Measurement of vibration amplitude

 

I'm currently developing a theory of fluctuations in the market. I've been thinking about 2 things: 1) How to track a trend without closing on a pullback, and maybe even buying more on a pullback in the trend. 2) Why simple trading systems based on indicators and oscillators are profitable only for a small period, and only with optimization (what prevents an optimized Expert Advisor to trade profitably forever).

My thinking led me to the conclusion that the indicator periods need to be adjusted depending on the market situation. What parameters are changing in the market? Volatility, trend, flat, average oscillation amplitude, average oscillation period. These are the most evident parameters that can be seen at different markets. For example, how is GBPUSD different from EURGBP? A quick look at the charts shows that unlike GBPUSD, EURGBP is less volatile and has a low fluctuation amplitude, in contrast to the opposite GBPUSD.

I would like to create an indicator that will measure all the fluctuations amplitude for a certain period, and calculate the percentage ratio, ie to find the dominant amplitude fluctuations in the market for a given period. And also to calculate the average period of these fluctuations.

Based on this indicator, I want to develop 2 ideas, how to trace the trend with reversals and how to change indicator parameters depending on the market situation.

Unfortunately, I can not program, so I am looking for people who want to implement this idea in the code and who are interested in this direction of analysis. I will send a detailed description of the indicator to those who want to implement this idea.

 
223231:

2) Why simple trading systems based on indicators and oscillators are profitable only for a small period, and only with optimisation (what prevents an optimised EA from always being profitable).


Because those indicators and oscillators mainly show the number of years of Pierre Richard's great-nephew and not anything related to the market.
 

In fact, they do not show anything but the price in another form, but still, if there were no dependence on market situations, the optimization would not help, the aim is just to identify which parameter of the market changes and by how much, based on this you can use any indicator, no matter what it will show.

By the way, if anyone has any other ideas, which market parameters may change - speak up.

 
That's what spectrum analysis is for. It was invented a long time ago and is used everywhere.
 
Dig into fractal statistics and the Zig-Zag indicator. There are many interesting thoughts and similar ideas there.
 
This method will do almost the same thing as spectral analysis, just in a slightly different (simpler) way and the result will be presented in a slightly different form.
 
223231:

These signals are not for you.

Pavlov's dog would salivate when the lights came on.

 

223231:
Данный метод будет делать почти тоже самое, что и спектральный анализ, просто несколько иным методом (более простым) и результат бует представляться в несколько иной форме.

What could be simpler than spectral analysis? Do you know the formula for a curve simpler than a sine wave? You're up for a Nobel Prize! But they don't give mathematicians.

 
223231:

I'm currently developing a theory of fluctuations in the market. I've been thinking about 2 things: 1) How to track a trend without closing on a pullback, and maybe even buying more on a pullback in the trend. 2) Why simple trading systems based on indicators and oscillators are profitable only for a small period, and only with optimization (what prevents an optimized Expert Advisor to trade profitably forever).

My thinking led me to the conclusion that the indicator periods need to be adjusted depending on the market situation. What parameters are changing in the market? Volatility, trend, flat, average oscillation amplitude, average oscillation period. These are the most evident parameters that can be seen at different markets. For example, how is GBPUSD different from EURGBP? A quick look at the charts shows that unlike GBPUSD, EURGBP is less volatile and has a low fluctuation amplitude, in contrast to the opposite GBPUSD.

I would like to create an indicator that will measure all the fluctuations amplitude for a certain period, and calculate the percentage ratio, ie to find the dominant amplitude fluctuations in the market for a given period. And also to calculate the average period of these fluctuations.

Based on this indicator, I want to develop 2 ideas, how to trace the trend with reversals and how to change indicator parameters depending on the market situation.

Unfortunately, I can not program, so I am looking for people who want to implement this idea in the code and who are interested in this direction of analysis. I will send a detailed description of the indicator to those who want to implement this idea.

If you haven't had the brains to learn how to program, it is unlikely to be enough to develop a theory of fluctuations in the market).
 
Zhunko:

What could be simpler than spectral analysis? Do you know the formula for a curve simpler than a sine wave? You're up for the Nobel Prize! But they don't give mathematicians.



1)Then tell me where I can get an indicator that performs spectral analysis.

2) Spectral analysis performs a decomposition of the signal into simple components, and then operates on these sinusoids. In this case, I wanted to do it in a different way, by simply counting the amplitudes. It's a different approach. And since I would have to write an indicator anyway (because I couldn't find what I needed), I decided to go this way.

 
khorosh:
If you didn't have the brains to learn how to program, it is unlikely to be enough to develop a theory of fluctuations in the market).



Let's not argue about who has how much intelligence, as your post is just indicative of your level of intelligence.....

Everyone should mind their own business. If I want to learn how to write normal programs from scratch, it will take me a couple of months and a lot of time, which I can spend on what I think is more important for me, and the fact that I will write correctly and without errors, and I need an indicator not in a couple of months, but now.