Various - page 18

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mrtools:
Hi Boxter, Was a commercial version i bought, something like range/renko bars plug in or something like that, anyway worked fine for a little while then started getting messages from a dll file non stop, so complained to the owner and pretty much got ignored, to me was no big deal because they didn't cost that much, guess i got what i paid for

Hey Mr. Tools can you give us a heads up on who it was that sold you those bars so we can all avoid them? This way no one else will have to go through the same problem. This way hopefully the guy selling the bars can taking people money.

Ish

 
mladen:
This is a continuation of Fourier transform usage in TA ...

This is similar to fft & regression indicator but it has a couple of significant differences : Fourirer transform calculation used in this one is the regular (original - "slow") calculation (not the "fast" one) and it has extrapolation added. ...

Hi mladen, does your end-point fft indi contain similar extrapolation capabilities like EPFFT ? Related papers are on this page.

 

Boxter

I can not find where Meyers explains what type of extrapolation is he using. Can you pint me closer to the document that has any kind of the extrapolation in that epfft mentioned?

Boxter:
Hi mladen, does your end-point fft indi contain similar extrapolation capabilities like EPFFT ? Related papers are on this page.
 

EPFFT system

mladen:
Boxter I can not find where Meyers explains what type of extrapolation is he using. Can you pint me closer to the document that has any kind of the extrapolation in that epfft mentioned?

Hi mladen,

you are right, I also didn't find any real extrapolation of EPFFT. Based on the 3 papers (1, 2, 3), the various noise-filtered EPFFT end-points are calculated by selecting data windows in the past. In the chapter "EPFFT Curve Construction" is included an extension for a later trading system:

"...Since turning points are of interest ... a new variable will be created calld sumEP where

sumEP(k) = sumEP(k-1)+ep(k)-ep1(k) with k=order of the sliding window and ep1(k) is the point before ep(k)

This new curve is the sum of all the changes in the individual ep(k)s from their noise filtered FFT value one sample before. This change series minimizes the "magnitude jump problem" (described elsewhere in the papers) creating a fairly smooth EPFFT curve ..."

Although the sumEPCurve generated is a fairly smooth curve , it still has a number of short term wiggles preventing from simply going long when the curve turns up and going short when the curve turns down. For buy/sell rules of a sumEPFFT trading system 2 additional parameters are introduced:

- pntup: The number of points the sumEPFFT value has to move up from a previous low while short in order to issue a buy signal.

- pntdn: The number of points the sumEPFFT value has to move down from a previous high while long in order to issue a sell signal.

Buy rule: If EPCurve has moved up by more than the point amount of pntup from the lowest low recorded in EPCurve while short, then buy.

Sell rule: If EPCurve has moved down by more than the point amountpntdn from the highest high recorded in EPCurve while long, then sell.

pntup and pntdn optimization is described as follows: "...The best parameters will be defined as those values that give the best Net Profits with the maximum winning bars, minimum losing bars, minimum drawdown, minimum largest losing trades. In addition, the results should

be stable, e.g. the profits, wins, and drawdowns should not change by much as the parameters move by a small amount away from their optimum values. Also in choosing the "best" parameters, only those parameters Sets whose maximum consecutive losses were 4 or less were

considered. Optimization is defined as the search for the parameter values that give the best results as defined above...."

Test window should be about 4 times larger than the out-of-sample trading window.

It would be great, if you could extend your end-point fft indi accordingly to a sumEPFFT indi with pntup/pntdn arrows.

 

What indi ? mrtools

mrtools:
Posting these in advanced because think it might be a good addition to dynamic value charts at least it was for me this trading session, used them on m5 timeframe before i made the multi timeframe and tried going with the trend trading the complex v trading formation if it corresponded with value chart. The mtf looks like it may be good.The last 7 trades were with the value charts + complex with smooth double = false + cfb channel mtf.

Hi mrtools,

what bands indi are you using in the main chart ?

 

Mod SSA squezze

mrtools:
Ssa squeeze of double smooth jurik, picture is of m30 histo on m15 chart.

Hi Mr. Tools,

Could you extend the linear regression slope with a quadratic and polynomal regression (as cases)? Like here.

The used SSA is very time consuming and repainting. Could you exchange it with the SupertrendIndi (alerts are not important) ?

This could be a very interesting indi in particular for Renko Charts

 
Boxter:
Hi Mr. Tools,

Could you extend the linear regression slope with a quadratic and polynomal regression (as cases)? Like here.

The used SSA is very time consuming and repainting. Could you exchange it with the SupertrendIndi (alerts are not important) ?

This could be a very interesting indi in particular for Renko Charts

Hello, please forget my request. I realized now that the lin.regression is only used to calculate the slope of the reg. line of MA values in between the reg.period. Merry Christmas !

 

mtf

Hi mladen,

would you please be so kind and provide/make a mtf-version of your nice "rsi t3 slope"(p 18, # 177), please ?

thanks in advance

derfel

Files:
rsi_t3_slope.mq4  7 kb
 
mladen:
derfel

Here you go

Have a nice weekend

Thanks a lot and a nice weekend for you too

derfel

 

rsi t3

Hi mladen,

could you please make a combination of "rsi t3" with "Bollinger Bands" in mtf-mode (for subwindow) ?

- rsi with adjustable SigMA (-period and -mode)

- BB adjustable for period, deviation and shift ?

Thanks in advance

derfel

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