Doing interesting things for free - page 25

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Please advise on a library with statistical functions
 
a highlight of this kind is to come up with an adaptive tp and sl (like season/month volatility), e.g. by atr first as an introduction
 
Zen:
The trick is to come up with an adaptive tp and sl(like season/month volatility), e.g. for atr first to get an idea


To the question "volatility of the season/month" - watch to the end("... and everyone has a flounce")! :-)

Don't litter the thread - with this "crap" - to help with your request.

If you don't know what you're doing, go straight to the job.

 
lagris:
Can you make a channel beep at the post office when it is approached, when it is price-passed?
Of course he can. Only he makes it interesting,judging by the thread topic, not trivial. (no offense) (answered for him)
 
growex:

I have an idea for the construction of the indicator, I have already drawn it for another platform, now I think how to transfer it to MT, but with the statistical functions in Mql I still do not understand..... are they at all?

The formulas for it look like this

input length = 20;
input cumlength = 13;;
closeLog = log(close[1] / close[2]);
SDev = stdev(closeLog, length) * Sqrt(close[length] / close[length - 1]);
x = SDev * close[1];
spike = (close[0] - close[1]) / x;

y = if spike > 0 then spike else 0;

up = sum(y, cumlength);
z = if spike <= 0 then spike else 0;
dn = sum(AbsValue(z), cumlength);// This sums the modulus from z


The curve spikeLimit = if spike > 3 then 3 else if spike < -3 then -3 else spike;

The curve spikeOsc = (up - dn)/3;

it would be quite good if also to calculate and display on curve SpikeOsc its same channel Bollinger.... and adjust for it to add....period and the value of the deviation.

Thank you in advance if someone finds it interesting and implements it in mql



Does it look like it?

 

Vinin, yes, just what I wanted to see...if we now take the bollinger from the yellow line we get extrema outside the number of deviations set in BB.... these moments are usually extremely unstable

 
Roman.:


On the subject of the "volatility of the season/month" - watch to the end("... and everyone has a flounce")! :-)

Don't litter the thread - with this "crap" - to help with your request.

If you don't know what you're doing, go straight to the bum.

Your answer is not clear. Where in the ass is that? And if you don't get anything out of it, then why insult others, you gentleman. )
 
Zen:
Your answer is not clear. Where in the ass is that? And if you didn't get anything out of it, why are you being so snippy with others? )
What kind of rudeness is this? The /rujob - take note of the last three letters :-) Job - it is a place - where you can get your job done for a reasonable fee...
 
Roman.:

If you don't know, go straight to 


//----------переменные для уровня тейк-профита---------------------------
extern int ATRPeriod_3 = 9;    // Период ATR3 для вычисления значения тейк-профита
extern double Mul1 = 3;        // множитель ATR для вычисления значения тейк-профита
...
 // ---------- Расчет ТР по ATR ---------------------------------------------------------------------------------------------------------       
     
         TP = NormalizeDouble ((PRICE + Mul1*iATR(Symbol(), 0, ATRPeriod_3, 1)), Digits) ;      // TakeProfit (цена)
         
         if (TP<Level_new*Point) TP=Level_new*Point;   // Если меньше допустимого, то допустимый  
         
         Ticket=OrderSend(Symbol(),4,Lots_New,PRICE,5,SL,TP,"Classiс_3_screen",Magic,0,Green); 
...

ATR 9 is not the same, you should use 25 (+-) or more days, and filter the ATR itself, taking into account the trading time. I.e. the range of the market is not interesting, the strength of local fluctuations of certain sessions is interesting. but if you do not understand it, then it is another matter. It is my fault, too, that I was not able to express my idea intelligibly. )
 
Aleksander:
what kind of rudeness is there? /rujob - pay attention to the last three letters :-) Job is... the place - where you can get your Job done for a reasonable fee...
I'm a programmer myself, thanks for the clarification, yes. )
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