Adaptive lookback indicators - page 15

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;laden

Mladen can add a little thing (putting a darker color than orange when the indicator changes its trend and falls) in the indicator "TrendStrength oma channel_mtf_alerts , " ... I'm tired of hearing .. 12 up to 16 hours in front of the computer..... Or if you can make an EA for this indicator and "Fx Sniper CCI_TriggerAlertFast_mtf_arrows_v1 ergodic"

Thanks

 

Mladen

Sorry for...

Mladen can add a little thing (putting a darker color than orange when the indicator changes its trend and falls) in the indicator "TrendStrength oma channel_mtf_alerts , " ... I'm tired of hearing .. 12 up to 16 hours in front of the computer..... Or if you can make an EA for this indicator and "Fx Sniper CCI_TriggerAlertFast_mtf_arrows_v1 ergodic"

Thanks

 
mladen:
This one does not belong here (by it's nature) but since I have posted about the same subject last couple of posts, here it is :

This is a end-point fft. I used klots library for this (it is a pure mql since it is reasonably fast even in mql form so no conversion or changes was needed)

Of parameters :
window is the size fft will be calculated for : I prefer to know at least roughly how many bars I want to calculate it for, so the indicator will round the window size to the closest power of 2

FilterBellow and FilterAbove - frequencies sequence that are going to be filtered (cut-off) If you set these to 0 and some big value, there will be no transform at all, since inverting initial fft will return the original values. Default values are fairly good for this purpose

I am attaching the library here (#_lib_FFT.mq4 and as usual, it should be copied to libraries folder). The original can be found at this link : Библиотека функций быстрого преобразования фурье FFT - MQL4 Code Base As an example : FFT (upper) compared to same length and cut-offs end point FFT

I hate saying this ,but I am afraid the indicator window appears blank(indicator scaling is appearing but there is no actual signal) .I have always had problems with klot fft library(not a single problem with gwpr lib).

#_lib_FFT.mq4 file is in lib folder,

Price 0

windows 256

filter below 2

filter above 50

start drwing from 250

And my data provider is alpari demo uk, thanks.

 

biddick

Try with this, maybe some problem with compilation. This one works on my PC. Let me know. If not, than will make a regular dll

regards

Mladen

biddick:
I hate saying this ,but I am afraid the indicator window appears blank(indicator scaling is appearing but there is no actual signal) .I have always had problems with klot fft library(not a single problem with gwpr lib).

#_lib_FFT.mq4 file is in lib folder,

Price 0

windows 256

filter below 2

filter above 50

start drwing from 250

And my data provider is alpari demo uk, thanks.
Files:
_lib_fft.ex4  28 kb
 

Yep solved Mladen ,

I have checked library folder and I have found several fft lib files , thank you.By the way it is an interesting indicator ,it is smoother than pa macd and faster then the ocean deviation indicators ,sometimes it is pin point catching the tops and bottoms but then sometimes it is staying below 0 in strong trending phase so I have to be careful with it, thanks for the great indicator.Are you going to make the oscillator type?

 
SIMBA:
Mladen,

It was done so elegantly that it astonished both UK university professors and Jamaican Umbrella drinkers(Tools,join the party ) into obviating the singularity acceleration created by male testosterone multiplied by the cosine of the number of Daiquiris drank on the beach... with the goal of convoluting the hard string theory into the non linear curvatures of the female body ,and ,for spanish speakers,enjoying their thetas;)...Well,Mr Bean may have a different taste of curvatures,as shown by his tacky choice of swimming gear,but so what?He was a genius,or so he tried to imply ...as shown by his non linear vortex indicator based on game theory and biased to the trend of the day ...BTW,I am not so sure he is Mr Bean...Mr Bean was both more intelligent and easier to trick into a trap,I think the one we have here is just a wannabe ,but he may be of the same species....

For the rest of readers,this is a private joke among Tools,Mladen and myself,so,do not even try to understand it,just enjoy the party atmosphere and the related productivity increase that hopefully will materialize soon ...Hahahaha,Mladen and Tools are going to kill me,I will seek refuge in a

Caribbean Island.

S

SO an inside joke, guessing related to SOMEONE wearing a speedo..was it you MR Tools? lol. As with most of Simba's posts, it is well written, with abstract analogies and requiring a 140+ IQ and thesaurus to follow along. Nice to see Simba in this thread as I have a lot of respect for his ideas and opinions.

Best Regards,

Zipfrog

 

biddick

I probably will make an oscillator.

But right now want to solve other issues that I feel are more important. As far as I see the most important is the frequencies "selection" and that is what also simba was suggesting in his post. Filtering out automatically seems to be "the thing" but also there is a question of compared to what should the values enter calculation (maybe sounds cryptically, but will be clearer when some next version comes - if I am on a right track, of course).

In the one I posted it is a kind of "chop-chop" filtering (chop left, chop right and what is left is used). It is just a first step to something with more logic in it. Once that is moved in right direction, maybe the indicator itself can be improved too

regards

Mladen

biddick:
Yep solved Mladen , I have checked library folder and I have found several fft lib files , thank you.By the way it is an interesting indicator ,it is smoother than pa macd and faster then the ocean deviation indicators ,sometimes it is pin point catching the tops and bottoms but then sometimes it is staying below 0 in strong trending phase so I have to be careful with it, thanks for the great indicator.Are you going to make the oscillator type?
 
mladen:
biddick

I probably will make an oscillator.

But right now want to solve other issues that I feel are more important. As far as I see the most important is the frequencies "selection" and that is what also simba was suggesting in his post. Filtering out automatically seems to be "the thing" but also there is a question of compared to what should the values enter calculation (maybe sounds cryptically, but will be clearer when some next version comes - if I am on a right track, of course).

In the one I posted it is a kind of "chop-chop" filtering (chop left, chop right and what is left is used). It is just a first step to something with more logic in it. Once that is moved in right direction, maybe the indicator itself can be improved too

regards

Mladen

As it is now ,with knowledge of cycles,you can use it to decompose price into trend+cycle and extract useful information.

I am fairly sure that by improving the filter selectivity,specially in the lower frequencies, this will be a good indicator.

S

Files:
screen.gif  67 kb
 
SIMBA:
There is no point in end-pointing a SSA

Point taken

mladen:
This is a end-point fft. I used klots library for this

Thanks for the end-point FFT Mladen, should be interesting code.

 
SIMBA:
As it is now ,with knowledge of cycles,you can use it to decompose price into trend+cycle and extract useful information.

I am fairly sure that by improving the filter selectivity,specially in the lower frequencies, this will be a good indicator.

Simba, if I understand correctly you would only select the statistically significant cycles, advance their phases and combine them into 1 wave?

Is that screenshot from your post above from a causal indi?

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