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  • #81
  • Sep 1, 2020 1:50pm Sep 1, 2020 1:50pm
Quoting TraderJaya89
{quote} when will you comeback again? can you do probabilistic based on this below thread.. i will give conditions if you wish.. thanks https://www.forexfactory.com/thread/...4#post13115664
Things been very hectic here for a while. Im nearly done will make thread continue very soon
Take it easy.
  • #82
  • Sep 2, 2020 5:18am Sep 2, 2020 5:18am
Quoting Alianzer
{quote} Hi Can you atach the indi you are using ?Cant find it anywhere. Or point me where i can get it? thanks in advancce
It's my own.
  • #83
  • Sep 2, 2020 10:50am Sep 2, 2020 10:50am
Quoting Quants
{quote} Uploaded with v7 and changed names for clarification

Based on my screenshot below, am I correct in assuming the following ?

Out of 70 days, at some stage 52 times price closed between 50% and 60% of the 5 day ADR (=MinThresholdHit).
Of those 52 ocurrences, price traveled to and hit the MaxThreshold (60% of the 5 day ADR) 32 times.
In 37 cases, price first closed between 50% and 60% of the 5 day ADR, to hit 40% (OppositeHit ?)
Just trying to get my head around this before running extensive tests.
Thanks in advance for clarifying.

Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 146 KB

LuXing
Wisdom begins in wonder
  • #84
  • Sep 2, 2020 12:18pm Sep 2, 2020 12:18pm
Quoting LuXing
{quote} Based on my screenshot below, am I correct in assuming the following ? Out of 70 days, at some stage 52 times price closed between 50% and 60% of the 5 day ADR (=MinThresholdHit). Of those 52 ocurrences, price traveled to and hit the MaxThreshold (60% of the 5 day ADR) 32 times. In 37 cases, price first closed between 50% and 60% of the 5 day ADR, to hit 40% (OppositeHit ?) Just trying to get my head around this before running extensive tests. Thanks in advance for clarifying. {image} LuXing
That is correct. Without touching the opposite it reached to MAX treshold only 32 times.
So it was checking whichever touched first at candle close
Take it easy.
  • #85
  • Sep 2, 2020 12:38pm Sep 2, 2020 12:38pm
Quoting Quants
{quote} That is correct. Without touching the opposite it reached to MAX treshold only 32 times. So it was checking whichever touched first at candle close
Thanks for your quick reply.

I am especially interested in knowing if "OppositHit" in the case of the screenshot was the 0.40% boundary.

i.e. Min threshold in the indi was set to 0.50, max threshold to 0.60, would opposite in this case be the same distance as between 0.5 and 0.6, 0.40 ?
Another question, 70 days is statistically not very significant. My trading platform has M5 candles from begin May 2020, is there any way to up the number of days ?

LuXing
Wisdom begins in wonder
  • #86
  • Sep 2, 2020 1:15pm Sep 2, 2020 1:15pm
Quoting LuXing
{quote} Thanks for your quick reply. I am especially interested in knowing if "OppositHit" in the case of the screenshot was the 0.40% boundary. i.e. Min threshold in the indi was set to 0.50, max threshold to 0.60, would opposite in this case be the same distance as between 0.5 and 0.6, 0.40 ? Another question, 70 days is statistically not very significant. My trading platform has M5 candles from begin May 2020, is there any way to up the number of days ? LuXing
Its not significant but atleast gives sense of what it been doing for past few months. It means opposite hit is close lower than %50. Doesnt guarantee that it will keep doing that as you said.

In the code i made it to check based on your bar amount on the chart. So 70 days means. Out of your all history it found only 70 cases where it matched up your rule.
If you enter 0.10 and 0.90 close probably you will have more cases.

As your trigger treshold zone very tight.

So that 70 days might found out of 300 days. Means only 70 days have found your trigger based on your rule. Have to go now , but will be back thanks for the interest.
Take it easy.
  • #87
  • Sep 3, 2020 3:12am Sep 3, 2020 3:12am
Hi Quants! Thank you for very interesting thread!

Quoting Quants
{quote} When the price hit %80 of the day it have tendency to stop. Why do i say that ? Not because of the probabilities but the psychology. There is only %20 room left for profit while it can reverse back all the way down. So its not wise, most of the time you can see it will slow down at those points. I like Nested zones to place trades. {image}
Could you please say %80 of what? For example 1 have 1m chart, then 80% of previous day? Or what? Sorry for noob questions )
Observer effect
  • #88
  • Sep 3, 2020 9:21am Sep 3, 2020 9:21am
Quoting ryuryu
Hi Quants! Thank you for very interesting thread! {quote} Could you please say %80 of what? For example 1 have 1m chart, then 80% of previous day? Or what? Sorry for noob questions )
yes !
thx Quants :-)
  • #89
  • Sep 3, 2020 10:22am Sep 3, 2020 10:22am
Quoting ryuryu
Hi Quants! Thank you for very interesting thread! {quote} Could you please say %80 of what? For example 1 have 1m chart, then 80% of previous day? Or what? Sorry for noob questions )
%80 of the daily average.
If candle moves in average of 100 pips per day. When 80 pips is reached it have tendency to stop.
Take it easy.
  • #90
  • Sep 3, 2020 10:27am Sep 3, 2020 10:27am
Quoting Watercooler
{quote} HI emonts, just an idea, try to use sequence number for calculation next move of the candles. there should be 2 pullback and 1 projection. the seq number is a number added from previous number starting from 0 and 1 0,1,1,2,3,5,8,13,21,34,55,89,144,233,377 calculation for every candle can be made using small number for example: if you choose 13...number 8 and 5 become pullback/retrace and number 21 become next projection. (1st cycle) next if price breaks projection number 21 next number will be 34 or 55 if price stop at 55 and do pullback/retrace...
Hi watercooler,

how do you calulcate your horizontale line based on sequence of fibonacci ? to get it on chart and after definite swing based on them ?
thx
  • #91
  • Sep 3, 2020 12:30pm Sep 3, 2020 12:30pm
Hi Quants, very good thread here, are you still open on requests?

If, then how many pips does the 4th 4 hour candle travel after its opening every day until it gets back to its opening again and after 10 pips move threshold.

Do you think you can code this?
Looking for profitable short term trades ...|
  • #92
  • Edited 6:17am Sep 5, 2020 5:35am | Edited 6:17am
Quoting Quants
{quote} %80 of the daily average. If candle moves in average of 100 pips per day. When 80 pips is reached it have tendency to stop.
Thanks! Go it!
Could you please calculate the probability
Daily open is zero.
What is the probability if MA(50 for example) cross zero +0.25% and then cross +0.75% and same
if MA cross cross -0.25% and then -0.75%
If you can create this for 5 steps for example 0.25-0.5-0.75-1-1.25 (with an ability to change steps) and stats like this
0.25 - 0.5 = 85%
0.5 - 0.75 = 74%
0.75 - 1 = 43%
1 - 1.25 = 12%
--
-0.25 - -0.5 = 86%
... so just ma settings, steps and days back.
Attached Image


Thanks!
Observer effect
  • #93
  • Sep 7, 2020 12:54pm Sep 7, 2020 12:54pm
This is al very interesting but not easy.
Thank you for your teachings mr Quant.
My be i may give a suggestion.
Wood it be interesting to some stats on ZigZag and ZigZagZug. I think more special on higher timeframes?
  • #94
  • Sep 9, 2020 2:31am Sep 9, 2020 2:31am
Here is the new bomb.
Once EURGBP H4 Candle breaks the higher low or Lower high
It have %90 probability that it will take out the high of the lower high breakout candle
It have %87 probability that it will take out the low of the higher low breakout candle

LOL
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 49 KB
Take it easy.
  • #95
  • Sep 9, 2020 2:34am Sep 9, 2020 2:34am
Here is GBPUSD H4
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 46 KB
Take it easy.
  • #96
  • Sep 9, 2020 2:36am Sep 9, 2020 2:36am
EURUSD H4
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 36 KB
Take it easy.
  • #97
  • Sep 9, 2020 2:36am Sep 9, 2020 2:36am
Quoting Quants
Here is the new bomb. Once EURGBP H4 Candle breaks the higher low or Lower high It have %90 probability that it will take out the high of the lower high breakout candle It have %87 probability that it will take out the low of the higher low breakout candle LOL {image}
Nice insight. What's your criteria for determining the higher low and lower high?
  • #98
  • Sep 9, 2020 2:43am Sep 9, 2020 2:43am
Quoting carddard
{quote} Nice insight. What's your criteria for determining the higher low and lower high?
if the last fractal was higher than the previous one or Lower.. Hhehe so damn beautiful lol
Attached Image
Take it easy.
  • #99
  • Sep 9, 2020 2:51am Sep 9, 2020 2:51am
The sweet part is here.
If we go to USDCAD H4 And take Higher Low and Lower High levels.
And confirm the breakout at lower timeFrame which is M5.

Then we will see those candles high and lows was taken %100 of the time.
High for LowerHigh break
Low for Higher low break

I may add a future to check , If candles high or low was taken with atleast X pip. Without giving X pip back. So this would give me create my whole strategy with non subjective Takeprofit and stoploss
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 34 KB
Take it easy.
  • #100
  • Sep 9, 2020 2:55am Sep 9, 2020 2:55am
Trying to synthesize this. Are your findings showing that once a lower high has been broken before once, there is a higher probability of it being broken again in the near future?
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