Sergey Golubev
Moderator
121541
Sergey Golubev  
Craig:
These indicators are simply amazing at modelling the past!

Nothing wrong in this indicators. It is coded MACD, moving averages, AO, Demarker, Momentum and so on. All of them are standard indicators in Metatrader. But this versions are fully improved and well designed with many many options. I think it is good indicators.

Do you remember I started to discuss about digital filters more than 1 year ago on some threads? And I made an agreement with the author of digital filters generators trying to force him to continue his software on our forum and so and so on. But some members said that digital filters indicators are useless. And I stopped. I stopped because I just was thinking that they know, right?

And do you know what is the situation right now? Many brokers and companies are using digital filters indicators for technical analysis as proven method. And Alpari broker is having trading courses on difital filters (for money). On line and for money + seminars + people are travelling and coming to the courses and so on. But I stopped more than 1 year ago because of few guy said that it is useless. Where are those guys? Nowhere. But they stoped us for free development because they wanted to start something commercial with exact this idea.

If we forget this Jurik indicators so somebody will do (analyze/develop/create EA) them on the other forum. And one day we open some very respective analytical website and we will see that some analists are using this set for the analysis published all over the world but we stoped already only because somebody said something.

Sergey Golubev
Moderator
121541
Sergey Golubev  
Pecunia non olet:
I bought the original Jurik indicator set for Tradestation 6 or 7 years ago. It was the best $350.00 investment I ever made. The value of these things are priceless.

Another priceless digital filter ::--> Haar Wavelets. These still need to be translated to MT format.

BTW guys, don't forget Jurik's CFB. (I think it's called "CFBaux" in the 'other' collection.)

~

"I've seen things you people wouldn't believe. Attack ships on fire off the shores of Orion. I watched C-beams glitter in the dark near the Tannhauser gate."Roy Batty (Rutger Hauer) - Blade Runner

I agree. There are no bad tool or good tool. There is our ability about how to use them.

Pecunianonolet
124
Pecunianonolet  

I bought the original Jurik indicator set for Tradestation 6 or 7 years ago. It was the best $350.00 investment I ever made. The value of these things are priceless.

Another priceless digital filter ::--> Haar Wavelets. These still need to be translated to MT format.

BTW guys, don't forget Jurik's CFB. (I think it's called "CFBaux" in the 'other' collection.)

Of course like always it's how you use the indicators that makes the difference, but the Jurik stuff is 'best in class'.

Linuxser
5921
Linuxser  
deeforex
93
deeforex  
Linuxser:
But last JJMASeries is 35.8kb 04/28/2006.

The final verion of JJMASeries was published Jan2007. You can find it in this link on the bottom of the page (Zip file)

https://www.mql5.com/en/articles/1450

It seems to be a major rewrite. Once someone is able to make sense of it could you please fix the VolumeJMA Option indicator from the following post.

https://www.mql5.com/en/forum

It seems the old JJMAseries code might be causing zero divide errors. I wasn't able to fix it myself.

TIA!

manz66
34
manz66  

More information and research in this link

about the Harr Wavelet Transform

http://online.redwoods.cc.ca.us/INSTRUCT/darnold/LAPROJ/Fall2001/LeeHerman/presentation/index.htm

Pecunia non olet:
I bought the original Jurik indicator set for Tradestation 6 or 7 years ago. It was the best $350.00 investment I ever made. The value of these things are priceless.

Another priceless digital filter ::--> Haar Wavelets. These still need to be translated to MT format.

BTW guys, don't forget Jurik's CFB. (I think it's called "CFBaux" in the 'other' collection.)

Of course like always it's how you use the indicators that makes the difference, but the Jurik stuff is 'best in class'.
smiley486
48
smiley486  

anyone here interested in working with me to make a consistent trading system using jurik indicators?

please email me romero (at) iinet.net.au

also, my skype is paulromero486

cheers,

Paul

Pecunianonolet
124
Pecunianonolet  

Some fun with CFB.

....Specifically CFB Adaptive Polarized Fractal Efficiency of Momentum.

https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=16096

- - - -

A screenshot from the page above.

https://www.tradestation.com/Discussions/DATA/200391122724_Laguerre%20and%20CFB%20derived%20PFE%20of%20Momentum.jpg

The screenshot shows stiffer settings where some lag shows up, but this stuff can be tuned a lot better than the image shows.

::--> Note the lack of so-called 'divergence' - that is, unlike MACD and other standard TA oscillators, these have less tendency to move back down toward the center or zeroline while price is still moving up.

IMHO, a big problem with traditional oscillators is that they give false directional readings when a trend occurs, but the momentum of the trend stops increasing or falls off a bit. Price continues to rise, but the traditional oscillators like MACD start to fall, giving a false signal.

This is less of a problem with the indicators in the screenshot. Note the trend on the right side.

"Less false 'divergence' signals, priceless"

A lot of cool stuff can be done with tools like these.

- - - -

This is hard to articulate this late at nite but-

One nonobvious aspect of the problem where price continues to rise, but the traditional oscillators like MACD start to fall and give a false signal is that it sort of forces the use of zeroline crossings of the oscillator as a signal. But maybe, just maybe, the slope-or-state of the indicator is a better signal than a zeroline cross. By slope-or-state I mean, "If the indicator is sloping upwards or is at 100, LongCondition = true". I have seen many instances where slope-or-state of "non-divergence" indicators like PFE of Momentum outperformed zeroline crossings of diverging indicators.... An easier way to say it: In my experience, slope-or-state of "non-divergence" indicators outperforms either slope or zeroline crossings of traditional diverging indicators. Your milage may vary.

Linuxser
5921
Linuxser  
Files:
nk_library.zip  1940 kb
ahmadariffin
48
ahmadariffin  

Is there any 2 lines JMACD coz it is hard for me to use the JMACD..