Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
2 registered members (AndrewAMD, Imhotep), 567 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Page 1 of 2 1 2
Price clusters #480835
07/17/20 19:14
07/17/20 19:14
Joined: Mar 2019
Posts: 357
D
danatrader Offline OP
Senior Member
danatrader  Offline OP
Senior Member
D

Joined: Mar 2019
Posts: 357
On TFH it states detecting price clusters is easy.

How would an easy approach work in Lite-C?

Re: Price clusters [Re: danatrader] #481005
07/31/20 15:28
07/31/20 15:28
Joined: Jul 2019
Posts: 49
Köln
S
StefanCGN Offline
Newbie
StefanCGN  Offline
Newbie
S

Joined: Jul 2019
Posts: 49
Köln
Had the same question when I read this article....

Re: Price clusters [Re: danatrader] #481020
08/01/20 19:25
08/01/20 19:25
Joined: Mar 2019
Posts: 357
D
danatrader Offline OP
Senior Member
danatrader  Offline OP
Senior Member
D

Joined: Mar 2019
Posts: 357
@JCL would you give some hints please?

Re: Price clusters [Re: danatrader] #481030
08/02/20 14:22
08/02/20 14:22
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline
Senior Member
Grat  Offline
Senior Member
G

Joined: May 2015
Posts: 390
Czech Republic
what u mean "TFH"?

Re: Price clusters [Re: Grat] #481031
08/02/20 18:52
08/02/20 18:52
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
Serious User

Joined: Feb 2017
Posts: 1,718
Chicago
Originally Posted by Grat
what u mean "TFH"?
"The Financial Hacker", I'm assuming.

Re: Price clusters [Re: danatrader] #481036
08/03/20 03:53
08/03/20 03:53
Joined: Mar 2019
Posts: 357
D
danatrader Offline OP
Senior Member
danatrader  Offline OP
Senior Member
D

Joined: Mar 2019
Posts: 357
Yes, the finacial hacker.

https://financial-hacker.com/build-better-strategies-part-2-model-based-systems/

Still, clusters in price curves are real and can be easily identified in a histogram similar to the cycles spectogram.

Question is, can they be easily identified during live session?

Re: Price clusters [Re: danatrader] #481041
08/03/20 10:04
08/03/20 10:04
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Yes. Store the last N prices, then distribute them into several bins, each one with a fixed price range. The cluster is then the bin with the most prices.

Re: Price clusters [Re: danatrader] #481254
08/17/20 19:47
08/17/20 19:47
Joined: Mar 2019
Posts: 357
D
danatrader Offline OP
Senior Member
danatrader  Offline OP
Senior Member
D

Joined: Mar 2019
Posts: 357
Could anybody give a hint how to approach that (Lite-C only)?

I mean the buckets and counting?

I assume NumInRange(... is the easiest?

Last edited by danatrader; 08/17/20 20:08.
Re: Price clusters [Re: danatrader] #481259
08/19/20 11:33
08/19/20 11:33
Joined: Mar 2019
Posts: 357
D
danatrader Offline OP
Senior Member
danatrader  Offline OP
Senior Member
D

Joined: Mar 2019
Posts: 357
@JCL how much work would it be to have a sample code for that online in the manual?

My approach so far

vars Lows = series(priceLow());
vars Highs = series(priceHigh());
vars Maxs = series(priceHigh());
vars Mins = series(priceLow());



vars cls = series(NumInRange(Lows, Highs, Mins[0], Maxs[0], 24*7));

Last edited by danatrader; 08/19/20 12:56.
Re: Price clusters [Re: danatrader] #481264
08/20/20 05:52
08/20/20 05:52
Joined: Dec 2019
Posts: 53
ozgur Offline
Junior Member
ozgur  Offline
Junior Member

Joined: Dec 2019
Posts: 53
I am not sure NumInRange itself is suitable since it counts bars without considering their range.

Instead decide a bin width, let's say 10 pips. Make a loop and count bins by checking low and high of each bar. Now you have a histogram. Then you can check peaks, valleys or low count bins next to high count bins for SR zones. You need to quantify "low count" and "high count" for computer as well.

Last edited by ozgur; 08/20/20 05:58.
Page 1 of 2 1 2

Moderated by  Petra 

Powered by UBB.threads™ PHP Forum Software 7.7.1