Playing with volatility today (have to use all the extra energy came from cookies eaten these days )

This is one more adaptive indicator, RSI in this case. Volatility in this one is calculated using price difference and it is then compared to the average of those price differences. Using that ration of price differences, RSI calculation period is calculated and then used in rsi calculation. The effect of the whole thing is that in the periods of higher volatility RSI calculating period is shorter (it is internally limited to half RsiPeriod) and in periods of lower volatility it is longer (no limitation as of longer than RsiPeriod)

Here is a comparison of the regular rsi (gray) and volatility adjusted rsi (red), It is visible that the peaks in adjusted rsi are emphasized when compared to regular one and are having higher (for high peaks) or lower values (for low peaks) and thus are partially avoiding the known flattening problem of regular rsi

And here is a volatility adjusted Stochastic indicator too ...

Same rules apply as to volatility adjusted RSI. In the more volatile periods it is calculating shorter period stochastic in order to adapt quicker to the market and in times of low volatility it calculates longer stochastic periods. The adapting is applied to the main calculation only (it is not applied to signal line nor to stochastic smoothing (slowing))

In this example the upper is the regular stochastic and the lower is the volatility adjusted stochastic. At a first glance the difference is not big till we look at periods of sudden price changes (volatility) where difference can be significant

And to round it up, a volatility adjusted MACD ...

PS: all this reminded me of one statement of Dennis Meyers : each and every indicator should be optimized for each and every different symbol and / or time frame. Indicators are giving us opportunity of seeing even at a glance if some parameters are good or not. See for example these posts regarding MACD settings : https://www.mql5.com/en/forum/181152 and how would a 8-17-9 volatility adjusted MACD look like

This is it. Added line at the middle of the previous bar. Time ofset is not apliable to this indicator since it works on strictly currentbar. Hence the line is drawn in the midpoint of the previous bar + LineExtend bars to the left

regards

Mladen

hazelj80: thanks mladen! is there a way to add options for the price bar indicator to draw a line through the midpoint of the previous bar and a GMT offset for the D1 bars?

Appreciate you could modify this indicator to nrp and mtf with alerts when each of the selected currency pair crosses. Also make the indicator recognizes suffix & prefix of the currency pairs.

Thanks in advance.

CCFp & alerts indicator was programmed for elite section. We determine which values cross we wish to monitor with alertsFor parameter. By default it is set to "EURUSD" but we can set it to any of the used currencies combination. Also, we can make even combinations which do not exist. For example we can make it alert on "USDEUR" in which case it will alert when USD crosses EUR up or down while in the regular combination ("EURUSD") the main one would be EUR. That way all the 64 possible combinations are covered. If we set the alertsFor to "" (empty) it will use the current chart symbol.

When i attached this indicator to the fxpro AUDUSD/CADJPY/AUDJPY/EURAUD currency charts and each of the respective currency pair selected to detect when they cross, there is nothing shown on the chart. EURUSD/EURJPY/EURGBP/GBPUSD/GBPJPY charts do show correctly.

Can you rectify them to show correctly on the charts. Also make the indicator to recognize different currency pairs with suffix or prefix, e.g. fxprimus ecn with suffix like EURUSD-.

As far as that indicator is concerned, this one is the correct one. In the one you posted someone deleted the code for the symbols you are talking about. This one is the correct one regarding calculations and mtf handling. Added symbols prefix and suffix handling, so it can handle all the chosen symbols correctly

As far as the labels for buy and sell are concerned in it, it has an error (error in logic) which "overwrites" previous alerts (it is actually signaling the last symbol tested, not all the ones tested) It is impossible to write out all possible signals from by and sell in just 2 labels (there can be more than 2 signals in the same time) hence it is left out in this one

regards

Mladen

taipan99: Hi mladen,

When i attached this indicator to the fxpro AUDUSD/CADJPY/AUDJPY/EURAUD currency charts and each of the respective currency pair selected to detect when they cross, there is nothing shown on the chart. EURUSD/EURJPY/EURGBP/GBPUSD/GBPJPY charts do show correctly.

