Digital ACSTrend - page 15
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I do not think there would be a difference for iVAR. It is a formula after all.
However I never use Metatrader for standard and serious technical analysis. I think that the zoom can be very misleading sometimes for the proper identification of the proportions of the patterns.
However a problem with the ASCTrend MESA mod has been reported. As all this is conceptual work until a supervision by a coder please be aware of that.
It looks like the arrow disappears at the last moment of the bar, after that it appears at the next. Is there a repainting or not? I was gazing for repainting of the past bars. Please check and report.
End point version of SSA means that we plot only the last data point of the calculation bar by bar. That is necessary because the SSA repaints and offers an idealistic picture of the past. We want the truth and that is why the end point gives what can be expected bar by bar.
Here you have a free version of SSA. There is a free program, you can only run on 32 bit PC (maybe all you can need for time series analysis). For the other program a full functionality free trial is offered (possibility for multi-dimensional time series, forecasting and change-point detection).
With the free SSA you can play with the tutorial and see what the SSA is. The bad news is when you apply it to real FX data, you will see that the decomposition is very hard the eigenvectors do not give us hints for good oscillating patterns. When I applied the SSA for the last trend it was the complete shit, nothing to do with the good text book examples for time series prediction.
Time series analysis and forecast, Caterpillar SSA method [Software]Hi John Last,
Great stuff you got here!
I am looking for a time cycle predictor to compliment my trading system and improve accuracy; to tell me when to pull the trigger basically. This is not for daytrading and for time frames greater than 1 hour only.
What I need is something like the CSSA. I have tried to use the Hurst Exponent and FDI but I cannot figure out how to use them correctly- meaning I don't what number of periods I should use for Hurst (the indi came with default of 30 but I am not sure if that is the right setting for my needs).
I have also downloaded the #FULL SSA from here but cannot get it to work (I have simply copied the file to experts\indicators)
Do you think Full SSA will suit my needs? Or do I need CSSA? If so, where can I find a CSSA indicator?
Thank you in advance.
Very enjoy to study and research with John.
Hi, John,
I am very enjoying to study and research with you. I learn huge from your introduction during my holiday period. I am going back to work from next week, but, will follow this site.
Best Thank Mladen's end point SSA and your coding skills is super simple and competent.
I put SSA on TrendMagic as test platform.
I upload some chart. You go to check which is better tools for trend trading. I know following trend can get more pips.
Chart1: M5. There are 1. MAMA; 2. BrainTrend_SSA; 3. TrendMagic_SSA. On 31 Jan 2011. 3 system do well; on 1 Jan, today, all got suffered.
Chart2: M15. NonLag Ma, BrainTrend_ssa, TrendMagic_ssa. All three are doing well.
Chart2: H1. All three are doing well. BrainTrend_ssa does best.
Parameters: lag:35, number of compute:2, ma:20 for ssa.
Cheer!
Chart4: Remarks on the chart.
Answers
Hi John Last,
Great stuff you got here!
I am looking for a time cycle predictor to compliment my trading system and improve accuracy; to tell me when to pull the trigger basically. This is not for daytrading and for time frames greater than 1 hour only.
What I need is something like the CSSA. I have tried to use the Hurst Exponent and FDI but I cannot figure out how to use them correctly- meaning I don't what number of periods I should use for Hurst (the indi came with default of 30 but I am not sure if that is the right setting for my needs).
I have also downloaded the #FULL SSA from here but cannot get it to work (I have simply copied the file to experts\indicators)
Do you think Full SSA will suit my needs? Or do I need CSSA? If so, where can I find a CSSA indicator?
Thank you in advance.Hi, you ask very tough questions. I also want something to compliment my trading system and improve accuracy. And that is the reason for my efforts. Please read again about the FGDI and iVAR.
Do not forget to install the library file in the experts/library folder. It will not work without it.
iVAR/FGDI/FDI: In a nutshell:
Basically when you have high fractal dimension your directional algorithms are not by their design destined to work. You would be playing against the odds.
There are cycles in the fractal characteristics the high fractal dimension is followed by low fractal dimension. You can name the transition as you wish, I call it a fractal break - out.
There are other sings of course:
https://www.mql5.com/en/forum/180729/page8
Please look the shots of Jack 1 of the 5 m time frame. Do the indicators work today? What was the fractal dimension?
When they worked, what was the fractal dimension?
/the answer is at the end of the post/
Well you can make a google search for Noxa CSSA, and you have to pay for it.
Really I do not have it because basically you are asking for a holy grail and I do not have it.
Really, I don't.
Moreover here most of the traders are experienced but there are a great quantities of new comers. They need to know that when they see the arrows at the good place from a screen shot that does not mean this is an invincible system, they make mistakes (me either) with the use of a lot of leverage (Killer number 1 of traders). I write all this because I feel somewhat responsible even if there are not guarantees for anything.
You are asking for some kind of predictive algorithms. And that is very, very difficult. Especially for us at our level. The Big guys use for their HFT (High Frequency Trading) information that is missing at our retail level.
This kind of trading is provoking some kind of crushing implosion of the standard technical analysis for the last few years (low time frame + high leverage is a killing combination). The market is changing and will be changing. We have not seen anything yet.
Of course it is not easy to use the iVAR, you know why. That is because when we have more volatility more things do happen inside the same bar, and that dynamics cannot be decoded really well by the indicator which computes bar by bar. Think about the principle of relativity the time is not a constant in the markets as well, it depends on the volatility. Logically the best would be to use tic charts. The principle is easy the implementation is not so obvious.
/Clearly we had a change of the fractal dimension from one state towards other state. When we see that the high fractal dimension is confirmed by ranging market characteristics, you will be a fool to expect your directional algorithm to work, you will be playing against the odds, of course some of the signals may be goos but still?!/.
I also would love to find some kind of predictive algorithm for higher time frame that would be reliable but this concerns another thread, this thread is about ASCTrend. Off topic I would post some shots of prediction with SSA, however bear in mind, that I am not sure if I did it right. I used the evaluation version of SSA caterpillar. But I would not invest much time and effort in a commercial software.
Jack 1 please share your mods, I am quite lazy to do them by myself. Really nice work, I was thinking again about the casual version of Trend magic SSA but I did not have the time to do it. Moreover we can use the Mladen's indicator for SSA based ASCTrend. Do you use the same ssa brain trend or you have made a mod? Really I like how the SSA end point versions of Trend magic and Brain trend make good general solutions. I am sorry I am off topic again.
Hi, you ask very tough questions. I also want something to compliment my trading system and improve accuracy. .
John,
Thanks for taking the time to give such a long and detailed reply. I am not looking for a Holy Grail because I know none exist. Sorry if I came across like I was looking for one.
I have tried to add the FULL SSA and SSA End Point indicators AFTER copying the dll file (libSSA.dll) to my experts\library folder but they are still not working. (I am on 64 bit, Windows &, if that helps). Is there anything I am missing here? Greatly appreciate any help in resolving my issue with these indicators.
John,. you were also talking about some indicators in Elite section. Do I need any from the elite section...because I don't have any indicators from there.
Update: SSA End Point Normalized indi is now working but the Full SSA is still not working.
Thanks,
Install
It may sound stupid, but did you unzip the library file before installing?
Hi, John,
Yes, I did a little add on your BrainTtrend, make it not too busy. But, wouldn't know p1, p2, ranges, 3 ranges are there.
Here is BrainTrend ssa end-point mode.
It may sound stupid, but did you unzip the library file before installing?
Ha ha...yes, I unzipped them. Like I said in my update to the previous post, the SSA Endpoint is working. It's only the Full SSA that is not working.