Various - page 62

nevar
433
nevar  
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?

nevar
433
nevar  

article in pdf.

Files:
Mladen Rakic
144946
Mladen Rakic  
nevar:

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?

nevar

What Dimitris Tsokakis' did there is not applicable to jma

_____________________

PS: I would not take too serious what a man that claims for himself that he is a genius is presenting as a breakthrough (not the first time he does something like that). I saw that article a long time ago (if I am correct we already have it coded for mt4 too) but the results of that prediction are far from usable

nevar
433
nevar  

Thank you Well visually I could not see this'' prediction'' part but I was not sure,I thought I was missing something from math and coding point.

Mladen Rakic
144946
Mladen Rakic  
nevar:
Thank you Well visually I could not see this'' prediction'' part but I was not sure,I thought I was missing something from math and coding point.

The problem is that the "predicting" part is so small, that nobody that takes the TA seriously would call it a prediction. But, in cases when people are after something else other than an improvement of something used in TA, then the story changes. That is why I told that part about the genius (which is true, btw : he really calls himself a genius)

Tam
197
Tam  
mrtools:
Chrisstoff, try this version, also not sure if it will help posting the ex4 as well.

Would that benefit from different smoothing types?

William Snyder
9497
William Snyder  
TamFX:
Would that benefit from different smoothing types?

TamFX, not sure about different smoothing, it's using jurik smoothing now.

nevar
433
nevar  
CrustallumKvs:
complex on jurik Thanks MrTools

MrTools,

Can you update the attached indicators?Thank you.

William Snyder
9497
William Snyder  
nevar:

MrTools,

Can you update the attached indicators?Thank you.

Nevar, not able to find that post or indicator, could you give me the link or maybe post the indicator, Thanks

Mladen Rakic
144946
Mladen Rakic  
nevar:

MrTools,

Can you update the attached indicators?Thank you.

Here is the updated complex on jurik indicator : complex_pairs_on_jurik_mtfarrowsalerts.mq4