Requests & Ideas - page 95

New comment
 

And this one too (along with 5.1 version that I have on my PC)

So now all the latest versions work in mtf mode too

 

Goertzel Browser 5.2

Hello everyone,

Have taken the liberty to combine all latest versions of G Browser that Mladen provided above into one. This version incorporates

A) Standard G. Browser

B) Cycle Strength G. Browser

C) Detrended and smoothed G. Browser.

Here are the changes implemented:

1) Reformatted input variables for better clarity (can use some more details within code for each input variable as comments).

2) Introduced two booleans for Cycle Strength sorting and for Detrending/Smoothing data.

Now you only need one version instead of three.

I have tested this new version and it behaves as intended (except the MTF feature is a bit sluggish).

Let me know if you notice any errors in performance.

Regards,

Files:
goertzel_browser_5.2.mq4  21 kb
 

Pip

Thanks for the work Posting here a corrected Goertzel browser 5.2 with multi time framing working as it should in this version too (I am afraid that the parameters were not passed correctly in your version, hence the sluggishness among other things - it is corrected in this one)

regards

Mladen

 
mladen:
Pip

Thanks for the work

Posting here a corrected Goertzel browser 5.2 with multi time framing working as it should in this version too (I am afraid that the parameters were not passed correctly in your version, hence the sluggishness among other things - it is corrected in this one)

regards

Mladen

Many thanks for correcting things Mladen

Upon further testing of version 5.2 i have identified two bugs in the indicators performance.

1) When CS is enabled, only the strongest cycle (based on cycle strength) is sorted at the top while the subsequent cycles follow the amplitude sorting rather than the CS sorting or at least do not follow the CS sorting.

2) When CS is enabled, the list of cycles does not update as cycle strength's changes, only re-attachment of the indicator would refresh the data. Naturally this is not desirable since expired data would only be presented.

Mladen, may impose on you one more time to take a look at the code and identify the culpret behind those bugs? Thank you in advance for your effort.

Cheers,

Pip

 
 
Pip:
Many thanks for correcting things Mladen

Upon further testing of version 5.2 i have identified two bugs in the indicators performance.

1) When CS is enabled, only the strongest cycle (based on cycle strength) is sorted at the top while the subsequent cycles follow the amplitude sorting rather than the CS sorting or at least do not follow the CS sorting.

2) When CS is enabled, the list of cycles does not update as cycle strength's changes, only re-attachment of the indicator would refresh the data. Naturally this is not desirable since expired data would only be presented.

Mladen, may impose on you one more time to take a look at the code and identify the culpret behind those bugs? Thank you in advance for your effort.

Cheers,

Pip

Pip,

I have done a visual tester with the strategy tester,CS enabled not D&S, and regarding your points,compare testcycles_1 with testcycles_2 pics upper cycles:

1-CS enabled,all cycles are sorted according to strength per bar,and it changes with time as it should....

2-CS enabled list of cycles updates,shape of cycle changes accordingly

I have done a comparison of CS(upper) vs non CS(lower),same settings,see pic,interesting findings example testcycles_1:

1-CS gives back 15 cycles,non CS gives back 14 cycles

2-CS cycle of 80 periods does not appear in non CS..that explains the difference.

3-Of the other 14 cycles,12 are exactly the same,same periodicity and phase in both CS and non CS,also,did a couple calcs and they are adequately order in CS according to amplitude per bar,and adequately ordered in Non Cs to amplitude

4-Cycles 58 and 103 in CS are "translated" into cycles 59 and 108 in Non CS with different but similar phases.

If we do the same exercise for testcycles_2 ,similar issues are found.

Files:
testcycles_1.gif  95 kb
testcycles_2.gif  80 kb
 
SIMBA:
... Now,being able to link it to a starting point either by Start date and time or by clicking on the chart will allow for extensive testing...

Hi Simba,

I don't think version 5.2 can do what you described (as far as i can tell), Are you working on version 5.3?

Cheers,

 
SIMBA:
Pip,

I have done a visual tester with the strategy tester,CS enabled not D&S, and regarding your points,compare testcycles_1 with testcycles_2 pics upper cycles:

1-CS enabled,all cycles are sorted according to strength per bar,and it changes with time as it should....

