Adaptive lookback indicators - page 29

Mladen Rakic
167923
Mladen Rakic  

Hull parabolic - phase accumulation adaptive ...

Well, the idea for this is spotforex's : this is phase accumulation adapted Hull parabolic indicator.


My concern was will it have sudden breaks in smoothness (since the basic hull parabolic calculates over integer number of bars) but the smoothing algorithm (combining 3 different periods into 1) itself does a really god job and the result is good (now talking about smoothness).

At a first glance the result itself is good too and I think that we can have 2 Hull parabolic indicators for 2 different purposes : the "regular" one can be as fast as one wishes (by simply adjusting the power parameter), so it can be a very efficient filter. And this one can be used a bit more for trends (even though it can be "speeded" up using the same parameter) Here is a 2 cycle adaptive Hull parabolic as an example :

hull_parabolic_-_pa_adaptive.mq4

It seems that the phase accumulation done a good work on this indicator and that we can put it into "at least 0.5%" improvement

William Snyder
9494
William Snyder  

This is the Hull Parabolic pa adaptive using it in envelopes.

Updated version posted here : https://www.mql5.com/en/forum/179723

Sergey Golubev
Moderator
115475
Sergey Golubev  

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

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

- TTM Divergence trading system is on this post.

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

Sergey Golubev
Moderator
115475
Sergey Golubev  

yes, it may work for scalping.

It is just for few hours this morning:

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

- TTM Divergence trading system is on this post.

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

William Snyder
9494
William Snyder  

This is adaptive lookback advanced qqe, with alerts or arrows on slope of the qqe or alerts or arrows on fast slow trend cross, its also multi timeframe.

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Updated version posted here : https://www.mql5.com/en/forum/179723

William Snyder
9494
William Snyder  

This is the alb progressive Mogalef bands with adaptive price zones, not really sure but looks like they may be of some use, this chart picture is default settings except using daily mogalef on 4 hour.The adaptive price zones are using jurik.

spotforex
79
spotforex  

Hi Mladen,

Could you please add to your Phase accumulation MACD the following input options: ForSymbol, zero-crossover alert and arrows.

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

phase_accumulation_macd.mq4

Mladen Rakic
167923
Mladen Rakic  

Phase accumulation adaptive composite RSI ...

This is a phase accumulation adaptive composite RSI ...


It seems that phase accumulation is giving it at least a bit of edge over the "regular" version. With default parameters (with 1 cycle detection used for period detections) it is giving useful signals. It is avoiding some of the false signals of the "regular" versions and even with that very moderate 1 cycle it is not lagging at all when compared to the regular version (combination with 0.75 cycles is also very interesting). The "fast calculation" has in this case another meaning, since it can be used for early warnings when combined with the "regular" calculation (when "fast" is set to false)

Boris
678
Boris  

Arrow adaption

mrtools:
This is adaptive lookback advanced qqe, with alerts or arrows on slope of the qqe or alerts or arrows on fast slow trend cross, its also multi timeframe.

Hi mrtools, this indi looks very interesting. Only the arrows shown are a bit confusing. It would be great if you could adapt the arrows selected according to the cfb adaptive qqe histo + alerts+arrows 1.01 indi of mladen

https://www.mql5.com/en/forum/179686/page9

Boris
678
Boris  
mrtools:
This is the alb progressive Mogalef bands with adaptive price zones, not really sure but looks like they may be of some use, this chart picture is default settings except using daily mogalef on 4 hour.The adaptive price zones are using jurik.

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