The thread about threads: what's going around the forum everywhere - page 12
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Forum on trading, automated trading systems and testing trading strategies
How to start with MetaTrader and forex, the beginning
Sergey Golubev, 2017.09.04 10:08
Are you newbie to forex, to MT5/MT4 or to this mql5 portal?
This is the small thread about where to start:
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Where Do I start from?
Forum on trading, automated trading systems and testing trading strategies
Suggestions for Trading System
Sergey Golubev, 2017.08.27 08:01
Freelance
The forum
The articles
Fractal Dimension Index
Forum threads
The articles
CodeBase
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Martingale
The forum threads
CodeBase
The articles
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Guppy MMA
Forum threads
The articles
CodeBase
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Money Management
The forum
The articles
CodeBase
- Money Management Script - script for MetaTrader 4
- Example of SAR Automated - with Advanced Money Management - expert for MetaTrader 4
- Money Manager Graphic Tool - indicator for MetaTrader 4
- Order Manage EA - expert for MetaTrader 4
- Master Tools - indicator for MetaTrader 4
============Hodrick-Prescott filter
The Hodrick-Prescott filter is used in macroeconomics, especially in real business cycle theory to separate the cyclical component of a time series from raw data. It has a zero lag. There is a common disadvantage of such zero lag filters - the recent values are recalculated.
More information on one sided HP filter you can find here : statistics - Hodrick–Prescott filter (one-sided version) - Mathematica Stack Exchange or here time series - Formula for one-sided Hodrick-Prescott filter - Cross Validated and in pdf file attached to this post.
Forum threads (thanks to mladen)
- goertzel_browser_5.2.1 indicator - the post,
- goertzel_browser_5.3 indicator - the post
- goertzel_browser_5.4 indicator - the post
- goertzel_browser_5.4_nrp indicator - the post
- goertzel_browser_5.5 indicator - the post (standalone indicator)
- goertzel_browser_5.51 indicator - the post
- goertzel_browser_5.52 indicator - the post
- goertzel_browser_5.53 indicator - the post
- goertzel_browser_5.1_cs_detrendampsmooth_1 indicator - the post
The articles
CodeBase
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Adaptive lookback indicators
Of adaptive lookback
The Adaptive Lookback (period finder) is truly a market-driven indicator used to determine the variable lookback period for many different indicators, instead of a traditional, fixed figure.
It is based on the frequency of market swings - the time between swing highs or swing lows. A swing high is defined as two consecutive higher highs followed by two consecutive lower highs; a swing low is defined by two consecutive lower lows followed by two consecutive higher lows. As swing points typically accompany reversals, they occur more frequently in choppier and volatile markets than in trends.
Adaptive lookback period is determined as :
Interpretation
This makes the variable lookback period grow in calm or trending markets, and shorten in range-bound and volatile markets. For a trend-following system you would like the opposite to prevent being whipsawed, therefore this indicator and it's usage as a period modifier is more suitable for short-term traders and counter-trend systems (so, in all systems where maximal speed of reaction and signaling is required).
Experiment with applying the adaptive lookback period to different indicators and you'll see how more responsive they become in volatile markets. Some of the experiments are going to be posted on this thread with immediate comparison to "non-adaptive" counterparts
Forum threads
- lb - swing points indicator for MT4 -the post: the basic indicator (simply showing swing points). You will notice that it draws the "peak" with 2 bars displacement. That is done in order to avoid any any kind of repainting (no lag is added to swing points finding thought);
- alb - periods indicator for MT4 -the post: he "next step" : periods already calculated;
- alb - RSI indicator for MT4 -the post: RSI made adaptive with a help of alb period finder;
- alb - swing points indicator for MT5 -the post;
- alb - periods indicator for MT5 -the post;
- alb - RSI indicator for MT5 - the post;
- alb - stochastic and alb_speed - stochastic indicators for MT5 -the post;
- alb - stochastic for MT4 -the post;
- Adaptive lookback moving average indicator for MT4 -the post;
- Adaptive lookback moving average indicator for MT5 -the post;
- speed version of alb indicators for MT5 -the post;
- alb - TriangularMA price zone for MT4 -the post;
- and much more indicators such as alb TriangularMA price zone mtf & alerts_v2c, alb - cci ds jurik, alb - wpr ds jurik, alb Phase Change Index on jurik indicator, Adaptive lookback TMA, zig zag swing, adaptive Gann High-Low activator jma Heiken Ashi arrows using Hilbert Transform, adaptive Gann High-Low activator jma Heiken Ashi arrows-1 indicator, Gann high low activator - Jurik smoothed- mtf indicator for Metatrader 5, Gann high low activator - Jurik smoothed channel - mtf indicator for Metatrader 5, adaptive Smoothed RSI, alb NonLagMA, NonLag ma indicator for Metatrader 5, NonLag ma - mtf & alerts indicator for MT5, Adaptive Macd color mtf-alerts-arrows indicator, and so on -the thread.
The articles
CodeBase
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Dynamic zone indicators
Do not be confused with the name: The "dynamic zone" indicators floating on the net have almost nothing common at all with these indicators posted/coded by Mladen here based on Stocks & Commodities July 1996 issue.
The forum
- Dynamic zone RSI and Dynamic zone synthetic smoothed RSI indicators (with probability for buy zone and probability for sell zone parameter)
- Dynamic zone - pa IFT of RSI_smoothed_alerts_lines_arrows indicator
- Dynamic double zone smooth RSI slope divergence indicator (this is dynamic zone smoothed rsi ma slope divergence, there's 4 different rsi's to choose from, the linear regression channel has width and length and channel line types and colors as external parameters and the rsi ma is smoothed with jurik)
- Dynamic zone ADX, Dynamic zone Wilder's ADX and Dynamic zone all Wilder's DMI indicators
- Dynamic zone MACD (with probability for buy zone and probability for sell zone parameters)
- Dynamic zone ma rsi adaptive MACD indicator
- Dynamic zone cfb adaptive wprsmooth mtf alerts indicator
- Dynamic zone CCI - alerts & arrows2 indicator
- Dynamic zone DSS Bressert indicator (with the following parameters: probability for buy zone 1, probability for buy zone 2, probability for sell zone 1, probability for sell zone 2, period of smoothing EMA used and so on)
- Dynamic zone DSS Bressert - Odysseus indicator
- Bressert - mtf & ZigZag indicator and Dynamic zone DSS Bressert - mtf & alerts & ZigZag indicator
- Dynamic zone rsiv and Dynamic zone rsiv - smoothed indicators
- Dynamic zone pa adaptive Rsx nrp_alerts_lines_divergence
- dynamic double zone insync index smooth & arrows indicator
- and much more indicators (check key thread)
The articles
CodeBase
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Multi-Currency Expert Advisors in MT5 - backtesting and optimization
The threads/posts
The articles
Interesting results can also be obtained by running a multi-currency EA in the strategy tester. As an example, the free Multicurrency Expert from the CodeBase was used. In addition, the "#include <DistributionOfProfits.mqh>" file was specified and the "CDistributionOfProfits ExtDistribution" variable was declared in the header of the EA, and the "OnTester()" function was added at the end of the code. After a single run, the following statistics had been received: "TestAnalysis.htm".
optimization it over all symbols selected in Market Watch
Documentation