Looking for patterns - page 81

 
Aleksei Stepanenko:

Now about the Genghis indicator. I got some figures based on it, which I will give in the table below. The table shows how the time of price movement in the trend changes depending on the price overcoming the minimum distance that we set in the input parameters of the indicator. The study was conducted on the EURUSD chart on 15 minutes for greater accuracy, from 2000 to 2020. All points are in 4 digits.

So far I've only researched time here, I'll do the distances covered by these trends later on.


I drew a chart for myself. Valuable stuff. :)

 
Aleksei Stepanenko:

When several conditions are superimposed, for example, how long the trends lasted after the opposite trend of 500 pips. There can be many such conditions, and interesting findings are possible.

And then add a martingale... and... nothing. :)

 
Uladzimir Izerski:

Time flies away instantly in my coding sessions. A week flew by like a day.

"when examining changes in several parameters at the same time..." I don't understand which ones?

And you don't do without the blue one?
 
Aleksei Stepanenko:

When several conditions are superimposed, .............. interesting findings are possible.

I added to Genghis indicator a minimum deviation of 2.5% ADR20 for M15 and 5% for H1

Very nice S R levels are emerging

 
Макс:

And then add a martingale... and... nothing. :)

Well, waiting for ideas from you then, Max.

 
MakarFX:

I added a minimum deviation of 2.5% ADR20 for M15 and 5% for H1 to the Genghis indicator

Very nice S R levels are emerging


Where are the pictures?

 
Evgeniy Chumakov:


Where are the pictures?


Levels for the first half of 2019 and very accurately worked out now.

 
Uladzimir Izerski:

You did not take into account the specifics of the market. You took a period in which there were daily fluctuations of 200 pips and there were years in which the daily fluctuations did not reach 100.

Such averages will have a very negative effect on further forecasts.

Well the average is a fluctuation boundary and you can use it, but deviations from it are not constant. Bolinger's channel shows it very well. You don't have to invent anything. A ready-made solution for your study.

And the middle one doesn't always go through the centre of the channel.

it only works well on horizontal channels. it does not work well on sloping channels.

and on straight lines! It doesn't do well on curves.

It works horribly on channel reversals in general.

 
Alexander_K2:


The task is quite unambiguous - to find, identify the areas or clusters in the time series for which the EQC works.


It can be theorised that if the current cyclical fluctuation of the time series coincides with the moving window period, then the EQC (or standard deviation from the mean) will trigger with a higher probability.

Two figures are provided for illustrative purposes:

Figure 1.


Fig. 2


In figure 1 the period is 20 minutes, and in figure 2 the period = 30 minutes. In the first case, the vertical period lines (distance between them equals sliding window = 20 minutes) cross the cyclic line in different positions (marked with a blue circle), while in figure 2 the crossing is at the same positions of the cyclic line.

If we consider a different version, we can assume that in Figure 1 the cyclic line will cross the future vertical line in the position above zero and a cycle equal to two periods, i.e. 40 minutes, will clearly be obtained.

 
multiplicator:

and the middle one doesn't always go in the centre of the channel.

it only works well on horizontal channels. it doesn't work well on sloping channels.

And on straight lines! It doesn't work well on curves.

It works horribly on channel reversals.

The so called "middle" must always go through the centre of the channel.

In linear space-time, on the minutes, it is impossible to detect it. That is why all traders hope for it, and rightly so, but cannot find it...

Their suffering is endless... And the average is a good working tool in the exponential looking-glass...