All John Ehlers Indicators... - page 49

William Snyder
9395
William Snyder  

This is rsi oma but changed out the ma with the super smooth its mtf with alerts on slope change or rsi super smooth and signal cross.

Updated version posted here : https://www.mql5.com/en/forum/174980

Sohocool
106
Sohocool  

Hi Mladen,

Many thanks for your adaptive super smoother

I noticed that you changed into super smoother b1 line :180 by Pi.

So,i tried to modify this line,to check, but the indicators does not work ,with period variable ,only period =10 , 20 ,40 .

I do not understand why ???

Mladen Rakic
106535
Mladen Rakic  
sohocool:
Hi Mladen,

Many thanks for your adaptive super smoother

I noticed that you changed into super smoother b1 line :180 by Pi.

So,i tried to modify this line,to check, but the indicators does not work ,with period variable ,only period =10 , 20 ,40 .

I do not understand why ???

sohocool,

In the original tradestation code they use 180 in the call to Cosine() function when they calculate b1. What you have to know is that Cosine() for tradestation works using degrees while MathCos() for metatrader uses radians. That is why the 180 needed to be replaced by Pi in metatrader version - to make them equal. It is simply a compatibility issue of the two trading platforms that do not work the same way in same named functions

Sohocool
106
Sohocool  

Many thanks Mladen,

I plane to code dema with the alpha of swiss Army Knife :

alpha = (Cosine(360/Period) + Sine(360/Period) - 1) / Cosine(360/Period);

Must i change 360 by 2*PI ???

Mladen Rakic
106535
Mladen Rakic  
sohocool:
Many thanks Mladen,

I plane to code dema with the alpha of swiss Army Knife :

alpha = (Cosine(360/Period) + Sine(360/Period) - 1) / Cosine(360/Period);

Must i change 360 by 2*PI ???

In short : yes (in metatrader)

secretcode
896
secretcode  
mladen:
sohocool

Thanks to you too for that idea and implementation

______________________

Actually I was thinking the other direction now (I mean regarding macd). What occurred to me is that the calculation length of super smoother does not have to be an integer value. And when I see a smoother / average / filter that allows a fractional length for calculation, an alarm bell rings and tells "adapting"

So here is an adaptive version of super smoother with a fractional length for calculation. At a first glance it seems like an improvement compared to "non-adaptive" version, but, as usual, please whoever uses it do some testing before using either of the 2. I am a freak when it comes to adaptive indicators (in my opinion they always beat the non-adaptive ones) but it probably depends on preferences and trading style

Mladen

Would it be possible for you to make good old adx indicator (attached) using latest super smoother ?

Thanks in advance

secretcode

Files:
William Snyder
9395
William Snyder  
secretcode:
Mladen

Would it be possible for you to make good old adx indicator (attached) using latest super smoother ?

Thanks in advance

secretcode

Secretcode made this one.

Updated version posted here : https://www.mql5.com/en/forum/174980

secretcode
896
secretcode  
mrtools:
Secretcode made this one.

Thank you so much Mrtools for super smoother DMI indicator

Best wishes

secretcode

Mladen Rakic
106535
Mladen Rakic  

It is not widely known that John Ehlers' RSI smoothed uses 4 period TMA (the regular triangular moving average, not the centered one) for smoothing (what he calls a FIR filter in the document where he describes it). This version replaces that smoothing type with a super smoother (again one of the John Ehlers' ones, so it is "all John Ehlers" indicator again

The bigest difference in smoothing is that you can chose the smoothing length too in this one, so it is even more flexible as far as the usage of it is concerned. If you wish to turn the smoothing off, set the SmoothLength to <=1. If you compare it to regular RSI even with the smoothing turned off, they are not the same since the calculations are not the same. Attaching the document explaining how exactly smoothed RSI is calculated and how John Ehlers intended it to be used

xard777
1243
xard777  
mladen:
And a super smoother macd (once when the super smoother is made as function it is easy to make a macd out of it) This one has even the signal line calculated as super smoother

Hi mladen,

Can you add an alert to the super smoother macd.mq4 indicator ?

Thanks

All the best

Xard777