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Requests & Ideas - page 95

Abdalla Doleh
1349
Abdalla Doleh  
mladen:
Pip Sorry, the version used by simba is neither 5.1 nor 5.0 version. As I said, only 5.0 and 5.1 can do mtf properly

now am all confused (which happens often ). I compared Simba's code with version 5.1 code and there is no difference aside from Simba's modifications. Are you referring to different version 5.0 or 5.1? Are my eyes playing tricks on me? Thanks for the clarification in advance Mladen.

I reattached both versions that I am comparing (both downloaded from this thread).

Cheers,

Mladen Rakic
163290
Mladen Rakic  

;( And I was planing to sit back and enjoy this time. So much of being lazy

Here is a version that works (example bellow - changed the default color from blue to violet (just a matter of taste, no other reason )) Also attached a dll that is needed for Hodrick Prescott filter to work as it should (mql is attached at simbas post). Hodric Prescott filter is called from this indicator and this one needs it to work

Now going to sleep a bit. Market is closed (thanks god) and now all we have to do is wait for a new "non political" decision as to what is going to happen ... and pray ...

Mladen

Pip:
now am all confused (which happens often ). I compared Simba's code with version 5.1 code and there is no difference aside from Simba's modifications. Are you referring to different version 5.0 or 5.1? Are my eyes playing tricks on me? Thanks for the clarification in advance Mladen.

I reattached both versions that I am comparing (both downloaded from this thread).

Cheers,

updated version posted here: https://www.mql5.com/en/forum/179807

Abdalla Doleh
1349
Abdalla Doleh  
mladen:
;( And I was planing to sit back and enjoy this time. So much of being lazy

Here is a version that works (example bellow - changed the default color from blue to violet (just a matter of taste, no other reason )) Also attached a dll that is needed for Hodrick Prescott filter to work as it should (mql is attached at simbas post).

Now going to sleep a bit. Market is closed (thanks god) and now all we have to do is wait for a new "non political" decision as to what is going to happen ... and pray ...

Mladen

Thank you sir

Mladen Rakic
163290
Mladen Rakic  

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

Abdalla Doleh
1349
Abdalla Doleh  

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:
Mladen Rakic
163290
Mladen Rakic  

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

Abdalla Doleh
1349
Abdalla Doleh  
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

SIMBA
2078
SIMBA  
SIMBA
2078
SIMBA  
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:
Abdalla Doleh
1349
Abdalla Doleh  
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.