From theory to practice - page 147
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By the way, here is your "MA", which supposedly does not exist, but which you implicitly use without being aware of it) Shown by the yellow line. Subtract the yellow line ("trend") from the price, and you get your grey line (cyclical component). Quite a poor "MA", and it's clear to everyone why - it ends up being just a price value of N points backwards))) That is why, for example, it gives a huge jump down around 00:00 on the 18th of January, which is not in the original price.
If you want you can compare it with the pictureat https://www.mql5.com/ru/forum/221552/page140#comment_6367756
It's like a final session in Vasyuki and an adequate grandmaster has already realised that it's time to run away...
Was, download the file and read its description just above. All the formulas are in the cells. What else do you need? The algorithm from the example Excel file and the description is completely clear. I have already copied formulas to my self-written terminal and the calculations and "picture" certainly coincided. I faced the lack of hardware resources for calculations of large tick volumes.
No, it doesn't. The idea makes sense, the author just doesn't realise it himself, and neither do his algorithms)
it is generally fitted and artificial
You bet - a "global" window of size 211690 is taken. Standard deviation and variance are calculated for it. On their basis, "Sample Volume" - so-called sliding window of 15625 - was calculated. This is what the author trades on values 15626-211690.
Nikolay Demko has already said: "For the first point of the sliding window, the data on the right is not available yet, but it is already taken into account in standard deviation and variance".
No, it doesn't. The idea makes sense, the author just doesn't realise it himself, and neither do his algorithms)
Once again, for the very gifted, the algorithm is not mine, but Vizard_'s.
It doesn't matter, you don't realise your own algorithms either, for example you tried to give WMA weights by tick size, although such MA is 99% the same as SMA, and that is obvious to anyone who can analyse data and think logically. I'm not attacking, if anything, just suggesting how not to waste unnecessary effort) Though you don't hear others)
I don't see the algorithm there, especially the one described in the previous paragraphs. And there are no formulas at all on worksheet 2.
Why do you need formulas on the second sheet? There are copied columns A,N,M,O from another sheet.Column A is the Bid price, for N, M, O the formulas are on the"AUDCAD" sheet
5. Move to the sheet 2 of the table
I copied columns A, N, M, O from the AUDCAD tab to it, starting from the row 15625
Here is the algorithm by points.
https://www.mql5.com/ru/forum/221552/page135#comment_6366221
You bet - a "global" window of size 211690 is taken. Standard deviation and variance are calculated for it. On their basis, "Sample Volume" - so-called sliding window of 15625 - was calculated. This is what the author trades on values 15626-211690.
Nikolay Demko has already said: "For the first point of the moving window, the data on the right is not yet available, but it is already taken into account in the standard deviation and variance".