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Volatility Quality Index - page 63

Mladen Rakic
163554
Mladen Rakic  
vitoingletto:
volatility_quality_expert_advisor_1.1.mq4thank you Gfuchs , I didn't noticed that.... . I have done it and it works now. Now if Gfuchs and Mladen have pleasure to carry on on this, I'd like to solve the problem of the indicator delay. What was sayed in post https://www.mql5.com/en/forum/general by Mladen is true but when I use the 5Mtf VQ(mtf)indicator in demo on 1m graphs (steady mode) the signal which appears after the first 1Mtf bar, until now, it was confirmed always in 5Mt. The difference, I think, is that on the lower tf we can spot earlier the signal (even one minute earlier of the 5Mtf graph closing bar is precious..). This could be done regardless the personal strategy that someone is using. Now with the new modification of the post https://www.mql5.com/en/forum/general the ea opens, in 1Mtf, correctly the signals of the 5Mtf VQ(mtf)indicator. Thank to Gfuchs we understand the it opens a single position too. But It opens with 5m delay. Same delay that you encounter on the mail notification. But, illogically (for me..), the visual arrow signal (steady mode) on 1Mtf graph appears before the 5M tf bar closure and it's the same arrow that, at the same time, appears on a 5Mtf graph with identical indicator and with identical set of the prior one on the 1Mtf graph . I think that the mail notification should be the same that gives to the EA the order to buy or sell. That because the EA (steady mode), with 5Mtf VQ(mtf)indicator in demo on 1m graphs opens with a delay, but compared to the EA(steady mode), with 5Mtf VQ(mtf)indicator in demo on 5m graphs opens exactly at the same time; but on 1Mtf the arrow appears much earlier than on the 5Mtf, still being the same. I ask again everybody. Any solution to make the indicator gives the signal at the same time it appears on 1Mtf? thank everybody for your time. Sorry for being so prolix...volatility_quality_expert_advisor_1.1.mq4

vitoingletto

You can not expect that a 5 minute indicator behaves the same way as 1 minute ones. 5 minute indicators have to display 5 same values over 1 minute charts (since 5 bars of 1 minute charts belong to same 5 minute bar)

Also, if you are using that test in a back test, in a back test indicators "know the future" and you can not use the current bar value as in runtime. Please test a multi time frame in a runtime and you will see exactly what is going on with multi time frame indicator on a current opened bar of the higher time frame indicator value

vito
37
vito  

I did already in runtime and happen what I described in the post( https://www.mql5.com/en/forum/general) I probably was not clear in my expostition ,I said " But, illogically (for me..), the visual arrow signal (steady mode) on 1Mtf graph (...sorry I meant>runtime) appears before the 5M tf bar closure and it's the same arrow that, at the same time, appears on a 5Mtf graph (>runtime) with identical indicator and with identical set of the prior one on the 1Mtf graph ". The graph (1m and 5m)are synchronous but on the first the signal appears in advance compared to the same signal of the 5m graph. Waiting for developments.. Thank again everybody.

mladen:
vitoingletto

You can not expect that a 5 minute indicator behaves the same way as 1 minute ones. 5 minute indicators have to display 5 same values over 1 minute charts (since 5 bars of 1 minute charts belong to same 5 minute bar)

Also, if you are using that test in a back test, in a back test indicators "know the future" and you can not use the current bar value as in runtime. Please test a multi time frame in a runtime and you will see exactly what is going on with multi time frame indicator on a current opened bar of the higher time frame indicator value
Mladen Rakic
163554
Mladen Rakic  
vitoingletto:
I did already in runtime and happen what I described in the post( https://www.mql5.com/en/forum/general) I probably was not clear in my expostition ,I said " But, illogically (for me..), the visual arrow signal (steady mode) on 1Mtf graph (...sorry I meant>runtime) appears before the 5M tf bar closure and it's the same arrow that, at the same time, appears on a 5Mtf graph (>runtime) with identical indicator and with identical set of the prior one on the 1Mtf graph ". The graph (1m and 5m)are synchronous but on the first the signal appears in advance compared to the same signal of the 5m graph. Waiting for developments.. Thank again everybody.

vitoingletto

If the indicator is set to use real time signals and it uses the signals from an opened bar it can not happen that you have a delay. What you are describing (that the signal on 5 minute indicator appears on an opened bar and does not change and that the ea uses that signal only after 5 minutes ) can happen only if you are doing visual back test and if your ea is set to work on a closed bar.

