Requests & Ideas - page 118

adeo
118
adeo  

Granger Causality

Mladen:

Any time to crank this through your excellent intellect and indicator machine?

Granger causality - Wikipedia, the free encyclopedia

Note lost during forum migration: Not to presume, but for my own interests, consider the subset of pairs that are correlated (say, +/- 0.8 to 1.0 for 50 H1 periods)

Thanks for considering.

Paper with time series analysis: A Bootstrap Granger Causality Test from Exchange Rates to Fundamentals

Market analysis & prediction library: Granger causality test in pure Java

ECONOMIC TIME SERIES ANALYSIS:

GRANGER CAUSALITY AND ROBUSTNESS

Maxwell10
145
Maxwell10  

Volatilty Indy Formula

(MAXH30-MNL10)/C-%15

Hello I borrowed a simple idea that I'm not sure is worth coding into an indy or perhaps can be added to an existing indy

the maximum high of the last 30 days minus the minimum low of the last ten days divided by the close should be less than 15 percent,implementing this maybe worth looking into thanks

Mladen Rakic
163390
Mladen Rakic  

...

Best to try it out

Here is the indicator in this form (I still have troubles with attachments). Just copy it to metaeditor and paste it to and then save it as Volatility indi. As far as I see, it can reach those percents on forex symbols daily time frame only (lower time frames have much smaller changes) Added a multiplication with 100 in order to bring it to those ranges

#property indicator_separate_window

#property indicator_buffers 1

#property indicator_color1 PaleVioletRed

#property indicator_width1 2

//

//

//

//

//

extern int MaxPeriod=30;

extern int MinPeriod=10;

double result[];

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

//

//

//

//

int init()

{

SetIndexBuffer(0,result);

return(0);

}

int deinit()

{

return(0);

}

int start()

{

int counted_bars=IndicatorCounted();

if(counted_bars<0) return(-1);

if(counted_bars>0) counted_bars--;

int limit=MathMin(Bars-counted_bars,Bars-1);

//

//

//

//

//

for(int i=limit; i>=0; i--) result = 100.0*(High[ArrayMaximum(High,MaxPeriod,i)]-Low[ArrayMinimum(Low,MinPeriod,i)])/Close;

return(0);

}

Maxwell10:
(MAXH30-MNL10)/C-

Hello I borrowed a simple idea that I'm not sure is worth coding into an indy or perhaps can be added to an existing indy

the maximum high of the last 30 days minus the minimum low of the last ten days divided by the close should be less than 15 percent,implementing this maybe worth looking into thanks
Files:
Maxwell10
145
Maxwell10  

New Volatility Indi Formula

Mladen please what you ask of me is futile for I have no experience in mql coding although I did just try to copy and paste into metaeditor to no avail,all in all I really wasn't sure if this formula would even be useful in currency markets,but since you mentioned a potential use for the D1 timeframe perhaps there can be an option in parameters for percentage to be tweaked if one so chooses to trade such lower timeframes,but since I heard the less than 15 percent originally that should be the original default settings,remember also this formula is just an idea so it ain't set in stone ,if there a better percentage than can be used for each timeframe let's try to find it together but in the meantime anything less than 15 percent is for D1 strictly, also about the display it can just be an arrow on the candle that met criteria ,or if you got something better in mind like lines in AC/AO or something anything will do I'll just be good if somehow we can bring this thing to life to see if has legs and wings! thanks,Max

Mladen Rakic
163390
Mladen Rakic  

...

Maxwell10

It is attached to the previous post now. Download it as any usual indy now. Will continue (together with you) working on that indy when all this issues about attachments are solved and then we can add whistles and bells

Wish you a pleasant weekend

Maxwell10:
Mladen please what you ask of me is futile for I have no experience in mql coding although I did just try to copy and paste into metaeditor to no avail,all in all I really wasn't sure if this formula would even be useful in currency markets,but since you mentioned a potential use for the D1 timeframe perhaps there can be an option in parameters for percentage to be tweaked if one so chooses to trade such lower timeframes,but since I heard the less than 15 percent originally that should be the original default settings,remember also this formula is just an idea so it ain't set in stone ,if there a better percentage than can be used for each timeframe let's try to find it together but in the meantime anything less than 15 percent is for D1 strictly, also about the display it can just be an arrow on the candle that met criteria ,or if you got something better in mind like lines in AC/AO or something anything will do I'll just be good if somehow we can bring this thing to life to see if has legs and wings! thanks,Max
Maxwell10
145
Maxwell10  

I am humbled

For you to be able to do the things you do and then to spend the time to actually produce this formula onto a chart,I'm truly thankful for all you do for all of us around here walking these halls ,now onto the meat of this topic I didn't fully understand and still don't quite know what you meant from the first and 2nd post about attachments not working but after seeing the most primitive[LOL with all do respect!} indicator you ever made with the only option to choose min and max period! I think I know what you mean so here's until everything's good on your end and then we can get the sprucing and tidying up along with the bells and the whistles going!! Cheers,thanks Max

xsoftz
5
xsoftz  

[Request Indicator] i need indicator show all tf and can include more indicator

i need indicator show all tf and can include more indicator

William Snyder
9493
William Snyder  

Hi Xsoftz,

Can you explain a little more what you are looking for.

xsoftz
5
xsoftz  
mrtools:
Hi Xsoftz, Can you explain a little more what you are looking for.

i need tools show any tf and can add indicator MACD + STO + BB and ZIGZAG

Files:
ss6.jpg 399 kb
Sergey Golubev
Moderator
114870
Sergey Golubev  

It should be few similar indicators on this thread https://www.mql5.com/en/forum/179673 or this thread https://www.mql5.com/en/forum/178673 or this thread https://www.mql5.com/en/forum/176023 (by links to download).