Elite indicators :) - page 427

 

Ali Bomaye

Mladen,you for sure fly like a butterfly,but don´t sting like a bee....And you know what I mean.

I requested a mod/fusion of 2 indicators a few days ago,I sent you an e-mail with further explanations,I would have understood the following replies:No,Not Yet,Yes in a few days,I am busy,Send me more proof it may work,whatever....

No reply? I don´t understand it....Don´t worry just say no,tempting isn´t it ? Go ahead or explain if there are any cultural matters that prevent you from acknowledging a request,even to say no.

S

 

Henderson Filter

Mlande thanks for your great work, it is really valuable and helped me a lot.

I would like to to ask you a question regarding the Henderson filter.

I found the indicator herein attached somewhere, I do not remember if here or in an other site (it seams very good, may be too good to be true) The questin is : Does it repaint ?

Can you explan where to look for in the code for understanding if an indicator repaints or not ?

Is it possible to change the code to do not have the repainting without loosing too much the benefits of such indicatore?

Thanks

Gia

Files:
 

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Simba

Market statistics indicator need high, low, open and close prices for calculation. Tick indicator generates (and is able to generate) only one value, hence it can not be used in that indicator.

Possible solution is to use the "tick data" indicator (you have access to it) since it generates a "regular" history offline data and then apply market statistics to that offline chart. Not sure if it (market statistics) will work on an offline chart (since it depends on starting date) but it is worth to try it like that

SIMBA:
Mladen,you for sure fly like a butterfly,but don´t sting like a bee....And you know what I mean.

I requested a mod/fusion of 2 indicators a few days ago,I sent you an e-mail with further explanations,I would have understood the following replies:No,Not Yet,Yes in a few days,I am busy,Send me more proof it may work,whatever....

No reply? I don´t understand it....Don´t worry just say no,tempting isn´t it ? Go ahead or explain if there are any cultural matters that prevent you from acknowledging a request,even to say no.

S
 

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Gia

Henderson filter is a kind of a centered filter-average, which means that it has t extrapolate missing data from the right side. So,, yes, it recalculates half period bars (in this case I say recalculate since it has to extrapolate missing data)

Maybe the best place to read about Henderson filter is here : http://www.abs.gov.au/websitedbs/d3310114.nsf/51c9a3d36edfd0dfca256acb00118404/5fc845406def2c3dca256ce100188f8e

As of if it can be made not to recalculate : almost all centered averages are very similar to linear weighted average if the centered part is left out. If you compare the 2 you will see that the loss would be significant even though the weight coefficients would be somewhat different - the result would not be as smooth as the original filter

Gia:
Mlande thanks for your great work, it is really valuable and helped me a lot.

I would like to to ask you a question regarding the Henderson filter.

I found the indicator herein attached somewhere, I do not remember if here or in an other site (it seams very good, may be too good to be true) The questin is : Does it repaint ?

Can you explan where to look for in the code for understanding if an indicator repaints or not ?

Is it possible to change the code to do not have the repainting without loosing too much the benefits of such indicatore?

Thanks

Gia
 

An older indicator revisited

Good morning Mladen,

Please would you be kind enough to get this "Volatility bands percent" to change colour when it passes a predefined level?

Appreciate your help.

Successful day to you.

 

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Nod

Here you go It is using the adaptive atr calculation from the adaptive atr channel (I hope I understood correctly that it was the one you wanted to use) Added atr multiplier too, so you can set the desired multiplier (in which case atr is multiplied by it and then that value is used as a projected stop loss). Close is used t calculate efficiency ratio (which should be OK since in the original Perry Kaufman efficiency ratio he used only close to)

nodp53:
Mladen, is it possible to make a ATR risk calculator based on adaptive ATR?

Thanx a Lot

Nod
 

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ValeoFX

Made it this way (changing colors would require more buffers, so made it in a histogram version). Levels are adjustable through parameters

ValeoFX:
Good morning Mladen,

Please would you be kind enough to get this "Volatility bands percent" to change colour when it passes a predefined level?

Appreciate your help.

Successful day to you.
 
mladen:
Gia

Henderson filter is a kind of a centered filter-average, which means that it has t extrapolate missing data from the right side. So,, yes, it recalculates half period bars (in this case I say recalculate since it has to extrapolate missing data)

Maybe the best place to read about Henderson filter is here : http://www.abs.gov.au/websitedbs/d3310114.nsf/51c9a3d36edfd0dfca256acb00118404/5fc845406def2c3dca256ce100188f8e

As of if it can be made not to recalculate : almost all centered averages are very similar to linear weighted average if the centered part is left out. If you compare the 2 you will see that the loss would be significant even though the weight coefficients would be somewhat different - the result would not be as smooth as the original filter

Thank you very much for your explanation and thank for the advided site as well, very interesting.

I was tring to use the Henderson filter in a EA, but because of the repainting it is difficult to implementi it in a EA (at least for my coding capabilities). Do you have some advicese about how to use it in a EA ?

Thanks

Gia

 

Thank you Mladen

mladen:
ValeoFX

Made it this way (changing colors would require more buffers, so made it in a histogram version). Levels are adjustable through parameters

=====================================

What an innovative idea!

Many thanks for your time.Always much appreciated.

Best personal regards.

 

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Gia

Since EAs work in "signaling mode" I do not recommend using any recalculating indicator from EA (not possible to take clear signals n recalculating indicators). They are exclusively meant to be used in discretional - manual decision taking

Gia:
Thank you very much for your explanation and thank for the advided site as well, very interesting.

I was tring to use the Henderson filter in a EA, but because of the repainting it is difficult to implementi it in a EA (at least for my coding capabilities). Do you have some advicese about how to use it in a EA ?

Thanks

Gia
Reason: