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Requests & Ideas - page 37

Mladen Rakic
162718
Mladen Rakic  

t2g

The problem is that without dll it works much, but much slower (I did not measure it but just roughly, mql code is at least 40-50 times slower)

Maybe one suggestion can help you : in this post https://www.mql5.com/en/forum/179723/page10 I wrote about similarities of SSA and centered triangular moving average. Why don't you try the back-test with TMA and then, if the results are satisfactory you can use SSA as a sort of "final version"??

The thing is that centered TMA is far, far faster calculated and you will not have a processing problem and it is not to hard to find settings that will match SSA (not 100% but very close to it - see the first picture of that post - they really are that similar, and slope changes are virtually on same bars even if for some reason the values are not the same. Differences are going to happen on first HalfPeriod bars (HalfPeriod from TMA), but for the rest differences are minimal)

regards

Mladen

t2g:
Hello Mladen.

I want to make an EA by using SSA of price indicator.

but problem is this indicator is too heavy and back test is extremely slow.

it takes 2 weeks to test 10 years back test.

I want to ask you that is it possible to make this indicator working without DLL ???

if it possible could you make it for me please.......

I appreciate your great work. thank you very much.

t2g

http://www.multiupload.com/J9SBWNLP0J
t2g
29
t2g  

HI Mladen.

thank you very much for your reply and suggestions.

I will check centered TMA .

your information was very helpful for me.

Thank you again.

Regards

t2g

gcgipson
488
gcgipson  

Overwhelmed

Well, I paid the membership fee and I have to say that I am overwhelmed and completely without direction in this section. I'm not looking to be spoon fed, but there are just too many indicators here for me to sort out what is best for my needs. Can someone point me in the right direction? I was hoping to find an indicator that works well on the H1 time frame and has some sort of FORWARD statements to back it up. Does any such indicator, with forward statements, exist in this section? Once again, I am not looking to be spoon fed, I would just like some general suggestions. Thanks!

Sergey Golubev
Moderator
114691
Sergey Golubev  

Hi Yoda_Glenn,

The structure of this section is exact the same one as simple elite section, or elite mandarine section:

- advanced links/threads/tools (it is always on the top of this sexction);

- EAs' files (on tghe top of the section too).

- discussion thread. It can be any but this one Requests & Ideas

For example, you want to find something related to the indicators.

You go to advanced links/threads/tools thread and try to find:

- first post of this thread - indicators related to One more average and Simple Ichimoku Systems.

- next post - about fractals and some more;

- next - alb indicators, and tick/scalping indicators,

- next - Ocean theory based indicators;

- next - Dynamic zone indicators;

- Kase indicators;

- post #13 - Guppy MMA indicators;

- post #14 - digital filters variations;

- next - Correlations indicators;

- post #16 is for Meters;

- and some various non-categorized indicators.

Just select what you need or like, and click on the link to download and gfo to the thread with this indicators to see how to use and ask the questions and follow the discussion.

Same with EAs.

As to manual trading systems so not so many of them are here: I made Simple Ichimoku system (by few threads), adeo made the thread about PAL indicators, and I am testing TSD DS jurik BT system on M5 timeframe with good results (I will open separated thread later in this advanced elite section).

MrM
271
MrM  

geHMA_HP

Hi, Mladen

- Can you make an end-point transform of this one:

geHMA_HP - MQL4 Code Base

it's a Hull-smoothed HP-filter (mentioned somewhere here before).

It will obviously not look as good as the original because that one has a 2 bar recalculation.. But it might be useful somehow.

I'm guessing you'll probably say the same thing you said about SSA eptf, but I'd like to see it with my own eyes..

- About the color of MTF indicators: right now it looks a bit misleading: if you put any MTF indicator on a non-moving chart and it has 2 colors (green for positive slope, red for negative) then it looks like you can trade this slope pretty well. Only this is not true: this coloring scheme is 1 bar too optimistic: if you put a 5-minute version MTF indicator on a 1 minute chart, you'll only be able to see that the 5-minute version has turned from negative slope to positive slope at 5.01 after the beginning of this 5 minute period, and not at the start of this 5-minute period. So maybe to remove the "deceptive" effect of the MTF color on a non-moving chart you could switch the color scheme so that the next MTF horizontal piece has the color of the slope of the previous instead of doing it like it is right now.

