Elite indicators :) - page 406

Mladen Rakic
151617
Mladen Rakic  

Guys,

Here is this version : in order to have the "macd bars of every average" made macd of averages. So now you can choose among 17 types of averages which kind of macd you want. In the parameters you will notice that there are by default 2 times -1 in parameters : it means that the indicator will use the type defined in MacdFastType. If you wish, you can use different type for each element, but this way it is faster to change just one parameter value than to have to change 3 values

To remind what I said some time ago : what we had as Zeo lag MACD before is in fact DEMA MACD (hence in this one default type is 3 : Double EMA == DEMA) Zero lag EMA from averages is not the same as DEMA so it should not be mixed with the old "zero lag MACD"


And (as usual) reminder of MA types :

0 - simple moving average (SMA)

1 - exponential moving average (EMA)

2 - double smoothed exponential moving average

3 - Double EMA (DEMA)

4 - Triple EMA (TEMA)

5 - Smoothed MA (SMMA)

6 - Linear weighted MA (LWMA)

7 - Parabolic weighted MA

8 - Alexander MA

9 - Volume weighted MA

10 - Hull MA

11 - Triangular MA

12 - Sine weighted MA

13 - Liner regression value

14 - IE2

15 - NonLag MA

16 - Zero lag EMA

Hercs
2970
Hercs  

Many thanks..

mladen:
Guys,

Here is this version : in order to have the "macd bars of every average" made macd of averages. So now you can choose among 17 types of averages which kind of macd you want. In the parameters you will notice that there are by default 2 times -1 in parameters : it means that the indicator will use the type defined in MacdFastType. If you wish, you can use different type for each element, but this way it is faster to change just one parameter value than to have to change 3 values

To remind what I said some time ago : what we had as Zeo lag MACD before is in fact DEMA MACD (hence in this one default type is 3 : Double EMA == DEMA) Zero lag EMA from averages is not the same as DEMA so it should not be mixed with the old "zero lag MACD"


And (as usual) reminder of MA types :

0 - simple moving average (SMA)

1 - exponential moving average (EMA)

2 - double smoothed exponential moving average

3 - Double EMA (DEMA)

4 - Triple EMA (TEMA)

5 - Smoothed MA (SMMA)

6 - Linear weighted MA (LWMA)

7 - Parabolic weighted MA

8 - Alexander MA

9 - Volume weighted MA

10 - Hull MA

11 - Triangular MA

12 - Sine weighted MA

13 - Liner regression value

14 - IE2

15 - NonLag MA

16 - Zero lag EMA

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

Thanking you most sincerely Mladen. More than what we bargained for.

Best regards.

Mladen Rakic
151617
Mladen Rakic  

Multi pass moving average filter ...

Multi pass moving average filter ...


Now, believe it or not, this is a kind of a digital filter regardless of its name and regardless of it's internal calculating mode. In theory almost everything average like can be a digital filter too (it is just a matter of finding corresponding coefficients - sma , for example, has all ones for coefficients), but this one goes directly into that category even though it does not use coefficients in this version. Avoiding coefficients in this version was done for 2 main reasons : simplicity and efficiency of code. The basis of this is the good old simple moving average a bit differently calculated than the usual "sum them all and then divide" in order to avoid nxn complexity (which would significantly slow down your PC when this indicator works) and that is why it does not look like "classical" digital filters.

But to assure you that it is, here are its characteristics when it is tested as a digital filter :

So, now when it is cleared, here are a couple of examples how the filter itself looks like :

Lower is done buy varying filter pass from 1 to 7. For practical reasons I have limited the the pass count to 48 (it uses arrays for calculation and 2 arrays out of 50 are used for some extra calculations, hence 48, if someone wants to extend it just change second dimension number in the filter array

Hercs
2970
Hercs  

Would you mind..

mladen:
Multi pass moving average filter ...


Now, believe it or not, this is a kind of a digital filter regardless of its name and regardless of it's internal calculating mode. In theory almost everything average like can be a digital filter too (it is just a matter of finding corresponding coefficients - sma , for example, has all ones for coefficients), but this one goes directly into that category even though it does not use coefficients in this version. Avoiding coefficients in this version was done for 2 main reasons : simplicity and efficiency of code. The basis of this is the good old simple moving average a bit differently calculated than the usual "sum them all and then divide" in order to avoid nxn complexity (which would significantly slow down your PC when this indicator works) and that is why it does not look like "classical" digital filters.

But to assure you that it is, here are its characteristics when it is tested as a digital filter :

So, now when it is cleared, here are a couple of examples how the filter itself looks like :

Lower is done buy varying filter pass from 1 to 7. For practical reasons I have limited the the pass count to 48 (it uses arrays for calculation and 2 arrays out of 50 are used for some extra calculations, hence 48, if someone wants to extend it just change second dimension number in the filter array

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

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.

Mladen Rakic
151617
Mladen Rakic  

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.
William Snyder
9496
William Snyder  

Hopefully someone will find some use for this indicator, ergodic cci channel, the alerts go off as the ergo cci comes back into the channel.

ps) upgraded version compatible with new mt4 builds posted here https://www.mql5.com/en/forum/general

Hercs
2970
Hercs  

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.

rsa77
94
rsa77  

All greetings. here indicators for trade in day ? Thanks

Hercs
2970
Hercs  

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.

Hercs
2970
Hercs  

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.

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