Requests & Ideas - page 74

 

okay thank you!

 

value chart + price zone ascillator smoothed

Dear Mladen,

i use value chart (bars are not visible) with price zone ascillator soothed in one window. I wonder, is it possible to make a indicator that generates alarm (email) when price zone ascillator cross emas (see picture). This system generates very good signlas on renko charts especially when corss is near +-8 value chart.

bbjurek

Files:
eur.gif  29 kb
 

Mladen have you seen this post?

https://www.forex-tsd.com/forum/debates-discussions/116-something-interesting-please-post-here/page148#comment_545030

Could you make that indicator?

Thanks so much!

Odysseus

 

Odysseus

Take a look at this post https://www.mql5.com/en/forum/general

regards

Mladen

odysseus11:
Mladen have you seen this post?

https://www.forex-tsd.com/forum/debates-discussions/116-something-interesting-please-post-here/page148#comment_545030

Could you make that indicator?

Thanks so much!

Odysseus
 

Maybe this additional info will help

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If we strictly take the definition that Hurst = 2 - fractal dimension, and then we compare the Hurst exponent to fractal dimension, than the one you posted corresponds to Alex Matulich's inverted version of Fractal dimension (he took original from Carlos Sevcik and corrected the flaw I was talking about - if one takes the Carlos Sevcik original basic code and applies it to the letter, then the values of 1.5 are never reached, which is an error). Alex Matulich took that code an corrected it. Here is an example how does Alex Matulich's version correlate to the one mike posted
But, as I said, the one mike posted is actually the corrected Alex Matulich's version inverted to give the defined (Hurst = 2 - Fractal dimension) Hurst exponent

But one more but . Since Bob Fulks and Alex Matulich did work together a lot and since the version of Hurst exponent I posted is done after the work of Bob Fulks, and since he done it as defined at that link (link from wikipedia) that describes Hurst exponent in detail, all we can do is come to a conclusion that there is something wrong in the whole thing : they roughly correlate as expected, but just roughly. The question in the end becomes the "which is the older" question : Hurst definition or Carlos Sevcik's definition.

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And if we all this was not enough then if we additionally include Mark Juriks fractal dimension, than we get even more confused : Mark Juriks Fractal dimension has absolutely nothing in common with previous versions.

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Attaching Juriks version (the "Fractal dimension") as well as original Sevcik's version (that is the "to the letter" Sevciks version with the flaw I was mentioning) and Alex Matulich's version of fractal dimension so that all can be compared (here is how does that comparison looks like) :
That is all from me regarding Hurst exponent and Fractal dimension. I did read once a study that fractal dimension / Hurst exponent can not be applied in financial markets (it was related specifically to financial markets and a lack of some things necessary to be able to apply either of the mentioned) with some proofs for that, but after that I was trying to find that site again and I always failed, so please do not take this last part to seriously : I really do not remember if it was "that serious"

_______________________

Hope these will help a bit

 

Mladen,

Is it possbible for you to implement the genetic algorithm library JQS UGAlib - MQL4 Code Base in value chart for optimization purpose?Many thanks.

Files:
valuechart.mq4  11 kb
 

MaEnv

MaEnv_01

MaEnv_02

MaEnv_03

Files:
maenv_01.mq4  7 kb
maenv_02.mq4  7 kb
maenv_03.mq4  7 kb
pictures_1.gif  29 kb
 

CrustallumKvs

I like them :):)

regards

Mladen

CrustallumKvs:
MaEnv_01

MaEnv_02

MaEnv_03
 

Please help Mladen!

Mladen,

I turn to you for help on this one!

Mr. Tools was kind (and smart) enough to attempt to add newsfilters to the 2 EAs I have attached (polyfit scalper 1.59 and tickscalper 3.44)

This is great in theory, but I have observed several instances in the past couple days where the text on the screen will say "Avoiding high impact news" and yet the EA will open a trade nonetheless (usually with horrible results!), so apparently the newsfilter doesnt work properly. It uses the TSD news 1.5 calendar. I have attached that zip as well. Could you PLEASE take a look at the EA(s) and confirm that the news filter does in fact FILTER the entries during the correct news times? Also, is there any need to in any way adjust the specified time zone in the EA to match the calendar time zone? (I dont think this is the problem because the text comments *do* say "avoiding high impact news" at the right times, I think the problem is in the filtering of entries because entries are STILL occuring when they shouldnt be).

Thanks so much, I asked Mr. Tools, but he didnt see any issues so you are the one who can help --- very much appreciated!

Odysseus

 

heres the news zip

Reason: