Nonlagging Tools - page 34

 

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Did you try mama (from John Ehlers, here is just one from that thread : https://c.mql5.com/forextsd/forum/70/mama_v1.mq4 )? It is using cycle period for that purpose in it

Batchboy:
Thx mladen, perhaps someone will be interested....I'm more desirous of an adaptive Lsma trend - channeled re: Length.

On this free download page there is a Cycle Period indy: Custom Indicators | MQLsoft - [mql, programming, programmer, service, coding, mql4, ea, forex, trading, automated, metatrader, indicator, expert advisor, ea, strategy, ea programming, robot, custom indicators, algorithmic, professional, free, downloa

Seems when value is higher the frequency is higher, and when lower the frequency is lower, no? Initial assumption could be wrong, have a gander. So the Length from this indy would be therefore an inverse of the frequency? Been awhile since my electronic engineer days in college and engineering when younger, thus my question marks :-)

Be real nifty to see this kind of adaptive indie. Could be wrong but the occasional times of this channeled trend not tracking may percentage-wise be greatly reduced.

Settings I'm using with Lsma trend - channeled is 1000 & 35 on 1min eurusd. That of course the outlier re: Length which your adaptive version would dynamically change per cycle-period indie.
 
mladen:
Did you try mama (from John Ehlers, here is just one from that thread : https://c.mql5.com/forextsd/forum/70/mama_v1.mq4 )? It is using cycle period for that purpose in it

thx. what exactly is mama.......question mark. would like cycle.period adjusted lsma trend . channeled. the cycle may need be inverted to yield sensible length. downloaded mama, will peak on chart, but doesnt sound like my interested in adaptive lsma trend channeled.

btw, what function does third parameter in lsma trend channeled have, how do i use.....question mark.

 

Description of "mama" ...

This might help when it comes to mama : it is a document by John Ehlers that describes what is it and how it does it

Batchboy:
thx. what exactly is mama.......question mark. would like cycle.period adjusted lsma trend . channeled. the cycle may need be inverted to yield sensible length. downloaded mama, will peak on chart, but doesnt sound like my interested in adaptive lsma trend channeled. btw, what function does third parameter in lsma trend channeled have, how do i use.....question mark.
 
mladen:
Linear regression value systems are out there for quite some time, are well documented and tested and usually are performing good. With a filter that that indicator introduces it becomes a "two-in-one" indicator and what is usually done by adding some another indicator for filtering out some false signals is already there, That is why I told that it is a good idea : to try that variation of the indicator in an automated system too

please mladen, am interested in an adaptive lsma trend.channeled. dont you feel cycle.period indy is appropriate for this......question mark. if you still like the idea question is.....is the output of cycle.period the main frequency component or the period of main component of quotes......question mark. i suppose if it represents frequency then it need inverting before applied to length of lsma trend.channel ,, not to mention offset and gain. hope you can help, otherwise keep everything the same with this lsma trend channel, thanks sir.

 

LSMA trend cycle period adapted ...

Here is a linear regression trend channeled (LSMA trend channeled) with cycle period adaptive periods of calculation. You need to have the CyclePeriod indicator (under that exact name) in the indicators folder too in order to enable this indicators work

Batchboy:
please mladen, am interested in an adaptive lsma trend.channeled. dont you feel cycle.period indy is appropriate for this......question mark. if you still like the idea question is.....is the output of cycle.period the main frequency component or the period of main component of quotes......question mark. i suppose if it represents frequency then it need inverting before applied to length of lsma trend.channel ,, not to mention offset and gain. hope you can help, otherwise keep everything the same with this lsma trend channel, thanks sir.
 
mladen:
Here is a linear regression trend channeled (LSMA trend channeled) with cycle period adaptive periods of calculation. You need to have the CyclePeriod indicator (under that exact name) in the indicators folder too in order to enable this indicators work

thx mladen, shall play with to see what i see.

 

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Experiment with CPAlphaparameter (Cycle period alpha) a bit. The smaller the alpha, the longer the periods calculated from cycle period will be and vice versa

Batchboy:
thx mladen, shall play with to see what i see.
 
mladen:
Experiment with CPAlphaparameter (Cycle period alpha) a bit. The smaller the alpha, the longer the periods calculated from cycle period will be and vice versa

indeed.

question mladen...... what exactly does parameter price do in both versions. does it act like

a stop.order trip level beyond color on and engage alert at that x pips later trip.level hit.......question mark.

jerry

 

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Price is the price used in linear regression calculation. I do not know how familiar are you with values used to "tell" metatrader which price to use, so here is a table :

0 - close

1 - open

2 - high

3 - low

4 - median (high+low)/2

5 - typical (high+low+close)/3

6 - weighted (high+low+close+close)/4

In general (except for the built in stochastic which has different prices) these apply to any indicator asking for "Price" in parameters

Batchboy:
indeed.

question mladen...... what exactly does parameter price do in both versions. does it act like

a stop.order trip level beyond color on and engage alert at that x pips later trip.level hit.......question mark.

jerry
 

Ea

it would interesting to see a EA based on this.

Reason: