Elite indicators :) - page 371

Mladen Rakic
151105
Mladen Rakic  

shusta

It is a multi time frame indicator. It must update all the bars that belong to target time frame other than the current chart time frame.

Updating all the bars that belong to target time frame in multi time frame indicators is not a repainting but quite the opposite : if not all the bars belonging to target time frame are updated, then you would get a repainting indicator (a simple change back and forth of a chart, restarting and similar would give you a completely different values than it should be)

regards

Mladen

shusta:
hi mrtools,

is it possible does 4 time frame ERGODIC CCI no repaint?

thank you very much
bbjurek
67
bbjurek  

zero lag HMA - cross

Dear Mladen

can You make histogram indicator: cross 2 zero lag HMA, EA ready version?

If are possible arrows on chart window and alerts on corss, add they too.

thakns bbjurek

Mladen Rakic
151105
Mladen Rakic  

bbjurek

Here you go

Made 3 "flavors" : 1st is on chart indicator that shows the 2 zero lag Hull moving averages, their slopes and their crosses. 2nd is a histo version that shows relative position of 2 zero lag hull moving averages (it shows trend) as well as on chart arrows. These 2 are multi time frame and have alerts too. And the 3rd one is the one made for EA. It has only the basic (since from the EA you can specify a time frame in the iCustom() parameters and it should be as fast as it it possible) Using it from EA would then go something like this :

int currTrend = iCustom(NULL,desiredTimeFrame,"Zero lag Hull CD histo - for EA",FastHullLength,FastHullPrice,SlowHullLength,SlowHullPrice,4,0);

int prevTrend = iCustom(NULL,desiredTimeFrame,"Zero lag Hull CD histo - for EA",FastHullLength,FastHullPrice,SlowHullLength,SlowHullPrice,4,1);

if (currtrend!=prevTrend)

if (currTrend==1)

{

code for buy

}

else

{

code for sell

}

Here is a chart with the 3 indicators packed on it in rder to see them compared. The "for EA" is the lowest and it is current time frame (since it can not be mtf) the other 2 are 1 hour time frame on 30 minute chart

regards

Mladen

bbjurek:
Dear Mladen

can You make histogram indicator: cross 2 zero lag HMA, EA ready version?

If are possible arrows on chart window and alerts on corss, add they too.

thakns bbjurek

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

spotforex
79
spotforex  

Modified version of MACD different pairs

Hi Mladen,

Could you please create a phase accumulation version of your MACD different pairs indicator.

Thanks again!!!

-spotforex

mladen:
fx40

It is working (those are real values of macd for those pair) but one value is much bigger (the USDJPY) than the other and that is why you are getting that kind of a comparison

It is the nature of macd. To remind : macd is a difference of 2 EMAs (exponential moving averages) Symbols like USDJPY, GBPJPY, EURJPY are 2 digit symbols and, by nature. they are having much bigger values of MACD than 4 digit symbols. MACD is not a bounded indicator (like stochastic or rsi, for example) and that is why it happens

In order to make them comparable by values, added two new parameters : FirstSymbolMultiplier and SecondSymbolMultiplier. In cases like that you should set either the first or the second to 100 or 0.01. But be careful since that is deforming macd (it is not that simple to make macd values equal - maybe better measure would be some kind of ATR but then it would completely distort macd values, so ...). Here is an USDJP - GBPUSD in which USDJPY mul;tiplier is set to 0.01
regards Mladen
Hercs
2970
Hercs  

DTosc TM smoothed

mladen:
ValeoFX

As promised, here are 2 "flavors" of dtosc (Robert Miner Dynamic Trader oscillator or Stochastic Rsi indicator). One is applying Tim Morris smoothing to rsi and then it is using the smoothed rsi in calculation. The other is applying Tim Morris smoothing to to stochastic instead (rsi is used in its raw format). Was testing what would be the best way to use Tim Morris smoothing and in the end I am posting the 2 versions here

____________________________

Here are the comparisons : upper is regular dtosc in both examples. In the upper example smoothing is applied to rsi. In the lower example smoothing is applied to stochastic.

Applying smoothing to rsi has its good points but in my opinion it is more useful to apply the Tim Morris smoothing to stochastic (especially if you take into account example like this - where noise for Tim Morris average is set to 100, lag added is very small and the smoothing achieved with it when compared to original is very interesting)

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

Good morning Mladen,

As you pointed out, the RSi-version is not "useful enough" to pursue any further for me at least. However, the Stochastic version is marginally better and I will continue to test it during August for a better evaluation.

Thanking you once again.

Enjoy the weekend.

Best wishes.

jarek
3
jarek  

RSI-TM indicator

Hi Valeo

What setting of RSI-TM Indicator are you using in the right picture of your post #3680? I can't get the arrows in the same place as you.

Thanks for your help.

Mladen Rakic
151105
Mladen Rakic  

Some weekend fooling around ______________________

I like T3. And I also think that there is some room for improvements of it. Bob Fulks and Alex Matulich did a change in code that lessened the Tim Tillson originals lag. This version is one way of making T3 adaptive, so trying to go further in some kind of improvement of T3. To make it clear how it adapts attached is the atr normalized indicator too. It is an inverted normalized atr - inversion was necessary in order to have T3 calculate longer periods when atr implied volatility is lower and shorter periods when atr implied volatility is higher. Frankly, the result is not bad at all.From a visual comparison it seems to be an improvement compared to original, but the judgment of it I leave to others since I am a bit subjective.

Here is an example of it showing the two indicators at the same chart (both are standalone, so no need for both for either to work)

______________________

PS; do not forget that the normalized atr from this post is inverted. As of the name of the T3, someone may find it complicated but I named it that way simply to show in the name what exactly has been done (at my age it is better to write it down than to remember it ).

Jimmy
652
Jimmy  

mladen,

I was wondering if the TRIX indicator using your T3 adaptive normalized ATR would be any "different" than the attached TRIX indicator?

thanks,

jim

mladen:
Some weekend fooling around

______________________

I like T3. And I also think that there is some room for improvements of it. Bob Fulks and Alex Matulich did a change in code that lessened the Tim Tillson originals lag. This version is one way of making T3 adaptive, so trying to go further in some kind of improvement of T3. To make it clear how it adapts attached is the atr normalized indicator too. It is an inverted normalized atr - inversion was necessary in order to have T3 calculate longer periods when atr implied volatility is lower and shorter periods when atr implied volatility is higher. Frankly, the result is not bad at all.From a visual comparison it seems to be an improvement compared to original, but the judgment of it I leave to others since I am a bit subjective.

Here is an example of it showing the two indicators at the same chart (both are standalone, so no need for both for either to work)

______________________

PS; do not forget that the normalized atr from this post is inverted. As of the name of the T3, someone may find it complicated but I named it that way simply to show in the name what exactly has been done (at my age it is better to write it down than to remember it ).
Files:
Mladen Rakic
151105
Mladen Rakic  

jim

It is different Here is a version that allows you to choose if T3 is adaptive for both T3 calculations used (so you can use any combination of regular and adaptive for T3s) and here is the comparison : the upper is the "regular" and the lower is the "adaptive" set for both T3 calculations. It (the "adaptive") is in fact faster in showing crosses (sometimes even a couple of bars faster with default settings)

regards

Mladen

94315jim:
mladen,

I was wondering if the TRIX indicator using your T3 adaptive normalized ATR would be any "different" than the attached TRIX indicator?

thanks,

jim
Files:
William Snyder
9497
William Snyder  

This is wso and wro smoothed with mtf and alerts, coded the alerts for when wro(red) crosses 100 upperlevel and starts to head down for sell and for buy when aqua line crosses from below or equal to 0 lowerlevel and starts crossing back up for buy. The levels can be adjusted for preference. Know there wa a version posted but don't think it was smoothed version.

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