Elite indicators :) - page 267

William Snyder
9496
William Snyder  

SSA normalized

Here's a mtf of Ssa normalized!

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

Yves
543
Yves  

Thank you mrtools!

Hercs
2970
Hercs  
Files:
jrsx.mq4 5 kb
SIMBA
2078
SIMBA  
mrtools:
Here's a mtf of Ssa normalized!

Thanks

S

hughesfleming
273
hughesfleming  

SSA + Extrapolation

Thank you Mladen for these,

Would it be possible to add a start date to win_ssa normalized as an additional option to bars back to fix the start point of the FFT.

Many thanks,

Alex

Mladen Rakic
151720
Mladen Rakic  

This one should add a finishing touch to the Fourier extrapolation of the full SSA normalized

_________________________

While testing the previous version (WIN_SSA_Normalized) was fooling around with harmonics number and was lucky enough to try 100 as the first testing and CPU usage went to where it should not have. Even with default 50 for harmonics number it is slowing down the terminal. So, the solution is obvious : it has to be faster.

Here is the faster one. 2 steps done :
1st step - it is a single indicator now (this step does not speed it up significantly (iCustom() call overhead is not that bad), but I simply do not like the "multiple file" indicators when it depends if the other indicator(s) are saved with their proper names, if they have been changed ... )

2nd step - speeding up the Fourier extrapolation and it is only one logical way - avoid mql

Unpack the Fourier extrapolation.dll to libraries folder (it is needed in order for this one to work. This indicator also needs the libSSA.dll). Known issue : sometimes (for very large harmonics number) terminal freezes (not in the way mql freezes when you wait and wait, but it seems as if it is in a kind of endless loop). So far did not locate the problem but when I do (if it is not a metatrader problem of course) then a newer dll will be posted. Harmonics numbers of up to 150 are rather safe (from my tests) and in a normal usage it should be enough - with those numbers it gives you an almost perfect match of the indicator values (here is an example of harmonics number set to 150 - as you can see the past values are almost a perfect match)
As of using the Fourier extrapolation.dll : one parameter needs to be taken care of - when passing the array that will receive extrapolated values ("prediction" array in the prototype) you must provide future bars + 1 size array - the extra 1 is used to connect the past values to the future values (it is a consequence of how metatrader draws lines)

_________________________

PS: disregard the remark about the known issue - made it prevent re-entrance and it seems to solve the problem. Just download the dll again if you downloaded it before the change

Mladen Rakic
151720
Mladen Rakic  
Files:
rsx.mq4 3 kb
adeo
118
adeo  

Pal

ValeoFX:
... I am studying the M15 with this in mind and it looks very promising for reverse trades providing certain criteria is met.....

Been looking for a way to introduce this...

Pips A Lot (PAL) is something that I've been working on for quite awhile

Credit Mladen for his cleanup

The idea is that the past is the past; what matters is now.

The last and the current bar say a lot about the market sentiment.

The same wicks you see on M15 show up as pretty significant from time to time using PAL presets 1,0,1,1

I've been looking at GbpUsd with values of +/-50

I had this EA done to evaluate the idea (the EA extracts PalLine so as to not call iCustom).

It has done well for some conditions over as much as 60days in backtest

It has NOT, however, been able to run for a year with setting that I have found

Maybe someone here can help find some use for PAL and some value in the EA.

One thing that I have found is that tiny candles can really mess up PAL; it would be clever to throw those (that match a preset) out and maybe use the prior bar in its place?

Good luck and I would appreciate any and all feedback.

Hercs
2970
Hercs  
mladen:
ValeFX

That indicator is calculating all the bars on every tick (well, almost all the bars - just the first Len bars are left out)

Use the one attached here instead - it should solve your problems.

I am not aware of a "JRSX_new" : I did make a "rsx new", but that is the one I am attaching here. As of that message : it is probably due to limit exceeding Bars-1 at the start of the calculation (it is not a part of rsx calculation unless in some mysterious way the "JRSX_new" uses minimums and / or maximums which is highly unlikely) That error is benign and can not cause sluggishness.

regards

Mladen

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

Many thanks for the explanation and assurance about the "alerts" and "yes" I should have written "rsx new" (apologies)

Thank you for the latest attachment; much appreciated.

Best regards.

altoronto
318
altoronto  
adeo:
Been looking for a way to introduce this...

Pips A Lot (PAL) is something that I've been working on for quite awhile

Credit Mladen for his cleanup

The idea is that the past is the past; what matters is now.

The last and the current bar say a lot about the market sentiment.

The same wicks you see on M15 show up as pretty significant from time to time using PAL presets 1,0,1,1

I've been looking at GbpUsd with values of +/-50

I had this EA done to evaluate the idea (the EA extracts PalLine so as to not call iCustom).

It has done well for some conditions over as much as 60days in backtest

It has NOT, however, been able to run for a year with setting that I have found

Maybe someone here can help find some use for PAL and some value in the EA.

One thing that I have found is that tiny candles can really mess up PAL; it would be clever to throw those (that match a preset) out and maybe use the prior bar in its place?

Good luck and I would appreciate any and all feedback.

Thank you Adeo for sharing with us and I have a question for Mladen. Is it possible to add your famous smooth function into this indicator?

As always, thank you in advance.