使用波动和统计数据进行冲动趋势研究 (Impulse Trends Research using Swings and)

This thread will act to contain the findings for Impulse Trends Research. New posts would come in as soon as new findings are confirmed. This itself IMO can be used as an independent trading system.

Participation Requirements
If one wishes to participate, one should have the following;
1-Your own swing indicator.
2-Skill to code well and gather statistical data.
3-Ability to make up your own conclusions and objectively compare it with the work here.
4-Do not bring in bits and pieces of work with lacking logic, but bring forward through and clear cut work, that was well thought out and executed.
Otherwise I strongly recommend one to stand aside and just allow the thread to run its course.

Baseline Work Required
I am assuming anyone who wants to try this here have their own swing indicators. I will not release my latest swing indicator formula anymore (currently MMLCv18)

Definition of Impulse Trends according to swings;
1-for each swing on the higher timeframe (M30 x 6 period swings), calculate the last 20 swings behind it price wise, what is the std dev *3
2-if the swing is >= std dev *3, mark this as impulse. Otherwise mark as non impulse
3-classify these impulse swings into subtypes
<=4 as "s"
<=5 as "m"
<=6 as "x"
>7 as "xl"


4-for each impulse swing, zoom back into into lower timeframe (M5 x 6 period swings). One can see the shape of the impulse swing, how it forms, and it has a somewhat parabolic shape to it.




...and sometimes it doesn't, but that's all right.