Adaptive lookback indicators - page 20

 
mrtools:
Phase accumulation avgs. sw just the avgs. indicator controlled by phase accumulation!In the gbpjpy have the cycles set at 8 and 4 using LSMA and filter=7. Pretty much the same for gbpusd except cycles at 9.5 and 4.75 and filter=10.

which is the indicator on this chart? (post #71)

 
camisa:
which is the indicator on this chart? (post #71)

Adaptive gann high-low activator jma heiken ashi arrows.

 
mrtools:
Adaptive gann high-low activator jma heiken ashi arrows.

looks much better on post #71 than on my charts :P

 
camisa:
looks much better on post #71 than on my charts :P

Know there was one that the mtf wasn't right, and later Mladen fixed the mtf, anyway this one is that one(the fixed version), but i changed to double smooth jurik, at first didn't like it much until i started using it with the arrows, but posting the one i use, who knows maybe it will be better.

ps) changed the name a little so maybe will be little less confusing1

 

Phase Accumulation

Hi Mladen,

Could you please create phase accumulation versions of JMA and RSX (with ForSymbol, Invert input options).

Also, would there be any benefit of applying phase accumulation to Value Charts?

As always, thank you!!!

-spotforex

mladen:
And now the reason for posting at this thread : John Ehlers made also an indicator called Phase accumulation. I did not find a working version of it for metatrader 4 (the ones I found are with too much deviations from the original, so the usage of those is rather limited) so made one. The idea (in short) is to find how many bars does it take to add up every bars phases and to reach certain cycle (Ehlers uses only 1 full cycle but I decided to make it as a parameter where you can choose for how many cycles do you want to check the phases for - the "why" I did it will be explained later)
So, the way it is calculated, it gives a kind of a "perfect" period that should be applied to some indicator. And now the "why" variable cycles parameter : if we test just 1 full cycle then the speed of an indicator can not be changed (it will depend solely on data) and that way some indicators that could use this way of calculating periods could not benefit from it : averages, MACD, and so on ... But with variable cycles they become "controllable" and in that way, much more usable. So here are two offsprings of the Phase accumulation : Phase accumulation EMA (so adaptive) and Phase accumulation MACD (adaptive again). On the picture : Half cycle EMA and full cycle EMA, and the same cycles MACD
PS: Ehlres uses default value 7 for filter (smoothing) but I decided to set it to no smoothing (when filter is set to 1 or less there is no smoothing)) in order to make it clearer what exactly does the Phase accumulation do
 

spotforex

Here is phase accumulation adaptive rsx (with choosable symbol and invert option) Even at a first glance it seems that phase accumulation adapting is giving value to it (see the comparison of the 2 - upper is the regular and lower is the phase accumulation adaptive one - both with default parameters) and that it is an improvement compared to the original one

Now the rest : jma is already adaptive (it is not widely known but it is the "secret" of jma - next time when you see Mark Jurik compare jma to a non adaptive moving average and he does it with a long period freely laugh because he is then using every trick in a book to sell more (I am not disputing the value of jma though - just the "marketing techniques" )) - removing the way it is adapting and making it adapt differently is impossible - it would become something completely different. Value chart is another story and the way it takes samples that it then uses for final result disables adapting

spotforex:
Hi Mladen,

Could you please create phase accumulation versions of JMA and RSX (with ForSymbol, Invert input options).

Also, would there be any benefit of applying phase accumulation to Value Charts?

As always, thank you!!!

-spotforex
Files:
 

Non_Lag_MA indicators

Dear mladen

1- is Non_Lag_MA indicators are repainting indicators ?

2- would you mind help me to find last igorads version ?

3- is there any EA based on this indicators ?

Best Regards

 

davidfx108

If you are asking can the colors repaint in that indicator, then the answer is yes (unless you are using one of the nrp version). If you are asking if it changes values, then the answer is no

As of last version : frankly, I really do not know. One version posted quite recently along with an EA that is using it (I guess that answers your last question too) can be found here : https://www.mql5.com/en/forum/180764

regards

Mladen

davidfx108:
Dear mladen

1- is Non_Lag_MA indicators are repainting indicators ?

2- would you mind help me to find last igorads version ?

3- is there any EA based on this indicators ?

Best Regards
 

Mladen ,

Can you adjust adaptive look back period to poly-fit moving average?

Files:
 

biddick

Here is this one

It switches to adaptive lookback mode when FitMode is set to 1. For fit mode 0 it works as before (will see what is needed and if fit mode 0 will benefit from alb, and if yes, will post that version too)

PS: was using default parameters that resemble to Length 50 of polyfit. You might want to play with the speed parameter

regards

Mladen

biddick:
Mladen , Can you adjust adaptive look back period to poly-fit moving average?
Files:
Reason: