Trend continuation factor - page 3

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Hi mladen,

All implementors are so secretive about this makes it more interesting:)

Putting it into top of my to-read list.(My wife is gonna kill me, this definitely becoming addiction:))

Thanks for the article.

Akif,

 
cockeyedcowboy:
biddick

you are right the Phase Change Index is writen for excel. How ever it not difficult to convert to MQ4. The other indicator Trend Trigger Factor I beleive has already been writen in MQ4 some were.

I am going to post the articals later to day must get some sleep sometime.

I have no plans to make the cycle indicator public nor do I intend to sell or rent it. Sorry.

Keit

Hi Keit

It would be great if you can post the articles.

Looking forward to it.

Akif,

 

Don't worry. You are not the only one in that situation :):)

regards

mladen

akift:
My wife is gonna kill me, this definitely becoming addiction:)
 

Trend Trigger Factor

Hey Keit,

Thank you very much for the pain you take to prepare the scans. I created a pdf containing the pictures you send attached to this post. You can delete your posts..

Thanks again.

Akif,

Files:
trend_trigger_factor.pdf  2018 kb
 

akift

I've been trying to up load the files I have some problems with uploading keep getting file broken error. I am trying different file formats current to see if I

can post the pages indiviually.

Ok I have changed the file format to JPG. could not up load it in a zip file so did it by pages.

My connection sence a storm last week has not been good, I think Verizon has a problem with a tower in this location.

Here are the the first pages will post the rest in the next post as I have reached the TSD's limit on uploads per post.

EDIT: Removed large pic. see akift post below for a pdf file on the article

akift:
Hi Keit

I would be great if you can post the articles.

Looking forward to it.

Akif,
 

sorry about the large pics but its the best I can do right now,

I will leaving this area heading for Lexington KY tomorrow.

Will be at a different tower location and will clean up these post then.

If you copy the pics to your hard drive and then open them you will

find it a lot easier to read that way then trying to read them from the

forum.

Or if someone will download these pages and rearange them in a better

(readable) format and Upload it again I'll delete these large posts of mind.

again sorry for the mess it the only way I could upload them at

this time. The rest of the files excetp one are on the forum.

EDIT: Removed large pic. see akift post below for a pdf file on the article

Keit

 

phase change index

Ok guys

I tried to implement PCI. Here is my shot at it.

mladen,

Can you check if it is correct or not also I try to imitate your inverse slope but it looks like I couldnt reproduce it.

To imitate it I changed this line of code:

GradientLineBuffer[startIndex-k]=

Close[startIndex]+momentum*(k)/(PeriodPCI-1); [/CODE]

to this:

[CODE]GradientLineBuffer[startIndex-k]=

Close[startIndex]+momentum*(PeriodPCI-1-k)/(PeriodPCI-1);

Green represents situaton 1 and situation 3 in the document (which is momentum>0 and PCI<20)

Red represents situaton 2 and situation 4 in the document (which is momentum80)

Orange represents situaton 5(which is momentum>0 and PCI>80) and situation 6 (which is momentum<0 and PCI<20) in the document

Akif,

 
mladen:
Akif,

Also, there is one difference in my calculation compared to M.H.Pee way : in his article he calculates momentum(5) as a momentum of 5 elements and not what momentum(5) is - a momentum of 1st and 6th element (if we used Pee's logic, than momentum(1) would always be 0, and as we know, it is not) Hence I do not have the /(Length-1) part but rather simple /(Length). And further To get same values as Pee for his 35 PCI one should use length 34

regards

mladen

You cant guess the pain of that minus 1 (-1) which I want to be completely compatible with Pee:)

Thanks mladen for reviewing the code.(It would take a lot of time of me to make a review of a code like mine. You are fast:)).

Akif,

 

visual check diff conditions

histo on index - or may be put histo on direction line?

(thought it safer to mess-up Rosh's version )

------

p.s.

INTERPRETING THE INDEX (Trend Detection Index by M.H. Pee)

The trend detection index will signal a trend if it shows a positive value and a consolidation if it shows a negative one

As a trend-follower, I will enter a position in the direction of the trend when the TDI (line) is positive.

Basically, it comes down to this:

Enter long if both the TDI and direction (lines) are positive

enter short if the TDI line is positive and the direction line is negative.

 

You are right

HighestHighRecent=High; //High;

HighestHighOlder =High; //High;

LowestLowRecent = Low[ Lowest(NULL,0,MODE_LOW ,TTFbars,i-TTFbars+1)]; //Low [Lowest (MODE_LOW ,shift+TTFbars-1,TTFbars)];

LowestLowOlder = Low[ Lowest(NULL,0,MODE_LOW ,TTFbars,i+1) ]; //Low [Lowest (MODE_LOW ,shift+TTFbars*2-1,TTFbars)];

mrtools:
Found TTF but not sure if NRP.

1st and 3rd line : for all values of TTFbars > 1 it will repaint

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