Mladen Rakic
162718
Mladen Rakic  

MrM

Here you go Posting here 2 versions :
first is a modified adapted Kurt Annens version (since he is the one who posted the first fast Hodrick Prescott Filter calculation at his site) but I like using number of bars better than Lambda as input so changed it accordingly - this is a "pure mql" version and it does not need the attached dll)

second is the end-point version. It is showing 2 values : the end-point one (violet line) and the regular one (doted line) so they can be compared (this one needs the dll that is attached in order to work)

As of mtf : the problem is what does exactly belong to a higher time frame bar, and since all the corresponding bars of a lower time frame must have properties their "parent" (higher time frame) bar has, it has to be done this way. I agree that is is a bit misleading in hindsight, but that is,in my opinion among others, one of the reasons why mtf is so tricky to trade on

regards

Mladen

MrM:
Hi, Mladen

- Can you make an end-point transform of this one:

geHMA_HP - MQL4 Code Base

it's a Hull-smoothed HP-filter (mentioned somewhere here before).

It will obviously not look as good as the original because that one has a 2 bar recalculation.. But it might be useful somehow.

I'm guessing you'll probably say the same thing you said about SSA eptf, but I'd like to see it with my own eyes..

- About the color of MTF indicators: right now it looks a bit misleading: if you put any MTF indicator on a non-moving chart and it has 2 colors (green for positive slope, red for negative) then it looks like you can trade this slope pretty well. Only this is not true: this coloring scheme is 1 bar too optimistic: if you put a 5-minute version MTF indicator on a 1 minute chart, you'll only be able to see that the 5-minute version has turned from negative slope to positive slope at 5.01 after the beginning of this 5 minute period, and not at the start of this 5-minute period. So maybe to remove the "deceptive" effect of the MTF color on a non-moving chart you could switch the color scheme so that the next MTF horizontal piece has the color of the slope of the previous instead of doing it like it is right now.
MrM
271
MrM  
mladen:
MrM

Here you go

Posting here 2 versions :
first is a modified adapted Kurt Annens version (since he is the one who posted the first fast Hodrick Prescott Filter calculation at his site) but I like using number of bars better than Lambda as input so changed it accordingly - this is a "pure mql" version and it does not need the attached dll)

second is the end-point version. It is showing 2 values : the end-point one (violet line) and the regular one (doted line) so they can be compared (this one needs the dll that is attached in order to work)

As of mtf : the problem is what does exactly belong to a higher time frame bar, and since all the corresponding bars of a lower time frame must have properties their "parent" (higher time frame) bar has, it has to be done this way. I agree that is is a bit misleading in hindsight, but that is,in my opinion among others, one of the reasons why mtf is so tricky to trade on

regards

Mladen

Hi, thanks for the eptf; however I think you did it from the original hp, and not from the one I asked... Could you take a look at this again please? It'll probably be a futile exercise anyway, but looking at most requests you should be used to that by now

Files:
gehma_hp.mq4 9 kb
Mladen Rakic
162718
Mladen Rakic  

:)

Weekend ahead, obviously

____________________________

Yes, you are right ... I was working on the original, not the version from there. Anyway, as a first step, here is the "NoLambda" variation adapted to do the same math as the one you posted (so making a hull moving average out of Hodrick-Prescott filter - I felt it needed to be done for the sake of code simplicity)

For sake of comparison did a change in parameters : if you enter a value in Lambda parameter that is > 0, it will use that value, otherwise it will calculate appropriate Lambda from filter period. There are some differences in values and those come from a different way Lambda (Alpha in the one you posted) parameter is declared and treated : there is no reason whatsoever to make Lambda an integer value, so the first step of hull calculation is different in the one I post since it does not round the half Lambda before calculating, and then it is normal to have differences (marginal, but they exist). I hope you won't mind for that deviation

Will make the end-point version a bit later (need to see if I have to do it in dll directly or not ... so first have to do some experiments)

Till the "end-point one"

regards

Mladen

MrM:
Hi, thanks for the eptf; however I think you did it from the original hp, and not from the one I asked... Could you take a look at this again please? It'll probably be a futile exercise anyway, but looking at most requests you should be used to that by now
Mladen Rakic
162718
Mladen Rakic  

MrM

This should do it

It is the end-point hma variation of Hodrick-Prescott filter. As in the previous ("pure" Hodrick-Prescott filter) end-point version, it is drawing 2 values : end-point value (violet line) and the "regular" value (dotted line) so one can compare the 2.

The "unusual" parameter is ShowParametersAsComment: it is there to make comparisons with other indicators possible. As before if you enter any value > 0 in Lambda field, it will use that value and calculate Filter period from Lambda, otherwise it will use Filter period and calculate lambda from Filter period. If you set the ShowParametersAsComment to true, it is going to write those values out so you can use them in comparison to other indicators (since I guess that it is what you are having in mind - as a quick comparison, try half filter period regular Hull moving average, but I did not find anything similar to the "regular" value yet)

PS: this one needs the dll from a couple of posts ago in order to work as it should

regards

Mlden

yuhu
89
yuhu  

Hi Guys

Can someone code a function that does this equation, please.

It seems simple enough, but have no idea when to start. I have tried looking at some examples from Mladen's code, however still no clue.

Thank you very much in advance.

Files:
eq.png 1 kb