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Conference material: "Scientific service & Internet: proceedings of the 24th All-Russian Scientific Conference (September 19-22, 2022, online)"
Authors: Kasparinsky F.O.
Complex Indicators of the Multitrading System
Abstract:
The article summarizes the experience of 4 years of work on setting up the Metatrder 5 Internet terminal tools for a multitrading system, which was developed to increase the effectiveness of price change forecasts in the Forex market by applying a set of interrelated technical analysis indicators to data of different time scales (timeframes), as well as to optimization of work with a variety of financial instruments, with the simultaneous use of multiple accounts. Possible ways of integrating technical and fundamental analysis tools, advantages and disadvantages of using mathematical models to predict changes in prices of financial instruments are discussed. A unidirectional (monophasic) price change is proposed to be called the term 'oscillation'. To integrate classical Elliott wave models and harmonic patterns, the concept of a block consisting of 8 oscillations distributed between 2 packages has been introduced. It was found that a series of 4 blocks form modules with a variable structure. Alternative options for the distribution of block oscillations between trend and correction packages are discussed to be consistent with the Dow theory of driving factors and stages of price change. A method of target distribution of 16 technical analysis indicators of various types (oscillators, trend indicators, volume indicators) over 4 sections of the Analytical window: 'Price', 'Oscillation', 'Trend' and 'Control' is proposed. The main principle in the formation of complex indicators is the unmasking of trends of oscillating indicators by applying trend indicators to their data. The ways of setting up the technical analysis indicators involved to optimize their use as part of complex trend indicators are described in detail. Recommendations are given for determining a trading group from three adjacent Analytical windows in a 6- window Analytical display to optimally select a trading timeframe in accordance with the operational situation. Examples of using complex indicators for generating trading signals for opening and closing deals are given. The results of preliminary experiments on the use of complex indicators and Fibonacci levels to determine pivot points when building price channels are discussed. Plans have been outlined to create a unified methodology for the formation of various price channels using complex indicators, Fibonacci levels, Elliott waves and harmonic patterns.
Keywords:
Forex, Internet, trading, multitrading, technical analysis, oscillation, package, block, module, efficiency, market, forecast
Publication language: russian,  pages: 64 (p. 248-311)
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About authors:
  • Kasparinsky Felix Osvaldovich,  orcid.org/0000-0002-1048-9212,  MASTER-MULTIMEDIA Ltd.