Please, avoid making conclusions based on visual back testing of a multi time frame indicators

vito
37
vito  

Thank for the quick answer. I'll see again on monday in runtime mode. thank again

mladen:
vitoingletto

If the indicator is set to use real time signals and it uses the signals from an opened bar it can not happen that you have a delay. What you are describing (that the signal on 5 minute indicator appears on an opened bar and does not change and that the ea uses that signal only after 5 minutes ) can happen only if you are doing visual back test and if your ea is set to work on a closed bar.

Please, avoid making conclusions based on visual back testing of a multi time frame indicators
Mladen Rakic
163554
Mladen Rakic  
vitoingletto:
Thank for the quick answer. I'll see again on monday in runtime mode. thank again

I have a feeling that we are talking about different things all the time. That why I really do recommend that you test that in a run-time - that should clarify better some things than any explanation will

vito
37
vito  

Here we are, back again. Hope the picture is sufficiently clear of what I am trying to say. The same with identical set graph indicators give both arrows signal with 5 minutes delay each other. But the EA and the mail signal works (indifferently on M1&M5 GRAPH) according the M5 signal. That's a real pity because we lost, in this case, the first 5 minute earlier the signal when the movement is stronger and more robust. Please note that both M1&M5 indicators are in steadymode. There is any way to modify the indicator/EA to make them working on the first signal (the very first one om M1 graph )? A 2 cents suggestion. Would be already enough to make the EA works on the color change.... thank for your attention. Ad maiora!

mladen:
I have a feeling that we are talking about different things all the time. That why I really do recommend that you test that in a run-time - that should clarify better some things than any explanation will
Files:
vq_5mtf.jpg 405 kb
vito
37
vito  

update. Actually, on higher timeframe (M30-H1-H4), the indicator even in steady mode can repaint sometimes. But higher tf are usefull for understanting trend. Mladen was right. The lower tf seems to be more reliable..

vitoingletto:
Here we are, back again. Hope the picture is sufficiently clear of what I am trying to say. The same with identical set graph indicators give both arrows signal with 5 minutes delay each other. But the EA and the mail signal works (indifferently on M1&M5 GRAPH) according the M5 signal. That's a real pity because we lost, in this case, the first 5 minute earlier the signal when the movement is stronger and more robust. Please note that both M1&M5 indicators are in steadymode. There is any way to modify the indicator/EA to make them working on the first signal (the very first one om M1 graph )? A 2 cents suggestion. Would be already enough to make the EA works on the color change.... thank for your attention. Ad maiora!
Mladen Rakic
163554
Mladen Rakic  

Updated volatlity quality zero line (alerts and multi time frame) : volatility_quality-zero_line_histo_mtfalerts_nmc.mq4

Originally it was posted here : https://www.mql5.com/en/forum/general

Mladen Rakic
163554
Mladen Rakic  

Updated version of volatility quality zero line (to avoid some compiler warnings) : volatility_quality_-_zero_line_nmc.mq4

Original was posted here : https://www.mql5.com/en/forum/general

Greg
11
Greg  

The live candle will always repaint ....other than that's it does fine..here is the indi..Im using.."

I know it's a very late for any answer.

I re-read almost everything in this thread, but want to comment "live" after 6 y

If You have a problem with repainting candles, doesnt matter the "nrp" version, put the EA on RENKO.

It should work excellent.