2-CS enabled list of cycles updates,shape of cycle changes accordingly

I have done a comparison of CS(upper) vs non CS(lower),same settings,see pic,interesting findings example testcycles_1:

1-CS gives back 15 cycles,non CS gives back 14 cycles

2-CS cycle of 80 periods does not appear in non CS..that explains the difference.

3-Of the other 14 cycles,12 are exactly the same,same periodicity and phase in both CS and non CS,also,did a couple calcs and they are adequately order in CS according to amplitude per bar,and adequately ordered in Non Cs to amplitude

4-Cycles 58 and 103 in CS are "translated" into cycles 59 and 108 in Non CS with different but similar phases.

If we do the same exercise for testcycles_2 ,similar issues are found.

Thanks Simba,

It looks like we are on the same track combining CS with non-CS version for picking up (synchronizing) tops and bottoms

At any rate. I have created a little excel sheet that helped me sort the cycles before your modification to G Browser 5.1 and when I use that sheet and enter the data shown in both testcycle_1 and testcycle_2 top cycles I find that they are not ordered in strongest to weakest cycles. This maybe due to how we define cycle strength, but I used the formula i provided earlier (amplitude/period) to sort the cycles (strongest to weakest, or largest number to smallest number). Below is a screen shot of what the order should look like according to my math. I also color coded the strength for better visual assessment. Examination of the excel sheet output quickly depicts how the order of the cycles in both testcycle_1 and testcycle_2 is not in order of strongest to weakest (assuming my math is correct) when CS is enabled. Do you agree?

Please note that I used a factor of 10000 applied to the results of the formula to avoid scientific notation of the output so the formula is (amplitude/period)*10000

It would be helpful if the result of the Cycle Strength formula is included in the output list when CS is enabled. This way it is easy to confirm if the order is indeed as it should be.

 

Just a little contribution to the great work being done with Goertzel, maybe you all may find useful. Its basically the same as version 5.2 but its using HPF no lambda (no library file)

 
Pip:
Thanks Simba,

It looks like we are on the same track combining CS with non-CS version for picking up (synchronizing) tops and bottoms

At any rate. I have created a little excel sheet that helped me sort the cycles before your modification to G Browser 5.1 and when I use that sheet and enter the data shown in both testcycle_1 and testcycle_2 top cycles I find that they are not ordered in strongest to weakest cycles. This maybe due to how we define cycle strength, but I used the formula i provided earlier (amplitude/period) to sort the cycles (strongest to weakest, or largest number to smallest number). Below is a screen shot of what the order should look like according to my math. I also color coded the strength for better visual assessment. Examination of the excel sheet output quickly depicts how the order of the cycles in both testcycle_1 and testcycle_2 is not in order of strongest to weakest (assuming my math is correct) when CS is enabled. Do you agree?

Please note that I used a factor of 10000 applied to the results of the formula to avoid scientific notation of the output so the formula is (amplitude/period)*10000

It would be helpful if the result of the Cycle Strength formula is included in the output list when CS is enabled. This way it is easy to confirm if the order is indeed as it should be.

Pip,

CS already gives the amplitude/period under "amplitude",and it is already ordered stronger to weaker ....just take the cycle with periodicity=3 in the non CS browser take its amplitude and divide it by 3...It will be exactly the same you see under "amplitude" for that cycle in the CS browser,amplitude for that cycle non CS is 0.0334,hence in the upper CS browser ,you will see the Cycle strength=0.0334/3=0.0111....You can take any of the other 11 cycles whose periodicity and phase agree between CS and non CS, in testcycles_1 pic(the second one where 12 cycles agreed), and you will confirm this is so ,always.What you get in CS is amplitude per bar,and it is already ordered stronger to weaker.

So,basically,in CS mode the "amplitude" column already gives you amplitude/period or as you named it,Cycle Strength.

Additionally,and to prevent further potential confusion,always use CS with non squared amps,if you use squared amps with CS you may be squaring both numbers above and below 1,then dividing them by their relative periods,and the ranking will be wrong.

Regarding your 5.3 comment,if you reread my message you may realize that I was asking for the moderators to do it,if they thought it was worthy of their time.

Tools

Thanks

1...888990919293949596979899100101102...723
New comment
Reason: