Interesting! Thanks for your work and posting it!

In the H4 you can see that the point cloud widens and there may be a bi- or trifurcation. The same bifucation can be seen in the D1 much better. What could cause that bifurcation?

In H4 and D1 you appear to analyze a time period of about 7 – 8 years. In order to find out more about that bi- or…[Read more]

Oh – I found indeed a shift in behaviour – even in my H1. The indicator window shows the H1 excess activity for a typical week in 2014 (left) and in 2017 (right) … The shift seems to happened somewhere in the beginning of Octobre 2014.

And here is the prize path-volume-structure of EURUSD in terms of the intercepts and slopes …

From the slope relation the outstanding M15 behaviour becomes even more visible.

The question is, what we now could do with these numbers …

@simplex: This evening I had some time and thus I followed your suggestion and calculated prize paths and regressions between prize path and volume for EURUD. I obtained the results listed below:

I calculated the results beginning with the smallest TF. Thus, I was amazed to see that there’s a tendency up to the H1 that for higher TFs the prize…[Read more]

Yes, it does. Even if I ignore these cases, your idea only explains less than 3 % of total variance …

Hmm, rethinking this, my latest idea will lead to a certain number of ‘divide by zero’ errors. So a different method of normalization would be nice.

Seems that the quote function doesn’t work again …

Take you time to do whatever you want ;) I know that this forum isn’t as attracting as it was two years ago since most users are very silent.

Regarding 2*(High-Low)/abs(Open-Close): I’ve tested different versions for the prize path. I think I’ve tested a similar formula, too. However,…[Read more]

Nice work!

I haven’t been around so frequently these days, so please forgive me if my thoughts on your latest post do not consider topics that have already been discussed.

When developing an algorithm for trading purpose I’m always heading for two major goals to simplify practical usage:

1. If possible, the algo should be symbol independent.

…

[Read more]

I’ve thought it would be a good idea to investigate the relationship between prize movements and volume. Thus, I’ve used my way of calculating the prize path, calculated it for 603,896 M1 candles and looked at the relationship between prize path and volume:

As you can see, there seems to be a linear relation between volume and the prize path. The…[Read more]

Yes, surely. It may only give a hint. Thanks!

After studying the volume concepts laid down by GG I found this one again. After adapting and filtering with higher TF signals I obtain sometimes quite accurate turning points. However, what me really wonders is this: We can often see turning points with a high volume and a high range. How does it fit in the water flow analogy? Why should the…[Read more]

StopLossType = BoxHeight. I guess I can leave this blank if I set OppositeBoxSideSL to true?

Yes.

TakeProfit1Type: If I set this to BoxHeight, should I leave TakeProfit1 empty..?

No, TakeProfit1 is a multiplier of BoxHeight value.

Is there a way to open 2 orders instead of 1 when price breaks outside the box? Most brokers do not efficiently…[Read more]

I could not replicate this problem, which broker did you use? Make sure you have the latest Volceq version.

Hi great coders @simplex, @xux99, @lowphat, and others …

I have a beginner question. Is it possible to define our own MA applied_price ??
As we see the formula for calling MA is : https://docs.mql4.com/indicators/ima
And the applied price is : https://docs.mql4.com/constants/indicatorconstants/prices#enum_applied_price_enum
What i want to do i…[Read more]

Hi great coders @simplex, @xux99, @lowphat, and others …

I have a beginner question. Is it possible to define our own MA applied_price ??
As we see the formula for calling MA is : https://docs.mql4.com/indicators/ima
And the applied price is : https://docs.mql4.com/constants/indicatorconstants/prices#enum_applied_price_enum
What i want to do i…[Read more]

@biggy: This thread died as there was too few interest (I guess) and less advanced programmers. If the idea hasn’t been further developed in a private group, then I’d guess that everything that has been developed is in this thread …

… and here would have been the wins on EURUSD for the last 3 trading days. It’s really a shame that my dayjob hinders me to test this strategy and to make some easy pips …