Elite indicators :) - page 245

newtrader100
105
newtrader100  

Mladen, would you kindly make alert for when two different settings - color deviations 7 and color deviations 14 for instance - both trigger on same bar or close equivalent?

(If possible same or different timeframes - just looking for concurrent triggers on same bar. Trades shown below taken by an EA I made with EA builder, but I have no idea about nuts and bolts coding, just putting logic blocks together.)

Best regards.

Files:
Mladen Rakic
151209
Mladen Rakic  

Ben

Try this one out. I did not clean it up just added a mtf functionality (the way it alerts is rather complicated so I left it as is and just made the basic part mtf able)

regards

Mladen

bkennedype:
Hi mladen,

Can you make this MTF?

Thanks

Ben
bkennedype
60
bkennedype  

Thanks...........

mladen:
Ben

Try this one out. I did not clean it up just added a mtf functionality (the way it alerts is rather complicated so I left it as is and just made the basic part mtf able)

regards

Mladen
Mladen Rakic
151209
Mladen Rakic  

Something to toy with on weekend

_____________________

I was wondering what would happen if Hull moving average would use some other average as "underlying" average (just a quick explanation for those that do not know it : Hull is calculated as lwma(2*lwma(price,halfPeriod)-lwma(price,period),square root of (period)) where "lwma" is linear weighted moving average, so decided to use Jurik smooth for that purpose. This is the result (compared are the "regular" Hull moving average (blue) and this variation (red))
PS: HullPhase parameter refers to Jurik smooth phase and can vary from 100 ("fastest" but with overshooting, to -100, "slowest" with minimal overshooting - the "phase" was introduced by Mark Jurik since he was aware of the overshooting problem of jma too)

A pleasant weekend to all

regards

Mladen

kalusao
29
kalusao  

Thanks for the Hull MA variation indicator, mladen!

I have tried to integrate that indicator into your Trend envelopes (averages)-histo indicator.

For that I've added the ismooth function and the following function into the Trend envelopes (averages)-histo indicator.

double iHma_var(double price, double period, int i, int s=0)

{

double HalfP = HullPeriod/2.0;

double SqrtPeriod = MathSqrt(HullPeriod);

double price2 = iMA(NULL,0,1,0,MODE_SMA,HullPrice,i);

double step1 = iSmooth(price2 ,HalfP,HullPhase,i, 0);

double step2 = iSmooth(price2 ,HullPeriod,HullPhase,i,10);

return (iSmooth(2.0*step1-step2,SqrtPeriod,HullPhase,i,20));

}

When comparing the histogram with the Hull MA variation values I see that it is not 100% the same.

Could you please tell me where my mistake is?

Mladen Rakic
151209
Mladen Rakic  

kalusao

I don't think you have an error or that you are making a mistake somewhere

Trend envelopes are not showing 1 to 1 a slope of the underlying moving average it uses (it's main filter (lines 135-136) goes like this :
if (Close>smax) trend= 1; if (Close<smin) trend=-1;
Even with deviation set to 0 trend envelopes is not showing the slope of the average but when Close crosses the average of UpperPriceor LowerPrice(I am talking here about the case when the deviation is set to 0 - otherwise when the close crosses the lower or higher envelope created as a % change of the average up or down), hence the difference in the things indicated.

_________________________

Just one suggestion : if you are calling the function through the iCustomMA(...) then in the function you are already passing HullPeriod (the periodparameter in the function - it can be used instead of HullPeriod in the function) and price(you can use it instead of price2) and that way it will be shorter and more "integrated"

regards

Mladen

kalusao:
Thanks for the Hull MA variation indicator, mladen!

I have tried to integrate that indicator into your Trend envelopes (averages)-histo indicator.

For that I've added the ismooth function and the following function into the Trend envelopes (averages)-histo indicator.

double iHma_var(double price, double period, int i, int s=0)

{

double HalfP = HullPeriod/2.0;

double SqrtPeriod = MathSqrt(HullPeriod);

double price2 = iMA(NULL,0,1,0,MODE_SMA,HullPrice,i);

double step1 = iSmooth(price2 ,HalfP,HullPhase,i, 0);

double step2 = iSmooth(price2 ,HullPeriod,HullPhase,i,10);

return (iSmooth(2.0*step1-step2,SqrtPeriod,HullPhase,i,20));

}

When comparing the histogram with the Hull MA variation values I see that it is not 100% the same.

Could you please tell me where my mistake is?
kalusao
29
kalusao  

Thanks a lot Mladen !!!

Manu
81
Manu  

mama

Hi mladen,

Could you please, give me more explanations about parameters on mama indicator. Fast ma, slow ma...

Thanks in advance,

Regards,

Mladen Rakic
151209
Mladen Rakic  

Shortest description of mama would be that mama is an adaptive ema. All the math there is used to determine what would be and "ideal" period for calculating ema in order to lag as little as possible.

The FastLimit and SlowLimit are there in order to limit ema within certain bounds. Fast limit of 0.5 is equivalent to ema(3) and slow limit of 0.05 is equivalent to ema(39). The "step" nature of it comes from those bounds: when it exceeds either of the bounds it is then corrected to stay within the bounds and that is one of the reasons why the "steps" are forming (the other (the main) is within the way how "ideal" period is calculated).

regards

Mladen

Tradefx1:
Hi mladen,

Could you please, give me more explanations about parameters on mama indicator. Fast ma, slow ma...

Thanks in advance,

Regards,
Manu
81
Manu  

Many thanks mladen

regards,