Adaptive lookback indicators - page 107

Mladen Rakic
162736
Mladen Rakic  
krelian99:
mladen, can you please make Blau - smi averages 2_1 vhf adaptive?
I am having a problem with this : smi has 3 periods and if we make all the 3 periods vhf adaptive, the results is unpredictive in some case. Trying to find some solution for that, but so far no acceptable results
krelian99
1202
krelian99  
mladen:
I am having a problem with this : smi has 3 periods and if we make all the 3 periods vhf adaptive, the results is unpredictive in some case. Trying to find some solution for that, but so far no acceptable results

We have Length, Smooth 1 and Smooth 2. At phase accumulation adaption we adapted the length only. Is it here not possible?

      double alfa1 = 2.0 / (1.0 + Smooth1);
      double alfa2 = 2.0 / (1.0 + Smooth2);

      for (i=limit, r=Bars-i-1; i>=0; i--,r++)
      {
         double Length = iHilbertPhase(wrkBuffer[r][12],PaFilter,PaCycles,i);
         double highest = High[iHighest(NULL,0,MODE_HIGH,Length,i)];//SMIPeriod1
         double lowest  = Low [iLowest (NULL,0,MODE_LOW ,Length,i)];//SMIPeriod1
         double sm      = Close[i]-(highest+lowest)*0.5;
         double hl      =           highest-lowest;


The two smoothers I have to optimize. Is extra double smoothing option still reasonable here?

Mladen Rakic
162736
Mladen Rakic  
krelian99:

We have Length, Smooth 1 and Smooth 2. At phase accumulation adaption we adapted the length only. Is it here not possible?

      double alfa1 = 2.0 / (1.0 + Smooth1);
      double alfa2 = 2.0 / (1.0 + Smooth2);

      for (i=limit, r=Bars-i-1; i>=0; i--,r++)
      {
         double Length = iHilbertPhase(wrkBuffer[r][12],PaFilter,PaCycles,i);
         double highest = High[iHighest(NULL,0,MODE_HIGH,Length,i)];//SMIPeriod1
         double lowest  = Low [iLowest (NULL,0,MODE_LOW ,Length,i)];//SMIPeriod1
         double sm      = Close[i]-(highest+lowest)*0.5;
         double hl      =           highest-lowest;


The two smoothers I have to optimize. Is extra double smoothing option still reasonable here?

There is length (that is the calculation length that is used to calculate the SMI range) and the two periods that are used for smoothing (since SMI is a sort of a double smoothed indicator). First period (the "length") is hard to adapt, since it must be bar bound - it must be an integer). The second two can be adapted, but having two different periods for smoothing, making them adaptive depending on their original lengths can cause "period inversion" - in some cases what was longer can become shorter than the other period, and vice versa. That is the sort of the problems I am talking about this time
Mladen Rakic
162736
Mladen Rakic  
krelian99:

We have Length, Smooth 1 and Smooth 2. At phase accumulation adaption we adapted the length only. Is it here not possible?

      double alfa1 = 2.0 / (1.0 + Smooth1);
      double alfa2 = 2.0 / (1.0 + Smooth2);

      for (i=limit, r=Bars-i-1; i>=0; i--,r++)
      {
         double Length = iHilbertPhase(wrkBuffer[r][12],PaFilter,PaCycles,i);
         double highest = High[iHighest(NULL,0,MODE_HIGH,Length,i)];//SMIPeriod1
         double lowest  = Low [iLowest (NULL,0,MODE_LOW ,Length,i)];//SMIPeriod1
         double sm      = Close[i]-(highest+lowest)*0.5;
         double hl      =           highest-lowest;


The two smoothers I have to optimize. Is extra double smoothing option still reasonable here?

Here is a kind of a compromise : adaptive is just the longer smi calculation period. Even like that the difference is sometimes significant. Try it out



PS: newest set of averages included too

krelian99
1202
krelian99  
mladen:

Here is a kind of a compromise : adaptive is just the longer smi calculation period. Even like that the difference is sometimes significant. Try it out



PS: newest set of averages included too

Nice and smooth, I'll test it. Thank you so much, mladen.
siegfriednovell
24
siegfriednovell  
mladen:

Here is a kind of a compromise : adaptive is just the longer smi calculation period. Even like that the difference is sometimes significant. Try it out



PS: newest set of averages included too

thanks, great job again Mladen !

will it be possible to do the same thing with blau-Tsi  (blau tsi averages) ?

Mladen Rakic
162736
Mladen Rakic  
siegfriednovell:

thanks, great job again Mladen !

will it be possible to do the same thing with blau-Tsi  (blau tsi averages) ?

Will check that too :)
mntiwana
4557
mntiwana  
mladen:

Here is a kind of a compromise : adaptive is just the longer smi calculation period. Even like that the difference is sometimes significant. Try it out



PS: newest set of averages included too

Dearest MLADEN

Thanks so much for adding adaptive and newest averages and Yes the difference is not too much as you was telling already,also where some times significant there also increased numbers of signals :)

the lower (sw) with adaptive,upper with out adaptive.

regards


sebatian
676
sebatian  
mntiwana:

Dearest MLADEN

Thanks so much for adding adaptive and newest averages and Yes the difference is not too much as you was telling already,also where some times significant there also increased numbers of signals :)

the lower (sw) with adaptive,upper with out adaptive.

regards


What on lower time frames (with bigger volatility in data)?
mntiwana
4557
mntiwana  
sebastianK:
What on lower time frames (with bigger volatility in data)?

I think did not get your question,can you explain a bit more.

if you asking about indicator used in the picture it is "blau - smi averages 2.2"

 newest one from the post number 1065 at previous page on this same thread.