ZigZags, waves, trends. - page 7

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Aleksei Stepanenko:

On the EURUSD minutes (5 digits):

Cool, now forward status. How many pips after a knee of size from 250 pips. I.e. once we got a size of 250 pips from this point, count how many pips we got to the top of the next one. We already know that the drawdown will be 50 ppts.
 
Aleksei Stepanenko:

EURUSD 5 digitson the minutes(input parameters: 12-5-3):

On the minutes the statistics should be disaggregated by time.
For example with a readout of a 4 hour candle.

Volatility varies greatly throughout the day.

 
Aleksey Ivanov:

Hello Vladimir!!! I remember an anecdote when the warrant officer says to the recruits: "Today I will teach you how to zigzag. And the young, clever boy corrects him: "Not zigzag, Ensign, but zigzag." And the warrant officer replies: "And when I say so, you'll crawl!"

Somebody must be telling the price to "zigzag" as well.

Hello, Alexei!

The market zigzags everyone.) No one really wants to believe that they stand in such a position.

Case in point.

The arrows show the direction of buying and selling. And how the price waves react to their actions. Simply amazing!

600px-1D-Wave

 

Guys, I don't even know what to make of this.

 
Vladimir Baskakov:
Stop joking, what channel is 45°? What the hell?

The canal can be at any angle and at 45° too.

What's the big deal?

 
Aleksei Stepanenko:

Guys, I don't even know what to make of this.

Lawful. The greater the distance between extrema, the rarer the occurrence.

It's a good graph. This way one can pick up a good status for other options. TF, instruments etc.

 
Aleksander:

The statistics of the old zigzags will show the approximate end points of the new zigzag knee... In the middle of a cluster most likely the end of the knee

You can see the old knees right here.

You took the statistics without taking into account the dependence of the waves in the combination .

And if you do this sampling, the number of variations will be reduced by several times.

 

Inserted the code into the standard zig zag:

void OnDeinit(const int reason)
   {
   //запись в файл расстояний между экстремумами
   string eFileName="zigzag.csv";
   int eHandle=FileOpen(eFileName,FILE_CSV|FILE_WRITE|FILE_SHARE_WRITE,";");
   if(eHandle==INVALID_HANDLE) return;
   double curr=0, prev=0;
   for(int i=0; i<ArraySize(ExtZigzagBuffer); i++)
      {
      if(ExtZigzagBuffer[i]>0 && curr!=ExtZigzagBuffer[i])
         {
         prev=curr;
         curr=ExtZigzagBuffer[i];
         if(prev>0) FileWrite(eHandle,int(MathAbs(prev-curr)/Point));
         }
      }
   FileClose(eHandle);
   }

When the timeframe changes, the indicator creates a file with distances between extrema. Next I used the "Frequency" function in Excel

It is possible to experiment.

 
Aleksei Stepanenko:

Inserted the code into the standard zig zag:

When the timeframe changes, the indicator creates a file with distances between extrema. Further in Excel I used the function "Frequency"

It is possible to experiment.

++

Thank you for your contribution.

 
Aleksei Stepanenko:

Guys, I don't even know what to make of this.

Well, look, 2% of cases where the knee is from 250pp and more than 300pp. It turns out that for 100 knees there are 2 signals per trade. The drawdown on trades we already know is 50 pips. Now we need to know how many pips these two signals gave after opening the trade. You say that this is very few signals. And I say that successful traders are even less.
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