Dynamic zone indicators ... - page 34

 

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In order to keep dynamic zone version of indicator together, dynamic zone Holt exponential double smoothing trend indicator posted here : https://www.mql5.com/en/forum/179807/page95

 

Dz pa_macd

dynamic_zones_pa_macd_1.01.mq4

Can you change this indy to an EA version?

Thanks

 

Dynamic velocity differential

Mladen:

Please consider this data-torturing request.

I would like to study the effects of the price velocity compared to the pal area velocity.

Consider the attached.

You will know the best velocity algorithm to use; the attached uses prices = iMA(NULL,0,1,0,MODE_SMA,Price,i); vel = iSmooth(iVEL(Length,i),SmoothLength,SmoothPhase,i);. The pal version is unimportant as the area function has been the same for a long time.

The top subgraph shows price velocity, the middle shows the pal area and the lower subgraph shows velocity of pal area.

What I imagine is a combined indicator that normalizes the velocity and pal area velocity over a lookback period such that the two velocities can then be combined such that their agreement shows strong bear and bull action.

Second and third buffers should be available to query what the normalized price and pal area velocities are for comparison purposes.

Over the interval A-B we see agreement in the bear move. At B, pal area diverges and shows (or reflects) the pause seen in the price action. From B-C pal area shows the move is over. From C-D both components show a bull move.

Previous work indicates the leading nature of the pal indicator could provide meaningful indication of price action. One difficulty has been the combination of normalization and comparison; perhaps the first derivative will be helpful given its outsized swings with minimal delay.

I have also imagined some form of adaptive lookback based on the nature of the swings that are observed, but I suspect that is best left for later after torturing this installment.

Thanks for considering the request.

 

adeo

Just checking : you would like the 2 in one as a kind of "composite velocity" and then we normalize it?

adeo:
Mladen:

Please consider this data-torturing request.

I would like to study the effects of the price velocity compared to the pal area velocity.

Consider the attached.

You will know the best velocity algorithm to use; the attached uses prices = iMA(NULL,0,1,0,MODE_SMA,Price,i); vel = iSmooth(iVEL(Length,i),SmoothLength,SmoothPhase,i);. The pal version is unimportant as the area function has been the same for a long time.

The top subgraph shows price velocity, the middle shows the pal area and the lower subgraph shows velocity of pal area.

What I imagine is a combined indicator that normalizes the velocity and pal area velocity over a lookback period such that the two velocities can then be combined such that their agreement shows strong bear and bull action.

Second and third buffers should be available to query what the normalized price and pal area velocities are for comparison purposes.

Over the interval A-B we see agreement in the bear move. At B, pal area diverges and shows (or reflects) the pause seen in the price action. From B-C pal area shows the move is over. From C-D both components show a bull move.

Previous work indicates the leading nature of the pal indicator could provide meaningful indication of price action. One difficulty has been the combination of normalization and comparison; perhaps the first derivative will be helpful given its outsized swings with minimal delay.

I have also imagined some form of adaptive lookback based on the nature of the swings that are observed, but I suspect that is best left for later after torturing this installment.

Thanks for considering the request.
 

Dynamic velocity

mladen:
adeo Just checking : you would like the 2 in one as a kind of "composite velocity" and then we normalize it?

Since the velocities have different underlying values would not the normalization come first?

Once normalized, each would be equally weighted and could then be combined into the 'composite'.

Since the two values would be determined in order to get the composite, I was thinking they would be good to have in their own buffer. That way one could query the composite and the two underlying values from one indicator.

Whadda you think?

 
thorcmt:
dynamic_zones_pa_macd_1.01.mq4

Can you change this indy to an EA version?

Thanks

Mladen or Mr. Tools:

Could this be done?

Thanks

 
thorcmt:
Mladen or Mr. Tools:

Could this be done?

Thanks

Hi Thorcmt,

Apologize for missing your earlier post, and this is your Ea version.

 

Dynamic velocity ?

Just checking to see if this was something you thought might be worth investigation, thanks.

 

Dynamic zone ma RSI adaptive MACD ...

Dynamic zone ma RSI adaptive MACD ...

Decided to see what will happen with this indicator : https://www.mql5.com/en/forum/general if we make the zero line dynamic instead of fixed 0. So this is what I got. One thing had to be removed : the histogram part (since the zero line is dynamic now, in metatrader 4 we can not draw a non-zero based histogram, so it had to be left out) Instead, the color of the MACD line changes when it crosses the dynamic zero line no in order to indicate a new cross. So, now we have all adaptive in this indicator : averages that form MACD are adaptive (making the MACD itself adaptive too) and even the zero line is not fixed any more

From first test it seem to be better than the "fixed zero line" version, but please do take some time to experiment with it and compare it to the original

PS: just as a reminder - rsi types are the following :

0 - regular rsi

1 - Wilder's rsi

2 - rsx

3 - Cutller's rsi

 

T3 please!

Hey mladen you forgot to add the 4th option T3 rsi,if you can kindly add this it will be much appreciated thanks

Reason: