200,mn1);
                                                      //}
                                                  // else mn1++;                                                   
                                               // }
                                            // else w1++;                                             
                                          }
                                       else d1++;                                       
                                    }
                                 else h4++;                                 
                              }
                           else h1++;                           
                        }
                     else m30++;                     
                  }
               else m15++;               
            }
         else m5++;
      Buf[m1]=Sig_1+Sig_5+Sig_15+Sig_30+Sig_60+Sig_240+Sig_1440;//+Sig_10080+Sig_43200;
      m1++;                          // Расчёт индекса следующего бара
     }                             
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
 
LeoV:


You can tie the dog to the fence with a leash or rope to prevent it from biting someone.

What do you mean by tying it to the market? Tie what up? And with what? And most importantly for what purpose?


I don't quite understand your logic. This forum is not about ropes
 
new-rena:
I don't quite understand your logic. This forum is not about ropes.


why Buf[m1]=Sig_1+Sig_5+Sig_15+Sig_30+Sig_60+Sig_240+Sig_1440

why not at least 1 2 4 8 16 32 64 256 512 1024

 
new-rena: I don't quite understand your logic. This forum is not about ropes

OK, what do you mean by the phrase "rope to market"?
 
LeoV:

OK, what do you mean by "linking to the market"?
I don't see the relationship between the indicator and the quotes to create a logical condition for entering the market
 
Trololo:


why Buf[m1]=Sig_1+Sig_5+Sig_15+Sig_30+Sig_60+Sig_240+Sig_1440

Why not at least 1 2 4 8 16 32 64 256 512 1024

This is a schematic of a digital filter converted into MT4 terminal language code
 
Trololo:

It would be interesting to see how you did the calculation. if it's intimate for you, then you can use the ICQ and Skype in your profile.

Later I will post the result of the mixture of frequencies.


I got the frequency mixture messed up. I was taking the highs and lows from the total bale and then counting them further.

I will try to take the whole array of data series and compare it with another array, without selecting them.

 

Here we can either try to look at the change in density, or, as I said, we can use the envelope.

You first have to describe the envelope below and above with a function, then the integral between these 2 functions, and then the number of price changes will have a significant effect on the result.

 

I've been meditating.

So there is a maccha fan. I feel like it's close to something.

When trading on a multicurrency wave, we don't look at the price but at the whole fan and compare this fan with other instruments' fans.

so in fact we are not looking at the distance between adjacent pips in the fan, but at their behavior relative to adjacent periods (sign phase change), ie, say, the eurobucks at Mach 20 has already turned, and the euro pound is not yet (well, this is a primitive way to say that visually compared only the general outline of the pips, rather than the distance between them)

let's take a fan of 5 bars, an impulse occurred at МА1, but the strength of this impulse increases with the averaging period, so essentially visually we are trying to catch the impact of one or another impulse on the older periods of averaging bars.

that is, a prediction of the temperature rise within the fan.

+ And now if we add daily average patterns of volatility and the number of tick impulses for different symbols to all this.

because on exotics and on major on say m1 there will be a different amount of averaging for MA due to different number of changes per unit time.

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