Adaptive lookback indicators - page 127

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Mladen Rakic:

I do (have it) :



I want to download for using in MT5. Can you share it? Thank you.

 

Hi All


Whats everyone's experience been with comparing the various adaptive methods available to make an indicator adaptive

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Adaptive Length Finder

X Cap I polyfit ( by PaulGriffin)

Elher's Cycle Period Finder

Are there any others ? 

Which one do you'll think is the most accurate ?

 

CodeBase

============

 

Wow,

Evident how a bit of reading helps. I have a had this problem and looked for solution but never got one from anywhere - however I GODLY somehow notice the change when I changed from 

extern TIMEFRAME t = init_value;

 to just

TIMEFRAME t = init_value;

and I have used this solution to all indicators with same problem. Now I see experts had same problem(nine years ago :) ) and came up with elegant solution. I will revisit my solution!


PS: I will never forgot the day I decided to check the author of some of the indicators I got from the Internet, now I know who I can trust!!!

 
Pipanovic:

Wow,

Evident how a bit of reading helps. I have a had this problem and looked for solution but never got one from anywhere - however I GODLY somehow notice the change when I changed from 

 to just


and I have used this solution to all indicators with same problem. Now I see experts had same problem(nine years ago :) ) and came up with elegant solution. I will revisit my solution!


PS: I will never forgot the day I decided to check the author of some of the indicators I got from the Internet, now I know who I can trust!!!

  • that code is not used in the code posted at this thread
  • regardless of that, removing "extern" is making it fixed (user can not change it from parameter inputs) - that hardly makes it more flexible
  • TIMEFRAME is user defined (ie: not mql reserved word - you were probably using some code that become non-compatible when new mt4 builds were launched). ENUM_TIMEFRAMES is something completely different

 
Mladen Rakic:
  • that code is not used in the code posted at this thread
  • regardless of that, removing "extern" is making it fixed (user can not change it from parameter inputs) - that hardly makes it more flexible
  • TIMEFRAME is user defined (ie: not mql reserved word - you were probably using some code that become non-compatible when new mt4 builds were launched). ENUM_TIMEFRAMES is something completely different

Hi Mladen,


Let me start by extending my gratitude for taking time of your busy schedule to respond.


The code posted above is just a pseudo code to highlight the issue I had, and how I resolved it. It solved my problem at that time as I was using the indicator in question in an EA, and did not care much about changing the time frame as I would change it via 'Strategy Tester'. 

Anyway the point I was highlighting is that my solution was not the best, thought it solved the problem. And seeing that you(with impressive experience) picked up the issue long time ago and you resolved it. I will then revisit my solution using your solution as a reference.


By the way thank you very much for the impressive work that you are doing. I found out about you inside an indicator :) :) :), about 6 months ago, by just assuming that great coders leave their names in their code - and I was right. I have learnt a lot from you since then, and you are the BEST- I don't care who is next, :) 


Keep up the good work and GOD bless.


Enjoy the World cup in your country. I hope Russia wins, just for you :)

 
iandm80:

Hi,

Anyone who can help me with this indi? Can we make it MTF?

Than

Page 126 / Post #1251   Anyone see this request yet?
 

Some good indicators were posted today:

------------------

And this is whole the story - 

Forum on trading, automated trading systems and testing trading strategies

Advanced links/threads/tools

Sergey Golubev, 2012.09.05 13:45

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 :

  1. Determine the initial number of swing points (swingCount parameter) to use in the calculation.
  2. Count the number of price bars it takes for thenswing points to form.
  3. Divide step 2 by step 1 and round the result.

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

  • Key thread with indicators (for MT4 and MT5):
    - 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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I have a question for programmers of this thread:

Since many fractals count in the lookback period mean price is ranging, would it be possible to build an indicator that can detect ranging markets using adaptive lookback??

 
Mladen Rakic:
  • that code is not used in the code posted at this thread
  • regardless of that, removing "extern" is making it fixed (user can not change it from parameter inputs) - that hardly makes it more flexible
  • TIMEFRAME is user defined (ie: not mql reserved word - you were probably using some code that become non-compatible when new mt4 builds were launched). ENUM_TIMEFRAMES is something completely different

Hi Mladen.
Please could you convert this BAT atr trailing stop indicator to a trailing stop EA . the trailing stop should be based on the same logic of this attached BAT atr stop indicator but the trailing stop should be hidden.
Other features are:

..hidden trailing stop loss that is "1 spread"away from BAT atr stop indicator trailing line.
..Trailing start point
...Fixed Hard stop loss/Broker's stop loss
..Breakeven point + break even profit. ..(Here the broker's stop loss is brought to break even plus specified amount of pips.
 It should manage all trades in the same chart   symbol. 

Thanks a lot
Files:
BAT_ATR_v1_z14.mq4  4 kb
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