Everyone can find their HolyGrail
Fractals, ZZ & the Pissing Dog
- #722
- Jun 2, 2014 12:04pm Jun 2, 2014 12:04pm
How about having a field for candle type or count the number of engulfed candles for the size of the 0 candle.
so instead of 111110 it can be looked at as 1111100000 because it engulfed 5 bars.
A different candle might become 000111 instead of 0001 for engulfing 3 bars. Then how often in the database is the next move up or down, not just the next bar but maybe look as far ahead as possible or practical.
Robert
so instead of 111110 it can be looked at as 1111100000 because it engulfed 5 bars.
A different candle might become 000111 instead of 0001 for engulfing 3 bars. Then how often in the database is the next move up or down, not just the next bar but maybe look as far ahead as possible or practical.
Robert
{quote} That's why I made my suggestions earlier, because I was also wondering what had happened here (http://www.forexfactory.com/showthread.php?p=7109197#post7109197) for example: Bar "sequence": 0 Fractal "sequence": Appearances in SET3: erm... Seems like I gotta dig up some extra creativity again{image}
- #729
- Jun 6, 2014 10:02pm Jun 6, 2014 10:02pm
hi everyone,
i have just finished reading the latest 10 pages.
it seems that the missing piece was the counting bar length.
before i do modify my algo, i want to make sure i am on the right track. (since my english is not very good...)
1) creating the database
http://www.forexfactory.com/showthread.php?p=7443127#post7443127
http://www.forexfactory.com/showthread.php?p=7443575#post7443575
regarding these posts, we do not change the database.
2) bar length calculation
this is done in my algo.
lets think about the same example ralome posted. (http://www.forexfactory.com/showthread.php?p=7490199#post7490199)
in the above picture:
ATR(5) is 0.0003 and the size of latest bar is 0.00094. so the size of the latest bar is more than 3 times compared to the previous 5 bars.
therefore, the bar length is "3" (or could be "4" ?). and not "1" anymore.
3) next bar in opposite calculation
again, lets think about the same example.
the current 13 bar sequence is "0100010111110"
since the latest bar length is "3", do we have to modify this sequence to "0001011111000" ? (last "0" becomes "000")
or we do not change bar sequence no matter what the size of latest bar?
sorry about messy post.
thanks,
jim
i have just finished reading the latest 10 pages.
it seems that the missing piece was the counting bar length.
before i do modify my algo, i want to make sure i am on the right track. (since my english is not very good...)
1) creating the database
http://www.forexfactory.com/showthread.php?p=7443127#post7443127
http://www.forexfactory.com/showthread.php?p=7443575#post7443575
regarding these posts, we do not change the database.
2) bar length calculation
this is done in my algo.
lets think about the same example ralome posted. (http://www.forexfactory.com/showthread.php?p=7490199#post7490199)
in the above picture:
ATR(5) is 0.0003 and the size of latest bar is 0.00094. so the size of the latest bar is more than 3 times compared to the previous 5 bars.
therefore, the bar length is "3" (or could be "4" ?). and not "1" anymore.
3) next bar in opposite calculation
again, lets think about the same example.
the current 13 bar sequence is "0100010111110"
since the latest bar length is "3", do we have to modify this sequence to "0001011111000" ? (last "0" becomes "000")
or we do not change bar sequence no matter what the size of latest bar?
sorry about messy post.
thanks,
jim
- #738
- Jun 15, 2014 9:58am Jun 15, 2014 9:58am
another try
maybe improving...
currently i feel they are not very important, but i have to do backtest more.
i need rest.
maybe improving...
{quote} Once -+3 tolerance is done properly it should help out with the early and late predictions, along with the bar sizing classification.
i need rest.