5月 20, 2019
投稿者: 外国為替Wikiチーム
カテゴリー: 外国為替取引システム

販売者の皆さん、こんにちは,

遠い昔、FF のおかげで私はディーラーとして成長することができました, 感謝の気持ちを込めて、もう一度何かを提供したいと思いました.
Hooked up I've put 2 私が開発したインジケーターのバリエーション. きちんと, 追加の統計的尺度です, ATRのような,
インジケーターの代わりとして. I'm not certain it holds any value predictive worth.

I searched and surprisingly by no means discovered the same one on line. This indi calculates a median % overlap of
candles given a interval size. I used the values to provide me a primary order estimate of how lengthy a transfer
might take (setting expectation ranges).

例えば, if I count on a transfer to a goal 100 pips away and ATR for the timeframe is 10 pips per bar, we might
count on 10 bars to take us there if there have been no (learn 0%) overlap of any bar. If my timeframe was hourly, それから
we might estimate 10 時間 (バー) timeframe for the transfer to finish.

それにもかかわらず、, since bars not often kind this fashion, there's normally some overlap. Once more if we use the 100 pip goal however
our overlap indicator says 40% common overlap, we might count on the transfer to take for much longer.

This is how I calculate it:

Bars anticipated = (Goal transfer) / [(ATR) * (1-%overlap) ]
= 100 / [10 * (1-0.40)]
= 100 / [10 * 0.6]
= 100/6
= 16.6 バー, as an alternative of simply 10 excellent finish to finish bars.

Clearly, the extra overlap, the longer the transfer is anticipated to take. If the bars had been at 100% overlap,
the transfer would possibly by no means go anyplace (except the ATR grew).

We'd count on bigger overlap values throughout consolidation intervals and smaller overlap values throughout spike kind
strikes. それにもかかわらず、, the indicator solely gives a historic common as a tenet.

You might set the size to 1 bar and watch the overlap values swing.

As I discussed above, there are two variations. AOV_v1 simply plots the values and doesn't present any boundary worth
strains as reference. AOV_v2 model does give a 50% reference line.

I'm offering these and supply overtly. Until there's some obvious concern discovered, I don't count on to make any
additional modifications or updates to the code. You could tweak the code to fit your personal tastes.

I will probably be pleased to entertain any questions as time permits.