Ward 6 - page 30

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I will show this with an example. I will generate a model price chart according to a simple law: random outliers between 0 and 1, if less than 0.47 (sufficient skewness from 0.50), then step up, modulo equal to some randomly chosen from a distribution with a known law (Gaussian, set variance value), otherwise step down. See picture.

 
Dr.Drain:
As far as I understand, the charge and discharge times of a typical MA-capacitor would be the same. But here charge time = C1/R1 and discharge time = C1/R2. I.e. by using resistors with different resistances, different charge and discharge times are achieved. It's kind of like a MA-board with unequal periods in phases, if I may say so. But, what does such a difference give in the area of trade? A shift in probabilities at TP=SL? Or am I misunderstanding something?
 

There are 5 thousand "bars". Consider the usual "week" of 5*288 "bars" "M5" (well consider that I generated an M5).

This is what it looks like.

So? So in would go. A move up at TP=SL=50 pips would have been enough to break the TP from time to time. Are you saying "no reaction and trendiness" is not enough? Go ahead. Let's make it 0.3 instead of 0.47.

 

that's what it looks like. is that enough of a "no-holds-barred" and "strong" "trend"? I'll tell you a secret, such a one will never really materialise.

 

What would I see on the filter.

Are you telling me that I would open a buy on a picture like that? Do you take me for an idiot? No? And if the situation is weaker, then we go back higher - there "pullbacks" and "corrections" are sufficient to obtain a TP at buy, although the "trend" is down.

 
DmitriyN:
charge time = C1/R1 and discharge time = C1/R2.
And you said you knew the equations, how capacitor-diodes work... Go to school. Learn the dimensions of physical quantities. I already wrote that time constant is RC. Translation: a second is farada * ohm. Not divide.
 
Dr.Drain:
You said you knew equations, how capacitor-diodes work... You go to school. Learn the dimensions of physical quantities. I already wrote that the time constant is RC. Translation: a second is farada * ohm. Not divide.
Yes, mixed up, that's right - multiply.
 

Here is the code for the indicator based on the Swinosaurs function:

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red

// Исходные данные
extern int PeriodFun=100;
extern int FBAFun=1;

double ExtMapBuffer1[];
double EMAPred;
double EMAF;

int init()
  {
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,ExtMapBuffer1);
   return(0);
  }

// Основной блок
int start()
{
int i,counted_bars=IndicatorCounted();
EMAPred=Close[Bars];
i=Bars-counted_bars-1;
   while(i>=0)
   {
   EMAF= EMA_FBA(Close[i], EMAPred, PeriodFun, FBAFun, 0);
   EMAPred=EMAF;
   ExtMapBuffer1[i]= EMAF;
   i--;
}
return(0);
}

// Функция Свинозавра
// EMA с различными параметрами сглаживания для фронта и затухания
double C;        //  входной сигнал
double MA1;      //  значения EMA на предыдущем баре
double period;   //  период сглаживания; если >1, то пересчитывается в коэфф.EMA 
int FBA;         //  1 - сглаживание фронта, -1 - сглаживание затухания, 0 - обычная MA - гладим все!
int i;           //  сдвиг
double EMA_FBA(double C, double MA1, double period, int FBA, int i) 
{
   if(period==1) return(C);
   // коэфф. EMA 
   if(period>1) period=2.0/(1+period); 
   // EMA
   double ma=period*C+(1-period)*MA1; 
   // разделение фронта и затухания
   switch(FBA) {
      case  0: // обычная MA
         if(FBA==0) return(ma); 
      case  1: // сглаживание фронта
         if(C>MA1) return(ma); else return(C); 
      case -1: // сглаживание затухания
         if(C<MA1) return(ma); else return(C); 
     }
  }
 
DmitriyN:

Here is the code for the indicator based on the Swinosaurs function:

I almost had a stroke. Don't scare me like that again. I propose to specify the piggyback model with two diodes and resistors (it won't work on the price chart in the figure) and write the formula explicitly: Uout(U(in(t),t) and then program it. It is necessary first to understand what to do and then how to do it (µl, matcad, not the point).
 
Dr.Drain:
I almost had a stroke. Don't scare me like that again. I suggest to clarify the piggyback model with two diodes and resistors (it won't work on the price chart as shown in the figure) and write the formula explicitly: Uout(U(in(t),t) and then program

I don't know the formula for constructing the indicator, so I can't program it. What I figured out is what I did.



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