Hi, the recurrence statistic indicator V2 does much of this analysis out of the box. I get slightly different numbers with it for h=72, but overally your result looks fine. url Cheers, kprsa

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I wouldn't complicate the code without necessity. I provide the source, so you can add more conditions and do with it what you want. However, I can investigate the price distance factor.

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Yes. I use the recurrent statistic V2 indicator (I just added a minor modification to calculate probabilities of clearing the level after n*h, n=1,2,3...). I don't think so. For example, if you are summing the geometric series ...

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I don't feel anything, I calculate probabilities. :nerd: For USDJPY, daily, FXCM broker: if h=10: probability of clearing the fractal problem bar (edit: within 10 days) is 71.154 %. if the fractal problem is not cleared within 10 days, the ...

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Hi Alorente, For what is worth, I'd bet there on short as well. It looks to me as if there is nothing to safely bet on at 101.50/70 anymore (it is a "true" h=10 fractal), but it seems highly probable that the potential transient zones (starting from ...

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Hi, I coded the indicator. The problem bars come in two types: transient and fractal. Example for a possible transient bar: high of a current candle is higher than maximum of h previous candles, and the close of the current candle occurs above that ...

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I'll give it a shot, when I find time.

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I think the game is slightly more complicated as sometimes they want to kill the stops of other players. Anyway, money is free if you can change the price of EURUSD by 10-20 pips at correct prices/moments...

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The Recurrence statistic indy would look nicer with the plot of the boxes, so I'll make that and share it as soon as I find the time (weekend or so).

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There is really no algorithm. It is just statistics and probability. And sometimes you do get lower probability events. :nerd: Whatever happens with EURUSD in the meantime, I think the return north should be dramatic.

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Well, that didn't quite work...

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Yes, this looks good.

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Scratch that, probability to go to 1.3312 now is small, less than 4% in the next 12 hours... Sorry.

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It appears as if the probability is very high (>80%) for such a scenario. I do not know if it would go lower though. Need something faster than MT4...

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The fractal divergence indy #5274 prints unresolved problems at 1.3363 (M30, FXCM) and 1.3399 (H1, FXCM)...

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Hi all, Update to the Recurrence statistic indicator, it contains more useful statistical quantities. I separate the stats for transient (for example when the candle closes above the maximum of previous h bars) and potential fractal (candle closes ...

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Hi, please check post #5916 for the first version of the indicator which should help with this.

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Ok, most likely not a bug then.

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Hi, I am not at my hobby computer now, please note that if the change of probabilities with new bars is significant, it may be a bug (try reloading the indicator and check if there is a difference - reloading the indy should always give you correct ...

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Hi, you are surely aware of this, but others please note that this percentage includes both statistics for the potential transient (for example candle closes above the max of previous h bars) and potential fractal (candle closes below the max of ...

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