Elite indicators :) - page 192

[Mladen Rakic]

SSA (singular spectrum analysis) in general (which is the basis of SSA bars) recalculates last Lagbars.

It is doing it all the time (depending on price changes, of course. Most obvious situations are when there are reversals, when you will notice rather big changes invalues) since it is trying to fit the value the best it can to price changes

regards

Mladen

killerpips:
Please do you have sth i can read to know how to use the TTM Ssa Bars ??

Or some explanations . . . How is it reacculating? When is it doing it?

When should i consider the color as final? Brief how to use it, i have put it, but somes difficulties to use it.

Thank you for your explanations . . .

[Mladen Rakic]

[hbear]

VMA/Ehlers Zone

Mladen

I found both VMA and EhlersNonlinearFilter and especially VMA Zones great indicators. VMA zones draws a band based on high and low of the VMA.

Could you make VMA zones and also zone version of the Ehlers filter?

The NT code for the VMA zone is like this:

Upper.Set(VMA(High, Length, Volatility)[0]);

Lower.Set(VMA(Low, Length, Volatility)[0]);

I attached the indicator in MQL.

Thanks,

Heiko

[hbear]

mladen:
Heiko,

First the Vidya zone

Added one thing : a middle line. You can turn it of (or any of the 3 Vidya values) by setting the appropriate CmoPeriod (Chande momentum period) to less than 1.

PS: any of the 3 Vidyas is fully controllable (so they do not have to be same periods or smoothing periods) That way it can even be "misused" to do something like this (in a single indicator) :

regards Mladen

Quick as the wind....

I am not sure though whether your version is equal as the lines are crossing each other in certain movements.

In the NT version it seems this is not possible.

I attached an example. May it depends on the settings..I am just checking.

[altoronto]

SSL Bar 3 - no repaint

Hi Mladen, can you fix attached indicator for repainting issue?

As always, thank you in advance.

[Mladen Rakic]

Heiko,

First the Vidya zone

Added one thing : a middle line. You can turn it of (or any of the 3 Vidya values) by setting the appropriate CmoPeriod (Chande momentum period) to less than 1.

PS: any of the 3 Vidyas is fully controllable (so they do not have to be same periods or smoothing periods) That way it can even be "misused" to do something like this (in a single indicator) :

____________________________

PS: be advised that this version has an error in it. I have left it here as a comparison to the correct one (correct one can be downloaded from this post : https://www.mql5.com/en/forum/general )

regards

Mladen

[peterke]

Vidya Zone

Can someone confirm that the Vidya Zone is used by buying or selling as price exits the zone?

thanks

Peter

[hbear]

peterke:
Can someone confirm that the Vidya Zone is used by buying or selling as price exits the zone?

thanks

Peter

Hi Peter

Yes. I only recently discovered this indicator, but there are a number of trading systems which use an upper and lower band in order to improve signal quality.

I am a great fan of dynamic support and resistance and thus the VMA and also the mentioned Ehlers filter seem to have potential.

I will perform a forward test strategy in NinjaTrader and see how it goes.

This kind of indicator could work also well within a Neural Network.

[bulliz]

Hi mladen,

thanks for the great support here in the elite section.

I have a little request for you, I would like an indicator like the last one you made for me in the advanced elite section named "Moving average cross SR".

In this case the support and resistance must be drawed when William's percent range(WPR) cross a certain level, for example:

WPR crosses over -40 level, then the indicator draws the level at high of the bar cross.

WPR crosses under -60 level,then the indicator draws the level at low of the bar cross.

Many thanks

Regards

bulliz

[Mladen Rakic]

Heiko

Here is the Ehlers non linear filter zone indicator too. But ...

The name of it is not "non linear filter" for a simple reason : the one you posted is a modified Ehlers Distance coefficient filter (will post Ehlers NonLinear filter in next post) In order to avoid future confusion in names and values decided to make it this way

Some things that need to be told : even though this version is not limited in length as the original tradestation version is (which, implicitly can have a maximal length of 50), be advised that the longer the Length processing time is going to raise exponentially (it is a classical case of an equal length loop within a loop) and you might end up waiting for it to "go alive" for big Length parameters. Also, this time I compared results to tradestation version results and they match completely. As you can see, there are some points that can happen (very rarely, but can) and they are happening both on metatrader version as well as on tradestation original at exactly same place

Metatrader version

And the same thing on Tradestation

PS: additional parameter OriginalCalculation is there to control do you want original calculation (as described in document attached bellow) or you want and additional price pre-smoothing (that is the modification that is made)

regards

mladen