Various - page 95
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Pretty interesting , can we apply it on stochastic ?
Yes, that was my idea too :)
I am not sure (stochastic is "bar bound") - testing some things and if it shows to be useful, will post it
I don't understand : I am testing it now, and it works with all the price types
Can you post the exact setting when it does not work?
Dearest MLADEN
Thanks for early response,here is template attached,test it with close and ha close prices (template is with ha median body price) ....... i usually use (close,ha close,ha median body and extreme) prices,fewer times ha typical prices,where needed.
plz also look in picture,if this a repainting issue ?
i closed terminal at bar 1 and re opened at bar 2,why it change slope coloring place,strange it did not remove the previous state even (means previous orange colored tip)
all 4 sw indicators is the same indicator but there is difference in names in sub windows,is it normal?
regards
mntiwana
Not really (only on some types, I am currently checking which types can use that. Some - like linear regression for example, are producing ridiculous results - no way to be used in normal trading). Even this rsx is not using the same adapting technique as the ema and t3 r-squared adaptive versions - it had to be adapted to rsx
Dearest MLADEN
I am pretty sure TEMA will be accept it when EMA is.
regards
One more "mutant" - this is rsx that is r-squared adaptive. It is using floating levels, but specifying 0 for floating levels period, switches it to fixed levels. Zero line adjustment (which is interesting when floating levels are used) is available too (second example - the lower is "zero adjusted")
Dearest MLADEN
Thanks for early response,here is template attached,test it with close and ha close prices (template is with ha median body price) ....... i usually use (close,ha close,ha median body and extreme) prices,fewer times ha typical prices,where needed.
plz also look in picture,if this a repainting issue ?
i closed terminal at bar 1 and re opened at bar 2,why it change slope coloring place,strange it did not remove the previous state even (means previous orange colored tip)
all 4 sw indicators is the same indicator but there is difference in names in sub windows,is it normal?
regards
mntiwana
Re-download the indicator - it has been updated (both issues solved)
mntiwana
Re-download the indicator - it has been updated (both issues solved)
Dearest MLADEN
Thanks for your quick help and response,it correct all 3 issues magically :)
do you think extreme prices extend its capability.
regards
Dearest MLADEN
Thanks for your quick help and response,it correct all 3 issues magically :)
do you think extreme prices extend its capability.
regards
Just one clarification - seems that we haven't touched the subject jet
About adapting (any kind of adapting) ...
All adapting kinds depend on some kind of a "is there or is there no trend". Now, to find a trend, we need to have some representative sample of data. That means that we have to have enough data available for calculation that will reliable be able to show us that in fact there is a trend happening (or not). Using very short period(s) for sample(s) on the other hand can not show a trend (very short periods are nothing but a noise - regardless of the time frame, prices or data).
So, in all the adaptive indicators to use what they can do with adapting, we have to use some reasonably long period for calculation. If we use short periods, they cease to be adaptive. Once I told that comparing jma to any other ma (sma included) using short periods is misleading, since they are going to have very similar results (jma being an adaptive average simply can not have room enough to really be adaptive when very short periods are used and it can not show what can it do - the same goes for my version of jma and that is why I was comparing long periods).
To conclude : be aware that using short periods for adaptive indicator is OK, but that, at least in my opinion, they are showing their true strength only when long(er) periods are used (see the newest ema and t3 that are using r-squared for adapting and what are they doing for periods like 50 and 100 that are noting close to the adaptive versions when regular versions are used)
Just one clarification - seems that we haven't touched the subject jet
About adapting (any kind of adapting) ...
All adapting kinds depend on some kind of a "is there or is there no trend". Now, to find a trend, we need to have some representative sample of data. That means that we have to have enough data available for calculation that will reliable be able to show us that in fact there is a trend happening (or not). Using very short period(s) for sample(s) on the other hand can not show a trend (very short periods are nothing but a noise - regardless of the time frame, prices or data).
So, in all the adaptive indicators to use what they can do with adapting, we have to use some reasonably long period for calculation. If we use short periods, they cease to be adaptive. Once I told that comparing jma to any other ma (sma included) using short periods is meaningless, since they are going to have very similar results (jma being an adaptive average simply can not have room enough to really be adaptive when very short periods are used and it can not show what can it do - the same goes for my version of jma and that is why I was comparing long periods).
To conclude : be aware that using short periods for adaptive indicator is OK, but that, at least in my opinion, they are showing their true strength only when long(er) periods are used (see the newest ema and t3 that are using r-squared for adapting and what are they doing for periods like 50 and 100 that are noting close to the adaptive versions when regular versions are used)
Dearest MLADEN
So much thanks for the well explained adaptive theory and application for the best suitable environments.
it was really important and immediate to know in general and especially for me because i always hook the tools from nose and push in narrow gauge calculation :) .... for to be maximum possible close to price action/movement.
do you think and advise me ..... all my illustrated charts are useless and not applicable in real live trading because i usually apply short periods calculation of a tool from 1 or 2 and extend long calculation for smoothing (for example in this "rsx (r-square adaptive) floating zero") i used rsx periods to 2 and smoothing filter for price to 75.
regards
Dearest MLADEN
So much thanks for the well explained adaptive theory and application for the best suitable environments.
it was really important and immediate to know in general and especially for me because i always hook the tools from nose and push in narrow gauge calculation :) .... for to be maximum possible close to price action/movement.
do you think and advise me ..... all my illustrated charts are useless and not applicable in real live trading because i usually apply short periods calculation of a tool from 1 or 2 and extend long calculation for smoothing (for example in this "rsx (r-square adaptive) floating zero") i used rsx periods to 2 and smoothing filter for price to 75.
regards
I did not tell that your charts are useless. I just wanted to point out that when short periods are used, the adaptiveness is more or less lost and that then it is "just" the indicator (without the benefit of the adaptiveness).
So, as far as I see, your charts are OK, but maybe you should do what Dr. Elexander Elder did (if you are not already doing it) : keep one chart for "quick" signals, one for medium term signals and one for long signals.
Then you can benefit from all the ways some TA tools can work. With adaptive indicators being able to filter out some significant noise, that means that you do not have to use high time frames for long signals, but simply to have long(er) calculating periods for a chart dedicated to "long signals"