Nonlagging Tools - page 48
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We use radian too
May be an explanation: In the MT4 code we multiply alfa with price
I suppose this is the price, i périods before, no ?
And so we need to add, for example with a len of 5
alfa*close[4]+alfa*close[3]+alfa*close[2]+alfa*close[1] and alfa*close
or
alfa[4]*close[4]+alfa[3]*close[3]+alfa[2]*close[2]+alfa[1]*close[1] and alfa*close ?
And it's strange, because with a length of 1 the len is equal to 4 (4*1+0) and so the nonlagma can't be equal to close because we add the alfa*price of the last 4 periods
Thanks for your next comments
Zilliq
Is use your code, but to better understand I use the simpliest code of the NonlagMav3
double pi = 3.1415926535;
double Coeff = 3*pi;
int Phase = Length-1;
double Len = Length*Cycle + Phase;
if ( counted_bars > 0 ) limit=Bars-counted_bars;
if ( counted_bars < 0 ) return(0);
if ( counted_bars ==0 ) limit=Bars-Len-1;
for(shift=limit;shift>=0;shift--)
{
Weight=0; Sum=0; t=0;
for (i=0;i<=Len-1;i++)
{
g = 1.0/(Coeff*t+1);
if (t <= 0.5 ) g = 1;
beta = MathCos(pi*t);
alfa = g * beta;
price = iMA(NULL,0,1,0,MODE_SMA,Price,shift+i);
Sum += alfa*price;
Weight += alfa;
if ( t < 1 ) t += 1.0/(Phase-1);
else if ( t < Len-1 ) t += (2*Cycle-1)/(Cycle*Length-1);
}
if (Weight > 0) MABuffer[shift] = Sum/Weight;You should use the alfa[4]*close[4]+alfa[3]*close[3]+alfa[2]*close[2]+alfa[1]*close[1] and alfa*close form (alpha is different for each element)
Why don't you make a simple version that displays values of alphas and compare those to values of alphas in metatrader 4?
Thanks Mladen,
I will try this
In fact on MT4, I have the cfd price of my broker (Activtrade), and on Prorealtime this is another flux in Cash, so there are some big difference
Thanks a lot and See U later
Zilliq
Well, I try many many different things but it doesn't work and I defintively doesn't know why
My code seems to be ok:
****************************
weight=0
sum=0
for i=0 to Len
if i<=Phase-1 then
t = 1.0*i/(Phase-1)
else
t = 1.0 + (i-Phase+1)*(2.0*Cyclee-1.0)/(Cyclee*Length-1.0)
endif
beta = Cos(pi*t)
g = 1.0/(Coeff*t+1)
if t <= 0.5 then
g = 1
endif
alfa = g * beta
sum=sum+alfa*close
weight=weight+alfa
next
nonlagma=sum/weight
***************************
And similar to yours but as you see on my graph, the nonlagma is far far away from the close
Do you have an idea why, and do you have the NonlagMa code in Easy language (often easier to transcript) ???
Thanks a lot Mladen, I'm tired...
See U
Zilliq
Well, I try many many different things but it doesn't work and I defintively doesn't know why
My code seems to be ok:
****************************
weight=0
sum=0
for i=0 to Len
if i<=Phase-1 then
t = 1.0*i/(Phase-1)
else
t = 1.0 + (i-Phase+1)*(2.0*Cyclee-1.0)/(Cyclee*Length-1.0)
endif
beta = Cos(pi*t)
g = 1.0/(Coeff*t+1)
if t <= 0.5 then
g = 1
endif
alfa = g * beta
sum=sum+alfa*close
weight=weight+alfa
next
nonlagma=sum/weight
***************************
And similar to yours but as you see on my graph, the nonlagma is far far away from the close
Do you have an idea why, and do you have the NonlagMa code in Easy language (often easier to transcript) ???
Thanks a lot Mladen, I'm tired...
