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| Prediction of turning points based on ZZ on fractal calc.... https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=3210 |
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| Author: | SpiderX [ Thu Oct 31, 2013 1:13 am ] |
| Post subject: | Re: Prediction of turning points based on ZZ on fractal calc |
Hi Kilian, Are you using bits to implement your algorithm ? or just storing information in integers or long ? For example: 1111 1111 1111 1111 you can store it directly as long a = 1111 1111 1111 1111; or the more efficient way: int a = 0xFFFF in this way calculation and manipulations could be must more efficient as less memory is required. Operations maybe less straightforward in this manner, but it should be possible to implement functions to manipulate the bits as if it is an array of integers. Cheers |
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| Author: | Kilian19 [ Thu Oct 31, 2013 10:40 am ] |
| Post subject: | Re: Prediction of turning points based on ZZ on fractal calc |
Hello spider I have to admit that I am mostly working with ints strings and longs. I thought about storing those 0 and 1 strings as integer number as well but the problem is that strings exist with multiple leading zero. 0011100 011100 11100 Those all can occur and we can't differentiate them by using simple integer values. To my shame I also haven't written the code very object oriented ..... Code: Select all I am far away from efficient programming. I know I have heard a lecture once they went into everything small detail like saying that bit operators are cheaper than modulo etc... but since I am already happy when my code works without an error message, this is understandable. If the indicator starts to show good results I will rewrite the code. (Currently I face the problem that apparently I am using some Java 2d vector exploit and avira want's to block my program). If I turn my antivirus program off it works flawlessly and without an error or exception so I have no idea whats wrong.... I guess once this project has proven to work I will pass on the rules to some experienced programer who can write the code from scratch on. |
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| Author: | Kilian19 [ Thu Oct 31, 2013 11:16 am ] |
| Post subject: | Re: Prediction of turning points based on ZZ on fractal calc |
Yes thats right. Thats how I do it (can you see any major logical mistakes?): externalCount bars recorded in datafiles. Code: Select all That is what I am wondering about as well. For me it didn't make sense to just randomly grab every 500th bar and compare them... That is actually the big question. No one knows why it works we just know that it does. GG looks at the originally created Bar DNA and creates the Fractal DNA in almost the same way. He takes the Fractals of 1 completed ZZ Swing and creates all the subsuequences. Once that done he compares the sequences of both sets and if the BarDNA doesn't appear in the Fractal Dna he marks this entity as noise and throws it out. For me range bars make the most sense as we mark just up and down movement and on normal timeframes the algo doesn't differenciate between a doji pip and a 20 pip bar. This would be solved by using ranged bars. I don't really like renkos since an up and down bar have either x pips or 2*x pips. But they are not constant. Crodzilla's results are partially brilliant and partially not so good. We have to see where the difference is. |
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| Author: | scheinwerfer [ Thu Oct 31, 2013 12:25 pm ] |
| Post subject: | Re: Prediction of turning points based on ZZ on fractal calc |
At first I had the same fear of multiple zeroes, but I asked Squalou and he said it's not a problem. My testing results showed that it really is not a problem, int array can take multiple zeroes, even though they don't show up on the screen. Later there can be problems with leading zeroes, but one can work around it fairly easily. Ditch the strings, speed impovement will be enourmous! |
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| Author: | Kilian19 [ Thu Oct 31, 2013 12:49 pm ] |
| Post subject: | Re: Prediction of turning points based on ZZ on fractal calc |
Can you please show me a simple example of what you mean? How would you represent a fractal sequence of "00" in integer notation? |
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| Author: | jcl [ Thu Oct 31, 2013 2:24 pm ] |
| Post subject: | Re: Prediction of turning points based on ZZ on fractal calc |
If strings are not longer than 31 bits, start the string with a nonzero bit in the integer, f.i. the string 00001111 would be stored as 100001111 = 271, and the string 111 would be stored as 1111 = 15. The autocorrelation horizon of a price curve is in the range of 2 to 5 bars, so strings longer than 5 bits would normally make no sense. However, I see anyway no rational background for the whole method, so the too long strings make no difference. Its interesting that such a method produces magical predictions, at least for one - please keep us informed about your results. In my experience, it's normally the other way around - you implement trading methods that are theoretically great and find that they produce poor results. Well, you never stop learning. |
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| Author: | SpiderX [ Thu Oct 31, 2013 4:26 pm ] |
| Post subject: | Re: Prediction of turning points based on ZZ on fractal calc |
Hi Kilian, There are two possible solutions: 1. You have to define everything properly with naming, i.e: int oneBitString; int twoBitString; int threeBitString; In that manner it would be clear how many bits there are. 2. Create a class with: int bitString; int numBits; Then you can have class functions to manipulate bits and make your life easier. Everything would be modular and sweet. |
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| Author: | garyfritz [ Thu Oct 31, 2013 8:27 pm ] |
| Post subject: | Re: Prediction of turning points based on ZZ on fractal calc |
Kilian is correct that 00011, 0011, 0011, and 11 are all distinctly different patterns, and simple integers wouldn't distinguish them. You need some way to determine how long the string is. jcl's solution is simple and brilliant (of course |
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| Author: | Kruspe [ Thu Oct 31, 2013 11:12 pm ] |
| Post subject: | Re: Prediction of turning points based on ZZ on fractal calc |
What´s new guys ? Kilian, I´m still not sure how the probability of a ZZ end is calculated. Could you please explain it more a little more ? Is there any rule or instruction how to do it ? Btw our development in this area will start the next week. I will share and discuss our results here, keep your fingers crossed |
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| Author: | scorpionx20 [ Sat Nov 02, 2013 12:56 pm ] |
| Post subject: | Re: Prediction of turning points based on ZZ on fractal calc |
Making predictions using fractals? Is it possible?? |
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