How do you algorithmise the detection of MA feed clusters? - page 8

 
Aleksey Nikolayev:

Which quantiles should be counted, e.g:

{0.5} - median

{0.25, 0.5, 0.75} - quartiles

{0.01, 0.02, ..., 0.99} - persentiles

:-)

It is easier to combine all MAs into a matrix (Weighted MA is the product of a normalized vector of weights by a vector of prices) and calculate everything from it.

 
Maxim Kuznetsov:

:-)

It is easier to combine all MAs into a matrix (Weighted MA is the product of a normalized vector of weights by a vector of prices) and use it to calculate everything.

In my opinion, at the initial stage of testing the idea, it is better to use library functions as much as possible - it is useful for code transparency. If the idea turns out to work, then you can (if necessary) move on to all sorts of optimizations.

 
Maxim Kuznetsov:

You see, the difficulty here is that 99% of the indicators are based on mash-ups when taken apart. It's pretty hard to find even a couple that aren't interlinked.

1-2-3 Just a reversal signal. Not seen in any defamatory relationship with the ma's. It's the opposite of them. They're trending as good as they look, but he's counter-trending. So, what more do you want, dog?

 
Aleksey Nikolayev:

In my opinion, at the initial stage of testing the idea, it is better to use library functions as much as possible - it is useful for code transparency. If the idea turns out to work, then you can (if necessary) move on to all sorts of optimizations.

You are right, as always.

 
Aleksey Nikolayev:

Which quantiles should be counted, e.g:

{0.5} - median

{0.25, 0.5, 0.75} - quartiles

{0.01, 0.02, ..., 0.99} - persentiles

I mean, do I have to specify the boundaries myself or what?

 
Aleksey Vyazmikin:

So do I have to specify the limits myself or what?

Well, yes, whatever quantiles you need, that's what you get.

 
Mikhail Toptunov:

So how do you hook it up?

It works like this:

#include <Math\Stat\Math.mqh>

void OnStart()
  {
   double a[]= {-2.0, 1.0, 0.0, -1.0};
   int ind[]= {0, 1, 2, 3};
   ArrayPrint(a);
   ArrayPrint(ind);
   MathQuickSort(a, ind, 0, 3, 1);
   ArrayPrint(a);
   ArrayPrint(ind);
  }

result:

-2.00000 1.00000 0.00000 -1.00000

0 1 2 3

-2.00000 -1.00000 0.00000 1.00000

0 3 2 1

 

The origin of one of the elements (in the symbol shown as 2 small circles) occurs in the area of the opposite force, the line acting as a boundary - the truth which has both arguments (let us assume that MA), that is, if as a proof of the arguments use only "negative" arguments, and "positive" not take into account, it will not be a search for truth. The nature of a symbol means that the search for a signal (the emergence of a new trend) should be done in the area of opposite values.

 
Veniamin Skrepkov:

The origin of one of the elements (in the symbol shown as 2 small circles) occurs in the area of the opposite force, the line acting as a boundary - the truth which has both arguments (let us assume that MA), i.e. if as evidence to confirm the arguments use only "negative" arguments, and "positive" not take into account, it will not be a search for truth. In view of the nature of the symbol, the search for a signal (the emergence of a new trend) must be pursued in the area of the opposite value.

"We can only speak about unity and interaction of "different qualities", objectively different from each other and, possibly, subjectively distinguishable from each other by man directly or by some means.

"So, the second negation is followed by a third negation, followed by another, and so on in a succession of negations. What is a series of negations?- " Chaos and fuss without light, going in a circle, which becomes hell in the end, becausedevelopment is a succession of transformationsbased on internal and external algorithms in the interaction of diversities, but not a succession of negations of negations" ("Dialectics and Atheism: the two essences are incompatible").

"The formulation ofthe law of transition of quantitative changes into qualitative ones and of qualitative ones into quantitative ones is also superficial and vague.In reality:
There is a mutual conditioning of quality by quantity and order, and accordingly - quantitative and orderly changes entail qualitative changes, and qualitative changes are expressed in quantitative and orderly
ones."("Dialectic and atheism: the two essences are incompatible")

 
Veniamin Skrepkov:

The genesis of one of the elementstakes place in the realm of the opposite force

Mikhail Toptunov:

Dialectic and atheism: the two are incompatible

Guys, I still don't understand up or down.