Experimental Dynamic Moving Average - page 2

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juanchoc
164
juanchoc  

Well, i finally solved how to make the modified ATR and StdDev.

The main idea is to change both to be percentage based, and using the selected period high as the upper boundary.

So if you select a 14 period ATR, on this modified version, you'll see that when the true ATR is at the highest point, the modified one will be at 0%. And when the true ATR is at the lowest point, the modified one will be at 100%.

This would solve two issues:

1- Having a mode that is more reactive to market moves, and that filters sideways movement better.

2- This also solves the scaling problem when switching to diferent timeframes (say 1w timeframe), so manual scaling wouldn't be needed anymore here.

Still, im kinda busy today, so most probably i'll have this changes made on monday (included the staircase modification). Also im still trying to figure out the best way to use angles to select the period (i thought of using a combination of zigzag + linear regression, using the last zigzag point as the start point of the linnear regression and the actual close price as the ending one, then calculating the angle of tha linear regression and setting the MA period based on that angle). Other modifications on my list include volume and time variations, but i'll let those for the end.

Thanks to everyone for your support,

JCC

juanchoc
164
juanchoc  

Hi everyone!

Well, i've been kinda busy this week.

The good news are that i already made the staircase mode work at pip precision and that i've also made a nice attempt of an inverse ATR function, pretty simple, 1/ATR, and it works nicelly.

The most impresive results are when comparing the regular JMA with the Dynamic JMA, as it tracks price action way better and does a better filtering.

The problem im trying to solve, is that doing the inverse of the ATR function this way (1/ATR) causes some deformations on the wave (as always when using the inverse of any function), so i'll stay thinking on a way to fix that.

Right know im at the airport with my laptop, on my way to a short vacation, so as soon as im back, i'll post the files (dont have them here).

If anyone has a better idea on how to get the inverse of the ATR or StdDev function, but without deforming the wave, please tell me, lol.

JCC

juanchoc
164
juanchoc  

Hi everyone!

Well, here it is, im not sure if its better or not, but at least it was fun lol.

I added some extra things, but everything is pretty straight forward so...

Cya all

Files:
Tarpan
656
Tarpan  
juanchoc:
Hi everyone!

Well, here it is, im not sure if its better or not, but at least it was fun lol.

I added some extra things, but everything is pretty straight forward so...

Cya all

Looking good !!!

I will try it

Tks a lot !!

Aldente
39
Aldente  

Hi Juanchoc,

I'm having trouble attaching this to charts.....i can attach it to a brand new chart, but cant attach it to charts that have indicators on it.

I looked at the code, and there is an iCustom function that calls:

ATR = iCustom(NULL, 0, "JCC - ATR + JMA", 0, DynPeriod, 0, pos + LookBack);

is "JCC - ATR + JMA" another seperate indicator that is needed?

juanchoc
164
juanchoc  

Sorry, i forgot to add that indicator, that one is used for the Main_Mode 1.

Its just the same as the ATR Mode, but instead of doing the average of the ATR using a simple moving average i use a JMA.

Besides that you shouldnt find any problem loading the indicator.

Files:
fxd01
157
fxd01  
juanchoc:
Sorry, i forgot to add that indicator, that one is used for the Main_Mode 1.

Its just the same as the ATR Mode, but instead of doing the average of the ATR using a simple moving average i use a JMA.

Besides that you shouldnt find any problem loading the indicator.

Good work!

The indicator also needs "JJMASeries.mqh". Can you please post this library file also?

Thanks.

mikep
116
mikep  
fxd01:
Good work!

The indicator also needs "JJMASeries.mqh". Can you please post this library file also?

Thanks.

I have this from another download of Jurik indicators - unzip and put this file into the "Include" folder under "Experts". It should work now.

Files:
laskopivo
4
laskopivo  
HugoGon
64
HugoGon  

Can we add levels to this indicator?

12
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