Elite indicators :) - page 392

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ValeoFX

Here you go (for a pleasant weekend) Made a trend envelopes version with multi pass moving average filter. It seems to be interesting (here is an example of a 10,2 high-low prices trend envelope on a 15 minute chart) It will need some experimenting with parameters but it does look OK at a first glance

PS: made an error in code, it is corrected now. If in your version line 130 goes like this("0" as a last parameter)

smin = (1-Deviation/100)*iMultiPassMa(iMA(NULL,0,1,0,MODE_SMA,LowerPrice,i),MaPeriod,MaFilterPass,i,0);

then please re-download the indicator or replace the last parameter from "0" with "1".

regards

Mladen

ValeoFX:
==============

Good morning Mladen,

The first reaction is "typical Mladen" genius at work.

Please would you consider a Hi/Lo version such as the Tr.Env. or Gann_Hi/Lo indicators, plse?

I am just testing it on default 5 setting but with 2-MAfilterpass and that looks very good.

Looking forward to seeing your response.

Enjoy the weekend.
 

Much appreciated Mladen

mladen:
ValeoFX

Here you go (for a pleasant weekend)

Made a trend envelopes version with multi pass moving average filter. It seems to be interesting (here is an example of a 10,2 high-low prices trend envelope on a 15 minute chart) It will need some experimenting with parameters but it does look OK at a first glance

PS: made an error in code, it is corrected now. If in your version line 130 goes like this("0" as a last parameter)

smin = (1-Deviation/100)*iMultiPassMa(iMA(NULL,0,1,0,MODE_SMA,LowerPrice,i),MaPeriod,MaFilterPass,i,0);

then please re-download the indicator or replace the last parameter from "0" with "1".

regards

Mladen

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

Good morning Mladen,

Thank you for this new version. As always my heartfelt thanks. Trust that it did not spoil the weekend though.

I will make the changes as you suggested to the original indicator. Thank you for pointing it out.

Wishing you a successful week ahead.

 

All greetings. here indicators for trade in day ? Thanks

 

Welcome

Welcome rsa,

Here you find excellent indicators to suit your level of expertise. So I suggest you start reading first once you have identified your own level of expertise.

Best wishes.

 

MrTools..

Hi MrTools,

Trust you had a great weekend.

I attach here for your kind perusal and comments a picture of the Ergodic-CCi_Channel. Would you mind pointing out to me what value you see it adding to our continued quest in finding value-adding indicators, please?

Here you see the new Tr.Env. Multipass which is an obvious value-adding indicator to confirm the direction of the trade, but I struggle to understand the Ergodic-CCi and I do not want to miss out on anything.

Thank you for responding and your patience with me.

Success for the rest of the week and from what i read, this is the most important week of the calender this year, so let's make the very best of it.

Best wishes.

Files:
2011-10-31_mrtools.png  78 kb
 

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

 

This is the sync filters with adaptive zone bands, the adaptive zone you have separate upper lower band deviation with a choice of 10 different ma's and in the picture is using the non lag ma.

 
mrtools:
This is the sync filters with adaptive zone bands, the adaptive zone you have separate upper lower band deviation with a choice of 10 different ma's and in the picture is using the non lag ma.

Very nice mrtools, so far the best 'bands' indicator...but will have to test a bit longer tho.

Which settings (besides non-lagma) did you use on the GY?

Cheers, San.

 
Snowski:
Very nice mrtools, so far the best 'bands' indicator...but will have to test a bit longer tho.

Which settings (besides non-lagma) did you use on the GY?

Cheers, San.

Thanks San,

Pretty much default, except on m5 been using 2.25 upper and lower deviation, so far so good but only using it on pull back reentries for now, like you am still testing it, so many possibilities Mladen added, will take awhile to find best settings. And the non lag for the adaptive range seems the best to me so far.

 
mrtools:
This is the sync filters with adaptive zone bands, the adaptive zone you have separate upper lower band deviation with a choice of 10 different ma's and in the picture is using the non lag ma.

Hi MrTools,

Do you have a MTF for this one

Thx

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