Various - page 61

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Posting this primarily for comparison reasons

This is an upgraded double smoothed ema : Double smoothed ema 2_1.mq4

_______________________________

To clarify the "comparison" part immediately : no, it is not the same as the new double smoothed ema (from averages 6_7, for example). The difference is significant. While the version posted here, has a little in common with the ema of same period (it is much faster than the ema, and the calculation is not even meant to keep it similar to ema), the new double smoothing was made to enhance the original ema (to make it smoother without adding any lag at all, which can be tested with the average 6_7), not to make a faster average at any cost and to lose all the original values. So, this is the "old" way that I liked, but did not serve the described purpose (the old double smoothed ema is hardly comparable with the ema, while the new one very much is, and that is the fact that I like very, very much, because it extends the existing averages, which is what we needed for a long, long time) and decided to post this in order to let know the people know (from practical tests on values) what the differences are and why the new double smoothing is something completely else and why it is actually adding us a perfect way of having smoother values without lag

_________________________

PS: as an answer to a couple of PMs. No, the new double smoothing method code will not be posted. Not that it is "a holly secret" (even though I would like to see somebody get the same results without knowing the way how it is done in a code), but for all the usual reasons - there was too much renaming. Whoever wants to do that again, will have to do some coding work along with new ideas too.

Files:
ds_ema.png  116 kb
double_smoothed_ema_2_1.mq4  4 kb
 
mladen:
Posting this primarily for comparison reasons

This is an upgraded double smoothed ema : Double smoothed ema 2_1.mq4

_______________________________

To clarify the "comparison" part immediately : no, it is not the same as the new double smoothed ema (from averages 6_7, for example). The difference is significant. While the version posted here, has a little in common with the ema of same period (it is much faster than the ema, and the calculation is not even meant to keep it similar to ema), the new double smoothing was made to enhance the original ema (to make it smoother without adding any lag at all, which can be tested with the average 6_7), not to make a faster average at any cost and to lose all the original values. So, this is the "old" way that I liked, but did not serve the described purpose (the old double smoothed ema is hardly comparable with the ema, while the new one very much is, and that is the fact that I like very, very much, because it extends the existing averages, which is what we needed for a long, long time) and decided to post this in order to let know the people know (from practical tests on values) what the differences are and why the new double smoothing is something completely else and why it is actually adding us a perfect way of having smoother values without lag

_________________________

PS: as an answer to a couple of PMs. No, the new double smoothing method code will not be posted. Not that it is "a holly secret" (even though I would like to see somebody get the same results without knowing the way how it is done in a code), but for all the usual reasons - there was too much renaming. Whoever wants to do that again, will have to do some coding work along with new ideas too.

Nice. Thanks

 

RSI digital Kahler but with 31 type of averages that can be used for smoothing and calculating and 20 types of prices : rsi_digital_kahler_-_averages.ex4

 
mladen:
RSI digital Kahler but with 31 type of averages that can be used for smoothing and calculating and 20 types of prices : rsi_digital_kahler_-_averages.ex4

Dearest MLADEN,

appreciated the real holy gift from your side on the holy days of christmas i hope you will not leave alone to stoch with out averages.

regards

 
mntiwana:

Dearest MLADEN,

appreciated the real holy gift from your side on the holy days of christmas i hope you will not leave alone to stoch with out averages.

regards

mntiwana

That will b made too

 

https://www.mql5.com/en/forum/180002/page41

RSI digital Kahler but with 31 type of averages that can be used for smoothing and calculating and 20 types of prices

Hi mladen

MTF and alerts version

thanks

 
casaliss:
https://www.mql5.com/en/forum/180002/page41

RSI digital Kahler but with 31 type of averages that can be used for smoothing and calculating and 20 types of prices

Hi mladen

MTF and alerts version

thanks

casaliss

Here is a version with alerts and multi time frame added : rsi_digital_kahler_-_averages_1_1.ex4

 
mladen:

casaliss

Here is a version with alerts and multi time frame added : rsi_digital_kahler_-_averages_1_1.ex4

What settings did you use on the example?

 
mladen:
In "poking mood" these days

_______________________________

A short "forward" : igorad has, by his work on "Jurik filter", given us something of a great value. Finally it was not an indicator based on a decompiled code from Wealth lab, but an original work. But there were some things that were bugging me...

When comparing adaptive indicators (and JMA is adaptive) comparison should be done on a longer periods. Comparing them on a short period is simply not good enough (even some "non adaptive" averages can give very similar results to results given by adaptive indicators on a short period - it simply does not have "time enough" to adapt properly) And then some differences emerged. Here is an example :
Red is the JMA made after wealth lab decompiled code (coded by Nikolay Kositsin) and blue is igorads version. Period 50, phase 0. The issue is immediately visible. In some cases difference is significant. And that was bothering me. Not that I am a fan of JMA, but was curious why does it happen. So I made some changes. The changed version some of you are already using without knowing it (the jurik smoothed versions) It was a first attempt to remove that difference (it almost always happens after the gaps, but sometimes differences accumulate even in the calm periods) Here is a comparison of the 3. Additional green line is that version that was trying to remove that difference after the gaps (still period 50, phase 0).
And still some issues _______________________________

Well, this is yet another version. The idea is to make even adapting adaptive. And the idea is, in the end, not to bother to much with JMA but to see what can be done in making a moving average that might be a bit faster than JMA but to preserve the smoothness and the response for sudden changes.

This is the result :
The golden (:)) is the newest one. Still period 50, smooth 0. Differences do not happen just in periods like these (after the gaps), but in almost every sudden price change (an example with such fast changes)
_______________________________ At short periods they are almost the same but the differences start to show at longer periods. Tried to keep that relation since we do need smoothness at every period but we do need a fast response to reversals too on a long periods. The "1" in the name of the indicator is simply there because I am leaving this as an "open project" : if I come up with something that might improve it, will post it. The changes made are (at least I feel so) improving the indicator a bit and that is the reason why I am posting it at this stage too

Mladen

I saw an article that caught me eye in Stocks&Commodities mag.Basically the idea is to mathematically calculate a potential prediction for a moving average cross:

http://traders.com/Documentation/FEE...adersTips.html

So is it possible implement this in mql4 with Jurik?

 

article in pdf.

Files:
anticipating_moving.pdf  235 kb
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