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Requests & Ideas - page 231

nevar
455
nevar  

Mladen ,

Is it possible for you to convert pair trade indicator Indicators - PairsTrade_Light - MQL5 Code Base into mql4?Thank you.

Mladen Rakic
162715
Mladen Rakic  
nevar:
Mladen , Is it possible for you to convert pair trade indicator Indicators - PairsTrade_Light - MQL5 Code Base into mql4?Thank you.

nevar

Will check it (at a first glance there seem to be some stuff that migh be a cause for wrong calculcation - repainting - but I need to check the code thoroughly)

Mladen Rakic
162715
Mladen Rakic  

Immediately one thing : disregard levels crossing in the past. Those levels are changed all the time

nevar
455
nevar  

I see , 0 level is not changing as far as I see , am I correct?

Mladen Rakic
162715
Mladen Rakic  
nevar:
I see , 0 level is not changing as far as I see , am I correct?

Level as level is not changing, the other two levels are

Right now I am in a process of deciphering what was the exact intention of the coder and some coding points are very disputable (the way how ema smoothing is done immediately becomes a thorn in the eye - I am not sure at all that it will produce results that are ot subject of change, but will know more later

nevar
455
nevar  

I think author's smoothing algorithm based on his articles Time Series Forecasting Using Exponential Smoothing (continued) - MQL5 Articles in mql5 site

Mladen Rakic
162715
Mladen Rakic  
nevar:
I think author's smoothing algorithm based on his articles Time Series Forecasting Using Exponential Smoothing (continued) - MQL5 Articles in mql5 site

Maybe he is telling about that, but what is used is a simple EMA smoothing in the code. Here is one code part doing that :

sy1_s=as*pr1+bs*sy1_s; // Slow EMA

sy1_f=af*pr1+bf*sy1_f; // Fast EMA

sy1_ff=af*sy1_f+bf*sy1_ff; // Repeated fast EMA from the previous

sy1_atr=aa*tr1+ba*sy1_atr; // ATR with using EMA[/PHP]

and this is how the coefficients are calculated :

[PHP] as=2.0/(1+EMA_Slow); bs=1.0-as; // Slow EMA coefficients

af=2.0/(1+EMA_Fast); bf=1.0-af; // Fast EMA coefficients

aa=2.0/(1+N_ATR); ba=1.0-aa; // ATR smoothing coefficients

those are classical EMA coefficients

nevar
455
nevar  
nevar:
Mladen , Is it possible for you to convert pair trade indicator Indicators - PairsTrade_Light - MQL5 Code Base into mql4?Thank you.

Hi Mladen,

What do you think, pairtrade indicator calculated wrong?Or is it codeable?Thanks.

Mladen Rakic
162715
Mladen Rakic  
nevar:
Hi Mladen, What do you think, pairtrade indicator calculated wrong?Or is it codeable?Thanks.

nevar

In my opinion the author of that indicator should completely recode it. Not going to go into details about the code, but there is simply too much stuff in it that code that should not be done the way it was done at all.

Other than that, those are simply 2 MACD lines drawn (with some lag added due to additional EMA smoothing of the fast value) in the same window and the difference of it drawn as a third value

dannyla
241
dannyla  

Good Morning

I want this ea to work in 5 digit broker

4 digit broker roboforex is working fine

Thanks in advance

the ea was deleted cause it is a decompile code

sorry