Adaptive lookback indicators - page 29

 

Just testing something (may be good for scalping).

I am not sure but I think that it is template of MrTools and I just added the latest averages MACD - mtf & alerts+divergence indicator from one of the latest TickScalper EA (simple elite section) https://www.mql5.com/en/forum/179720/page31

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- TTM Divergence trading system is on this post.

- TTM Divergence trading system first statement is on this post.

 

I uploaded indicators and template on this post https://www.mql5.com/en/forum/179723/page19 (inside Winrar file). But please note that indicators are having MTF settings so it is more divergence scalping than trading indicators' signals.

About divergence - look at this post https://www.mql5.com/en/forum/175886/page2 (indicator is using it).

 

This is Hodrick Prescot Filter and dll that goes with TTM Hp.

Files:
 

Hi Mr Tools,

I was using the TTM-HPBars today on my Renko offline charts, and I found they re-paint terribly much. Is there something I am missing?

Thank you for any reply,

Dan

 
dakiki:
Hi Mr Tools,

I was using the TTM-HPBars today on my Renko offline charts, and I found they re-paint terribly much. Is there something I am missing?

Thank you for any reply,

Dan

Hi Dan, Yes they recalculate,doubt if there is a version that doesnt

 
Boxter:
Hi mrtools, this indi seems to work only periods >=m15. Below the picture becomes pretty chaotic.

They work on any time frame, this is them with the trend lines on m5 using m15 channel, have used them on m1 with m5 bands, worked fine.

Files:
alb_mogref.gif  43 kb
 

Multi pass moving average filter - nrp

mrtools:
This is Hodrick Prescot Filter and dll that goes with TTM Hp.

Hi mrtools, by its nature the Hodrick Prescot Filter is repainting a lot at the last bars because of the time series analysis used. For my understanding the Multi pass moving average filter can provide a similar result without repainting, correct ?

 

...

There is one interesting thing about Hodrick-Prescott filter : I was convinced that when I found that no-lambda calculation (knowing the period instead of specifying lambda parameter for calculation) that that is it - it will recalculate the period bars and that is all. I was wrong ...

Later, during some tests it turned out that Hodrick-Prescott filter can recalculate much more. As good as it is on statical models for de-trending it should be used with caution on dynamic sets of data for that reason.

Just thought that it would be interesting to know this ...


And Boxter is right : multi pass filter does not recalculate and it makes it a very useful tool ...

Boxter:
Hi mrtools, by its nature the Hodrick Prescot Filter is repainting a lot at the last bars because of the time series analysis used. For my understanding the Multi pass moving average filter can provide a similar result without repainting, correct ?
 

Here a histogram version of the Multi Pass Moving Average Filter

 

T3 DeMarker phase accumulation adaptive ...

Experimenting This a T3 DeMarker but it is phase accumulation adaptive version. T3 is very suitable for this kind of "games" since it does not require an integer length for calculation, so, in the case of phase accumulation we do not need to round it up or down (and cripple it that way). At a first glance looks like useful addition, but please do test it for yourselves ...

Two examples : 1 and 2 cycles

Reason: