Elite indicators :) - page 1352

yudaxuan
9
yudaxuan  
mladen:

yudaxuan

Here is a version in which you can adjust that too


Dear mladen
Thank you very much for your timely response, I will immediately install and test, once again thanks.
whisperer
1881
whisperer  
mladen:

For Halloween


It is a digital filter based on sync() function. In short sync is defined as sync(n) = sin(n*Pi)/(n*Pi) and is, as it is obvious, using a syne wave like shaped coefficients for filtering - smoothing.

But, there is a but : sync can not be used "as is" for that purpose or one will get surprised with the result "jumping around" for different calculating lengths (I know at least one person that did not know that and was even bragging with a "fastest moving average there is" based on sync() and I suppose that by the time he discovered that "jumping effect" al he was left to do is to disappear from internet scene). For purpose of avoiding that, windowing is used. In this indicator I "overdid" a bit and made almost every window variation that is found in wikipedia (here is a link with rather good description of different types of window functions : Window function - Wikipedia, the free encyclopedia ).

After this description, now about some of the parameters. The 3 most important parameters are the frequency cutoff, the filter (window) type and the "causal" parameter.

Filter type can be :

0 - Hamming

1 - Hanning

2 - Blackman

3 - Blackman Harris

4 - Blackman Nutall

5 - Nutall

6 - Bartlet zero end points

7 - Bartlet Hann

8 - Hann

9 - Sine

10 - Lanczos

11 - "flat top"

Frequency cutoff can vary between 0 and 0.5. General rule is that the greater the cutoff is the "faster" the filter is, and the smaller the cutoff is the smoother the filter is.

And the most "problematic" parameter : the causal. In original filters (in digital signal processing) they are mostly using a non-causal (centered) mode since that way they can get a much clearer signal and a delay in a couple of hertzs is not noticeable at all. But in TA it can cause problems. So I decided to have an option to have a causal (non-recalculating, non-centered mode) and a non-causal (recalculating centered mode). One may ask why did I leave the non-causal mode. Well, for estimations, and for some other possible applications, And I like the extrapolation method used in it (it makes the possible error less and less depending on distance from current bar). Recalculation takes is (period-1)/bars (for example for a 15 period filter 7 bars can recalculate : 7th very little, 6th a bit more and so on ... I think that explains the how extrapolation is done) . Here is a comparison of the 2 modes (15 period, 0.01 Bartlet-Hann window types) :

Second indicator attached was a tool I made to check myself if I am doing the windowing OK. Decided to post it here too since it can help greatly in understanding how the filtering is done for some window type and that way it can help. Here is how a Bartlet-Hann window looks like for cutoff 0.1 (left) and 0.01 (right along with filters with same window type and cutoffs

Is there a newer version of this?
Mladen Rakic
151618
Mladen Rakic  
whisperer:
Is there a newer version of this?
Will check
tkrkmksk
45
tkrkmksk  

Dear Sir

 I want to use this stoch indicator alongwith  your laguerre PPO for exit purpose. Can you check whether this stoch indiator will repaint? Please post  any alternate stoch indicator(coded by you only) if available.

Thank you for your support every time.

Mladen Rakic
151618
Mladen Rakic  
tkrkmksk:

Dear Sir

 I want to use this stoch indicator alongwith  your laguerre PPO for exit purpose. Can you check whether this stoch indiator will repaint? Please post  any alternate stoch indicator(coded by you only) if available.

Thank you for your support every time.

tkrkmksk

That indicator repaints those vertical lines

tkrkmksk
45
tkrkmksk  
mladen:

tkrkmksk

That indicator repaints those vertical lines

Thank you for your immediate response. Can you guide some indicators to exit partially and to reenter if necessary. I feel laguerre PPO looks great and I want to get one more to add with it. 
William Snyder
9496
William Snyder  

This is an updated mt4 level stop reverse, made it more user friendly with 7 different display options and 20 different price options.

 

 

tkrkmksk
45
tkrkmksk  
mrtools:

This is an updated mt4 level stop reverse, made it more user friendly with 7 different display options and 20 different price options.

 

 Thank you very much

Mladen Rakic
151618
Mladen Rakic  

On chart rsi (no more 'experiment" in the name : no need any more)


Addition to the experiment version is the price pre-smoothing possibility (4 basic types of averages), which makes it a rsi of moving average too if the price smoothing option is used. Some interesting results when price smoothing and price filtering is used can be produced - some parameters testing is advised


Dirk Härtel
143
Dirk Härtel  

Hello,

I have a question. Would it be possible to make the indicator Blau - smi averages 2 as a "on chart" indicator too?

Thx

D.