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Price clusters #480835
07/17/20 19:14
07/17/20 19:14
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danatrader Offline OP
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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
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Köln
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StefanCGN Offline
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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
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danatrader Offline OP
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@JCL would you give some hints please?

Re: Price clusters [Re: danatrader] #481030
08/02/20 14:22
08/02/20 14:22
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Grat Offline
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what u mean "TFH"?

Re: Price clusters [Re: Grat] #481031
08/02/20 18:52
08/02/20 18:52
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AndrewAMD Online
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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
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danatrader Offline OP
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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
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jcl Offline

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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
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danatrader Offline OP
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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
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danatrader Offline OP
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@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
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ozgur Offline
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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.
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