LSMA, Polynomial and other Regression with Experts and Indicators
Reserved for future attachments
I have reserved this post for future attachment of experts and indicators.
I have added a few indicators here.
LSMA_Angle is an attempt to use the slope of the line to filter trades.
Linear Regression is a variation of LSMA_Channel.
MACD_LSMA_EMA uses LSMA for the MACD and EMA for smoothing.
N4_TF_LSMA_Bar is a modification of another indicator to use LSMA.
It will show 4 timeframes at one time.
Robert
Cool!
Thanks for the thread, Robert....I have subscribed.
Big Bop....feel free to be a non-participant.
Craig
MrPip,
LSMA alone will never work. Of course you can use it as supporting indicator but don't think it's much better than other similar indicators. You will always have a problem of determinig the current market rhythm to correctly select the LSMA period. In that case it's better using digital filters which can adapt themselves with help of Fourier analysis.
What is really interesting about all this stuff, it's if you make an adaptive linear regression channel. Most traders can draw a regresion channel by hand, but I haven't seen any automated method.
I have some ideas, if anyone interested I will continue.
Wookey
MrPip,
Nice to see you here with your LSMA based EA. Hope this thread will help in further developing it.
Regards,
Chrisstoff
MrPip,
LSMA alone will never work. Of course you can use it as supporting indicator but don't think it's much better than other similar indicators. You will always have a problem of determinig the current market rhythm to correctly select the LSMA period. In that case it's better using digital filters which can adapt themselves with help of Fourier analysis.
What is really interesting about all this stuff, it's if you make an adaptive linear regression channel. Most traders can draw a regresion channel by hand, but I haven't seen any automated method.
I have some ideas, if anyone interested I will continue.
WookeyWookey,
Yes, I am interested in both developing adaptive linear regression channel and usage of digital filters. Please share your further ideas with us.
Regards,
Chrisstoff
Adaptive regression channels
I am also interested in adaptive linear regression channels and already have 3 versions of automated regression channels.
This EA is a starting point. I plan to add ideas other than a simple cross that will have more chance of success.
Robert
MrPip,
LSMA alone will never work. Of course you can use it as supporting indicator but don't think it's much better than other similar indicators. You will always have a problem of determinig the current market rhythm to correctly select the LSMA period. In that case it's better using digital filters which can adapt themselves with help of Fourier analysis.
What is really interesting about all this stuff, it's if you make an adaptive linear regression channel. Most traders can draw a regresion channel by hand, but I haven't seen any automated method.
I have some ideas, if anyone interested I will continue.
WookeyMrPip don't get mad. I understand his point but I also understand your point.
Moving this thread might prove the most useful since you'll be able to make this system better with the help of those who want to help instead of simply being not understood.
I'd like to participate in the event.
Automated regression channels? Might work. Don't make it too complex though or you'll have problems if this one stops working. Because its hard to make changes to a very complex idea without accidently ruining it.
Getting mad
I am not mad about the post. It just seems a bit strange that the very first post is negative. Like the person has nothing better to do than find new threads and slam them.
Robert
Thanks for the thread
Thanks Robert I look forward to this process...
It just seems a bit strange that the very first post is negative. Like the person has nothing better to do than find new threads and slam them.
Robert
Just ignore it.
I'll be happy if I can help with this system. Just let me know if you want to change (write) the code somewhere, I'm sure we all can come up with something that works.
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After doing a search for LSMA on this site I have found that there is no central thread for using LSMA as an indicator or expert.
I have started this thread to serve that purpose.
I will be modifying this first post to contain the most recent versions of indicators and experts related to LSMA as well as explanations of there usage.
Anyone wishing to add to the list may do so and I will add the expert and indicator here or in the next few posts.
Lsma is the basic indicator.
LSMA_in_Color4 corrects the value of lsma by rounding the value based on currency pair. This has helped with the yellow zone on prior versions.
LSMA_Daily_EA_v1.1 is the first EA taht uses a simple cross of two LSMAs. The EA was very successful in 2005 for the GBPUSD but failed badly in 2006. I have since been trying different ideas and have found some interesting results. This will be discussed in future posts.
5/28/08 - added past regression deviated for use with lsma channel method
Robert