See U
Zilliq
Here is a version that calculates only the alphas : _nonlag_ma_alphas.mq4
Make something like that in protrader. Once they are the same, after that it should be easy to make the non lag ma the same too. The example is for period 50
Thanks a lot Mladen,
I will test with this first step
See U
Zilliq
Well,
First: good news I have the same EUR/USD as you as it will be easier to compare
But I don't succeed actually
Your code t ocalculate alpha is:
double Cycle = 4.0;
double Coeff = 3.0*Pi;
int Phase = NlmPeriod-1;
int len = NlmPeriod*4 + Phase;
if (ArraySize(alphas) != len) ArrayResize(alphas,len);
for (int k=0; k<len; k++)
{
if (k<=Phase-1)
double t = 1.0 * k/(Phase-1);
else t = 1.0 + (k-Phase+1)*(2.0*Cycle-1.0)/(Cycle*NlmPeriod-1.0);
double beta = MathCos(Pi*t);
double g = 1.0/(Coeff*t+1); if (t <= 0.5 ) g = 1;
alphas[k] = g * beta;
}
for(int i=len-1; i>=0; i--) nlm = alphas;
So, if I have well understand:
1/ First sted: It calculate all alphas from 0 to len-1
This is:
alphas[k] = g * beta;
2/ Second step, it adds all alphas from 0 to len-1
This is
for(int i=len-1; i>=0; i--) nlm = alphas;
The problem is that I have always the same alpha on my graph ? How can you have a different alpha on each candle as k, t and so on are always the same on each candles ?, and don't depends on the close ?
The code I have on Prorealtime seems to be the same:
Pi=3.14159265358979323846264338327950288
Cyclee = 4.0
Coeff = 3.0*Pi
Phase = NlmPeriod-1
len = NlmPeriod*4 + Phase
alph=0
for k=0 to len-1
t=0
if (k<=Phase-1) then
t = 1.0 * k/(Phase-1)
else
t = 1.0 + (k-Phase+1)*(2.0*Cyclee-1.0)/(Cyclee*NlmPeriod-1.0)
endif
beta = Cos(Pi*t)
g = 1.0/(Coeff*t+1)
if (t <= 0.5 ) then
g = 1
endif
alphas= g * beta
alph=alph+alphas
next
Well,
First: good news I have the same EUR/USD as you as it will be easier to compare
But I don't succeed actually
Your code t ocalculate alpha is:
double Cycle = 4.0;
double Coeff = 3.0*Pi;
int Phase = NlmPeriod-1;
int len = NlmPeriod*4 + Phase;
if (ArraySize(alphas) != len) ArrayResize(alphas,len);
for (int k=0; k<len; k++)
{
if (k<=Phase-1)
double t = 1.0 * k/(Phase-1);
else t = 1.0 + (k-Phase+1)*(2.0*Cycle-1.0)/(Cycle*NlmPeriod-1.0);
double beta = MathCos(Pi*t);
double g = 1.0/(Coeff*t+1); if (t <= 0.5 ) g = 1;
alphas[k] = g * beta;
}
for(int i=len-1; i>=0; i--) nlm = alphas;
So, if I have well understand:
1/ First sted: It calculate all alphas from 0 to len-1
This is:
alphas[k] = g * beta;
2/ Second step, it adds all alphas from 0 to len-1
This is
for(int i=len-1; i>=0; i--) nlm = alphas;
The problem is that I have always the same alpha on my graph ? How can you have a different alpha on each candle as k, t and so on are always the same on each candles ?, and don't depends on the close ?
The code I have on Prorealtime seems to be the same:
Pi=3.14159265358979323846264338327950288
Cyclee = 4.0
Coeff = 3.0*Pi
Phase = NlmPeriod-1
len = NlmPeriod*4 + Phase
alph=0
for k=0 to len-1
t=0
if (k<=Phase-1) then
t = 1.0 * k/(Phase-1)
else
t = 1.0 + (k-Phase+1)*(2.0*Cyclee-1.0)/(Cyclee*NlmPeriod-1.0)
endif
beta = Cos(Pi*t)
g = 1.0/(Coeff*t+1)
if (t <= 0.5 ) then
g = 1
endif
alphas= g * beta
alph=alph+alphas
nextZilliq
As I told : there is an array of aplhas
What I displayed there is an array of alphas - disregard the time component. Those are values of each and every alpha value in the array of alphas, Those are the weights that are applied to each price element that you use for calculation
I probably don't understand what you call array of alphas (I understand different alphas on each candle), sorry
I will try one more time...
I probably don't understand what you call array of alphas (I understand different alphas on each candle), sorry
I will try one more time...Zilliq
Coefficient (alpha) for price 0 == 1
Coefficient (alpha) for price 1 == 0.9nnnnn
and so on (as it is displayed by the non lag ma alphas indicator) and all that used for the len prices to get the current non lag ma value
Okay, I think I understand your explanations (you're great
) and I made differents tests on MT4 with your code
the alpha who as a different value from 1 to len-1 ponderate the price and at the end we divide by the summation of alphas
Thats why the first value of alphas to the right is always 1 and that's why evenv if we change ne nlm value the aspect of the alphas on the graph is always the same sort of snake)
Well, know I need to seek how I can do this on Prorealtime...