Stochastic Oscillator, the beginning - page 89
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At first I thought that double smoothed stochastic is not a good "candidate" for adapting, but since it has the smoothing too (which also can be adapted) decided to give it a try. And this is the result : adaptive_dss.ex4
In this one all is adaptive : main period, smoothing period, all ... which makes it a kind of a unique adaptive indicator. You still have the option to control the "speed" of it too
At first I thought that double smoothed stochastic is not a good "candidate" for adapting, but since it has the smoothing too (which also can be adapted) decided to give it a try. And this is the result : adaptive_dss.ex4
In this one all is adaptive : main period, smoothing period, all ... which makes it a kind of a unique adaptive indicator. You still have the option to control the "speed" of it too
Hi Mladen
may i ask the difference between adaptive DSS.ex4 and DSS of adaptive smoother.mq4
or the difference is about that all is adaptive : main period, smoothing period, and all, which of course veryinteresting
thanks
Hi Mladen
may i ask the difference between adaptive DSS.ex4 and DSS of adaptive smoother.mq4
or the difference is about that all is adaptive : main period, smoothing period, and all, which of course veryinteresting
thanksThere are multiple differences
As you have noticed, in the last version all is adaptive and instead of using implicit adapting (as in DSS of adaptive smoother) it s using regular prices for calculation but adapts the calculation period as well as the smoothing period - so both are changed all the time, depending on volatility
Also, the adapting method used in the last couple versions is completely different from the one used in adaptive smoother (for example). You ca see that the results are very different, and quite frankly, I like that we have a choice of different results : that way people can decide which one to use depending on their trading style
There are multiple differences
As you have noticed, in the last version all is adaptive and instead of using implicit adapting (as in DSS of adaptive smoother) it s using regular prices for calculation but adapts the calculation period as well as the smoothing period - so both are changed all the time, depending on volatility
Also, the adapting method used in the last couple versions is completely different from the one used in adaptive smoother (for example). You ca see that the results are very different, and quite frankly, I like that we have a choice of different results : that way people can decide which one to use depending on their trading styleYeas Mladen
I compare between both, I also play little with setting in the new one, it is different results and it seems that if one can find proper setting for his trading element, this indicator will be very useful, But you know you need to compose it with usual helpful options like MTF, alerts, arrows and my favorite arrowonfirstbar function,
Thanks mladen, your work are really marvelous
Yeas Mladen
I compare between both, I also play little with setting in the new one, it is different results and it seems that if one can find proper setting for his trading element, this indicator will be very useful, But you know you need to compose it with usual helpful options like MTF, alerts, arrows and my favorite arrowonfirstbar function,
Thanks mladen, your work are really marvelous
It will be extended (the multi time frame, alerts and the rest) of course
This was just the first step to check if it is usable
It will be extended (the multi time frame, alerts and the rest) of course This was just the first step to check if it is usable
No doubt about that,It is for sure usable
At first I thought that double smoothed stochastic is not a good "candidate" for adapting, but since it has the smoothing too (which also can be adapted) decided to give it a try. And this is the result : adaptive_dss.ex4
In this one all is adaptive : main period, smoothing period, all ... which makes it a kind of a unique adaptive indicator. You still have the option to control the "speed" of it too
Interesting, whereas adaptive ema has some vacillating color changes in consolidation zone, this Stochastic2 doesn't have such at the crossing. Is it possible to have adaptive ema do similarly? Would that be where slope goes beyond trip levels (as the only way for it?)?
Interesting, whereas adaptive ema has some vacillating color changes in consolidation zone, this Stochastic2 doesn't have such at the crossing. Is it possible to have adaptive ema do similarly? Would that be where slope goes beyond trip levels (as the only way for it?)?
I am afraid I do not understand the post
Would you mind clarifying the idea?
I am afraid I do not understand the post Would you mind clarifying the idea?
IMO he wants a smoothed or double smoothed adaptive ema. Haven't your adaptive MA indis the option for more MAs like smoothed ema and NonLagMA and so on?
IMO he wants a smoothed or double smoothed adaptive ema. Haven't your adaptive MA indis the option for more MAs like smoothed ema and NonLagMA and so on?
krelian99
I think that I have told that already : not every indicator is suitable for adapting. For example sma is absolutely not suitable for adapting since its formula is based on n values summed and divided by n. Now, it is obvious that we can not have n.5 values (for example) and that would mean a very "step like" values in some cases (anything but a nice smooth value)
NonLagMA fals in that family : more or less, nonlag ma is a kind of weighted moving average (it is just a matter of weights for each individual price), so it is one of the "non-suitable for adapting" kinds.
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So, the ones that are suitable for adapting will probably be made adaptive. Frankly, right now I am working on a yet another way of adapting (again, a completely new way) and I would like to see what that idea will bring to adapting first