Can you rectify them to show correctly on the charts. Also make the indicator to recognize different currency pairs with suffix or prefix, e.g. fxprimus ecn with suffix like EURUSD-.

As far as that indicator is concerned, this one is the correct one. In the one you posted someone deleted the code for the symbols you are talking about. This one is the correct one regarding calculations and mtf handling. Added symbols prefix and suffix handling, so it can handle all the chosen symbols correctly

As far as the labels for buy and sell are concerned in it, it has an error (error in logic) which "overwrites" previous alerts (it is actually signaling the last symbol tested, not all the ones tested) It is impossible to write out all possible signals from by and sell in just 2 labels (there can be more than 2 signals in the same time) hence it is left out in this one

regards

Mladen

You are quick in solving my problem. Thank you very much.

As far as that indicator is concerned, this one is the correct one. In the one you posted someone deleted the code for the symbols you are talking about. This one is the correct one regarding calculations and mtf handling. Added symbols prefix and suffix handling, so it can handle all the chosen symbols correctly

As far as the labels for buy and sell are concerned in it, it has an error (error in logic) which "overwrites" previous alerts (it is actually signaling the last symbol tested, not all the ones tested) It is impossible to write out all possible signals from by and sell in just 2 labels (there can be more than 2 signals in the same time) hence it is left out in this one

regards

Mladen

Hi Mladen, the indicator that you are posted did not include alert, appreciate include the indicator with the same alert and email alert as per the one posted.

This one is interesting one There is all in all, 64 possible kind of alerts if I am correct (any currency can cross any currency and it has to know if it is up or down for any of the possible combination) I tested it and it seems to be working OK. Maybe you are just going to get too much alerts (since in the times of sudden price changes they all seem t cross each other )

regards

Mladen

taipan99: Hi Mladen, the indicator that you are posted did not include alert, appreciate include the indicator with the same alert and email alert as per the one posted.
Sorry for the inconvenience caused.

Volatility adjusted RSI ...

Playing with volatility today (have to use all the extra energy came from cookies eaten these days )

This is one more adaptive indicator, RSI in this case. Volatility in this one is calculated using price difference and it is then compared to the average of those price differences. Using that ration of price differences, RSI calculation period is calculated and then used in rsi calculation. The effect of the whole thing is that in the periods of higher volatility RSI calculating period is shorter (it is internally limited to half RsiPeriod) and in periods of lower volatility it is longer (no limitation as of longer than RsiPeriod)

Here is a comparison of the regular rsi (gray) and volatility adjusted rsi (red), It is visible that the peaks in adjusted rsi are emphasized when compared to regular one and are having higher (for high peaks) or lower values (for low peaks) and thus are partially avoiding the known flattening problem of regular rsi

Files:Volatility adjusted Stochastic ...

And here is a volatility adjusted Stochastic indicator too ...

Same rules apply as to volatility adjusted RSI. In the more volatile periods it is calculating shorter period stochastic in order to adapt quicker to the market and in times of low volatility it calculates longer stochastic periods. The adapting is applied to the main calculation only (it is not applied to signal line nor to stochastic smoothing (slowing))

In this example the upper is the regular stochastic and the lower is the volatility adjusted stochastic. At a first glance the difference is not big till we look at periods of sudden price changes (volatility) where difference can be significant

Files:...

And to round it up, a volatility adjusted MACD ...

PS: all this reminded me of one statement of Dennis Meyers : each and every indicator should be optimized for each and every different symbol and / or time frame. Indicators are giving us opportunity of seeing even at a glance if some parameters are good or not. See for example these posts regarding MACD settings : https://www.mql5.com/en/forum/181152 and how would a 8-17-9 volatility adjusted MACD look like

Files:...

hazelj80

This is it. Added line at the middle of the previous bar. Time ofset is not apliable to this indicator since it works on strictly currentbar. Hence the line is drawn in the midpoint of the previous bar + LineExtend bars to the left

regards

Mladen

hazelj80:thanks mladen! is there a way to add options for the price bar indicator to draw a line through the midpoint of the previous bar and a GMT offset for the D1 bars?

Files:CCFp & alerts indicator

Hi mladen,

Appreciate you could modify this indicator to nrp and mtf with alerts when each of the selected currency pair crosses. Also make the indicator recognizes suffix & prefix of the currency pairs.

Thanks in advance.

CCFp & alerts indicator was programmed for elite section. We determine which values cross we wish to monitor with alertsFor parameter. By default it is set to "EURUSD" but we can set it to any of the used currencies combination. Also, we can make even combinations which do not exist. For example we can make it alert on "USDEUR" in which case it will alert when USD crosses EUR up or down while in the regular combination ("EURUSD") the main one would be EUR. That way all the 64 possible combinations are covered. If we set the alertsFor to "" (empty) it will use the current chart symbol.

Files:cc_at_s_v2-1 indicator

Hi mladen,

When i attached this indicator to the fxpro AUDUSD/CADJPY/AUDJPY/EURAUD currency charts and each of the respective currency pair selected to detect when they cross, there is nothing shown on the chart. EURUSD/EURJPY/EURGBP/GBPUSD/GBPJPY charts do show correctly.

Can you rectify them to show correctly on the charts. Also make the indicator to recognize different currency pairs with suffix or prefix, e.g. fxprimus ecn with suffix like EURUSD-.

Thanks in advance.

taipan99

Files:...

taipan99

As far as that indicator is concerned, this one is the correct one. In the one you posted someone deleted the code for the symbols you are talking about. This one is the correct one regarding calculations and mtf handling. Added symbols prefix and suffix handling, so it can handle all the chosen symbols correctly

As far as the labels for buy and sell are concerned in it, it has an error (error in logic) which "overwrites" previous alerts (it is actually signaling the last symbol tested, not all the ones tested) It is impossible to write out all possible signals from by and sell in just 2 labels (there can be more than 2 signals in the same time) hence it is left out in this one

regards

Mladen

taipan99:Hi mladen,

When i attached this indicator to the fxpro AUDUSD/CADJPY/AUDJPY/EURAUD currency charts and each of the respective currency pair selected to detect when they cross, there is nothing shown on the chart. EURUSD/EURJPY/EURGBP/GBPUSD/GBPJPY charts do show correctly.

Can you rectify them to show correctly on the charts. Also make the indicator to recognize different currency pairs with suffix or prefix, e.g. fxprimus ecn with suffix like EURUSD-.

Thanks in advance.

taipan99Files:mladen:taipan99

As far as that indicator is concerned, this one is the correct one. In the one you posted someone deleted the code for the symbols you are talking about. This one is the correct one regarding calculations and mtf handling. Added symbols prefix and suffix handling, so it can handle all the chosen symbols correctly

As far as the labels for buy and sell are concerned in it, it has an error (error in logic) which "overwrites" previous alerts (it is actually signaling the last symbol tested, not all the ones tested) It is impossible to write out all possible signals from by and sell in just 2 labels (there can be more than 2 signals in the same time) hence it is left out in this one

regards

MladenYou are quick in solving my problem. Thank you very much.

mladen:taipan99

As far as that indicator is concerned, this one is the correct one. In the one you posted someone deleted the code for the symbols you are talking about. This one is the correct one regarding calculations and mtf handling. Added symbols prefix and suffix handling, so it can handle all the chosen symbols correctly

As far as the labels for buy and sell are concerned in it, it has an error (error in logic) which "overwrites" previous alerts (it is actually signaling the last symbol tested, not all the ones tested) It is impossible to write out all possible signals from by and sell in just 2 labels (there can be more than 2 signals in the same time) hence it is left out in this one

regards

MladenHi Mladen, the indicator that you are posted did not include alert, appreciate include the indicator with the same alert and email alert as per the one posted.

Sorry for the inconvenience caused.

...

taipan99

This one is interesting one There is all in all, 64 possible kind of alerts if I am correct (any currency can cross any currency and it has to know if it is up or down for any of the possible combination) I tested it and it seems to be working OK. Maybe you are just going to get too much alerts (since in the times of sudden price changes they all seem t cross each other )

regards

Mladen

taipan99:Hi Mladen, the indicator that you are posted did not include alert, appreciate include the indicator with the same alert and email alert as per the one posted. Sorry for the inconvenience caused.

Files: