Digital ACSTrend - page 13
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Mods
The JStochastic MESA mod is inferior than the Normal MESA mod. I never liked it.
However I really like the MESA adaptive JSTochastic as an indicator.
However just one point we had terribly antipersistent conditions at 5 m time frame and the system is really never been designed to produce good signals in that kind of trading conditions. Whatever indicator you put it is hard, there is not a problem with a FATL, SATL whatever directionnal indicator we choose. It is not a problem with an indicator.
And people often dismiss good indicators and systems when they see how they perform in antipersistent conditions.
In fact those market conditions are the perfect example of high phase space singularity. High fractal dimension simultaniously at many different time frames.
Yes you are perfectly right for the SMA, the SMA is really hard to beat.
By the way the ASCTrend stop indicator is based on the SMA cross - over, so still it is your system as a filter.
Well it ir really tough question. That is why a filter is needed. for example I think that when we are in the trend we can allow the deal to breath. And vice versa if the signal is counter trend once a winner always a winner.
Other way is to open three positions.
Position 1 is closed as we cover some pips.
Position 2 is closed at fixed amount for example 15 pips and the stop loss is at zero.
Position 3 is destined to be a free trade as we have +15 pips we set the stop loss to zero and we hope for the best.
John Last
Another way to use R_fatl_satl_adaptive indicator.
I am still confused on how to use R_fatl_satl_adaptive indicator. So, I try it on different way and look to see if it can work out in my expected way.
See attached chart
Use
Hi,
First I want to mention once again, the adaptive digital mods are fresh new, they were created and posted here because they belong here. The whole thread is fresh new. So I have absolutely no trading experience with them. There were not any beta testing period. I just did it without any coding skill whatsoever and I posted it.
The mods were a product of a sudden inspiration and not of a hard work. They came in my mind just like that in a kind of a gnosis knowledge, what should be combined and how, from nowhere and I had to free my mind and post them. First I am surprised that that work and moreover I am surprised that they even give trading signals.
To tell the truth I have never posted a shot where I use the FATL indicator. That is because I like to use the momentum indicators. It is a question of choice.
It is worth mentioning that some times ago I tried to use the genetic optimizer and the neural nets with Neuroshell to make strategies with the FATL, SATL families of indicators, the genetic optimizer was struggling to find good solutions. And that folks was not a good sign at all. However the Richcap FATLs and SATLs algos are of a different bread because they are not optimized but adapted to the market.
Here I add some screen shots with my new toys. I have good news and bad news. The good news is that I will tell you exactly what was done. The bad news is that I am not allowed to publish the code.
First we have an example of the uncertainty principle
, we do not know which mod will perform better, including the standard ASCtrend sig. I show shots with the cycle period JStochastic and with the MESA adaptive mods.
However once again we have the same repeating fractal patterns. High fractal dimension is followed by low fractal dimension (again and again). Visually it is easy to see that with a naked eye. However the iVAR (FGDI, FDI) gives us the possibility to spot the transition zones. And that is very important to filter some fake break- outs.
The fractal break - out is clearly visible. The fractal break - out confirms the technical break - out. Moreover before the technical break - out the iVAR started to get lower and lower. And we had a classic, a false break - out followed by a strong and quick reversal. A lot of traders have been trapped there for sure.
However when we had the first technical break - out the iVAR was above the 0.5 line, that means that we have a probability that it is a false break - out. Only when the iVAR gets below the 0.5 we have a real break - out confirmation (of course it may reverse again there is nothing sure), (the iVAR never repaints, the FGDI repaints the current bar and is a bit faster, a question of choice).
After that we have at the bottom a strong black noise reversal. They happen like that. Look at the iVAR it makes a reversal, that is a hint that a Black noise reversal may occur. However our adaptive ASCTrend sig algorithms were not able to make it as it occurs.
Below I show two of my new mods.
The first is Hilbert transform adaptation of Empirical mode decomposition of Ehlers. It is an Elite section indicator. What I did is to use an adaptation by a Hilbert transform and not to use a fixed period for the band pass filter. The result is nice. The second thing is that I modified slightly the formula, because I do not want to multiply by two the period of the band pass filter.
The second mod is a casual FullSSA_normalize, not repainting and not recalculating. Very heavy of course. I just asked a professional coder a friend of mine vgc to freeze it, and he did it.
Very good to freeze fullssa.
John, you did very good to freeze FullSSA. I just try a longer ma, not good so far, yet.
But, tune up rftl, rstl line faster. Still watching charts.
Fatl
Hi Jack 1,
Basically we use an additional buffer which stores and puts the data one by one once they are calculated. (basically the idea is to have an internal invisible SSA which calculates and recalculates as it wants (and it is invisible) and we take only the last data and draw it separately, so it will not repaint anymore and we have a clear picture what we can get from the SSA)
I find your approach very interesting. The idea is when we are in low phase space space singularity those kind of low lag cross - overs work really well.
Please can you give more details how you use the FATL and SATL cross overs and with what (On the shot I see dashed lines but what are they?). Do you automatically use them at default values or you do it by defining manually the minimum period. Do you check the R-mesa instant spectrum for making a decision?
Good luck for your trading day.
It is worth to mention that on renko charts and on range bars this system also perform quite well.
John, you did very good to freeze FullSSA. I just try a longer ma, not good so far, yet. But, tune up rftl, rstl line faster. Still watching charts.
Hi Jack
please share the indicators as shown in charts
thanks
How to use fatl.
Firstly, I found rftl line(red dot line, close red line -fatl line) is the signal line which is similar in macd's signal line. I reduce its period, make rftl line fast and close to fatl line.
Secondly, fatl line is supposed to be fast trend line. When candles are below it, then down trend is on way and going well.
Thirdly, when candles are above fatl line, we are expecting bullish crossover may happen in advance. Put a buy-stop order above the high of last bar or above SMA20 line(blue dash line, more cautious).
Fourthly, when candle bounce off, and close above both fatl, its signal line, then, buy for next crossover of 2 lines.
Last, I project the time of next peak/trough into future on blue verticle line, take profit or exit at near possible peak/trough when negative candle appear.
Lime line is satl, Lime dot line is satl's signal line.
I am still studying these indicator and trying to understand it. Not waiting for crossover, but, expecting crossover happen.
Very good mode.
Hi, John,
Your ASCTrend JStochastic Adaptive MESA mode seem quite good on the chart. I adapted it to 0.618 as Nyquist. Thanks for you. You get fantastic, super-powerful neurons and synapses in your brain.
Mods
Thank you Jack1 for the comments. However those indicators are not new they were around for years, however when we combine things in an particular way the change in the performance is dramatic.
My funny idea was to blend Jurik with Ehlers and insert it to a good trading system as ASCTrend. If you check the Forex Factory thread of "Optimized Trend Trading" you will see that this approach can power up other old and well known systems . I mean for example Trend magic with digital filters. Now, special thanks to Mr. Tools ideas, you can see in the elite sections how powerful is the Brain Trend powered by double smoothed jurik of Mladen.
https://www.mql5.com/en/forum/general
The normal Brain trend with Kositsin jurik is free
(Do not forget the uncertainty principle you never knows which mod will outperform)
https://www.mql5.com/en/forum/175639
This is the power of the open source. Think about Linux versus Windows, the same logic applies. With this power an open source community may be able to challenge a multi-billion corporation in the R&D (they have a crazy infrastructure and use strict scientific protocols not rough ideas - and that is their edge).
The idea of sharing all those ideas is to fight for the balance. Of course we want to use a top gun approach here but look at the daily, if normal people can use those instruments some of them may not loose life savings in the financial crisis (the normal ASCtrend is available for years).
The individual metatrader trader needs to equalize the chances (it is almost impossible but we need to try). Every-time you pull the trigger you have powerful High Frequency algorithms with you. So they live in other spacetime of milliseconds, that you cannot reach.
A possible answer was to observe the fractal dimension at various intervals and make a rough estimation of the underlying phase space of the possible solutions and the underlying robot psychology with them (yes, yes do you remember Isaac Asimov it is a reality by now, multidimensional hyperspace it is a reality too).
As jurik says you are limited from the two sides. From one side you need a low lag filter that will get you in the trade very quickly, on the other hand you have the phenomenon of loosing of memory with every bar as the market is chaotic (The market usually has a positive Lyapunov exponent and looses information with every bar, so we have a limited predictive horizon).
On that approach we can combine the advanced idea of philosophy (theory) of the market states. For me that is more precious than any indicator. But I posted indicators to attract the attention, yes people like indicators but are less concerned by abstract ideas.
Range
Jack 1 it looks like you have nice settings for ranging conditions.
Ca can you tell us exactly what they are so we can test them when the conditions become the same.
It s a nice idea to share settings.
However I think that there is a problem in the code because there is a confusion between the adaptive adaptation and the fixed period that are maintained. It looks like the confusion happens when we change the default settings. Is it good? Sometimes the "errors" in the code when there are not repainting consequences may give interesting results.
A coder check of all the prototypes would be welcome.
I post a shot of the regular MESA mod.