Digital ACSTrend - page 19

 
deepakmadan:
Hi,

I wish to thank you for all the good work you have done by compiling so much and putting all this info for freshers to this field like me to use.

sir i have problem while attach sine wave mesa indicator on a chart only two straight line displayed .

I think you must be missing one or more files necessary for Mesa to work.

Also, I wouldn't run both Sinuswave indi's on the same chart. EIther the standard, or the Mesa version. Good luck!

 

MESA Mod problems

There is a refreshing problem with the MESA mod. Take care. If you do not refresh manually you may miss a signal.

 

(req)

Hello Everyone ,

This is my request to you all. Being A New Trader I Am So Much Confused.

Please Compile All The work previously Done On Digital ACS Trend And Share One System That Actually Works I Study Traditional Indicators Like MACD, RSI, But Digital Indicators React Faster.

Thanks.

 

some screen shots of my systems

 
Jack1:
Trend trading system(signal, etc...) won't get very good performance on lower time frame. But, on higher time frame, eg. Daily, H4, Trend Magic ssa will give you early signal, make you to bid the market in a lot of confidence. Early bird of one or two bars in forex will give you huge edge over the market. So, this mode may help you a lot, I believe. I am still watching for live running to see how it is reliable.

Hi Jack1,

I really like this early warning system.

I have tried both Trend Magic SSA and SSA_EP with various combinations of parameters listed below but could not get my EU Daily chart to look like yours. Could you tell me if you are using Trend Magic SSA or SSA_EP? Also, what are your setting on this indicator?

Combinations of parameters I tried:

SSALag from 10 to 25

SSANumComps from 2 to 8

SSAPeriodNorm from 10 to 30

Thanks in advance for your help.

 

try to find out my parameters from my post!

Hi,

1. You can find out my parameters from my past posts, try again.

2. I use another ssa in my trend_magic_ssa before ssa_end_pointed was released. But, trend magic_ssa_end_pointed work as the same, No, big difference. So, better version of trend magic ssa is the end_pointed version.

3. I am reading a paper to understand ssa, and how, why, select parameter. After I get idea, I will post here.

 
Jack1:
Hi,

1. You can find out my parameters from my past posts, try again.

2. I use another ssa in my trend_magic_ssa before ssa_end_pointed was released. But, trend magic_ssa_end_pointed work as the same, No, big difference. So, better version of trend magic ssa is the end_pointed version.

3. I am reading a paper to understand ssa, and how, why, select parameter. After I get idea, I will post here.

Big difference ! Big !

SSA before end point = REPAINT !

 

Both are Same SSA.

Hi, Joe,

I did test both: SSA.ex4 and libSSA.dll. I did swap off them. Both produce the same result. No difference at all.

I add a procedure(some code) in my ssa, which reduce re-painted bar, then, it is no repainted indicator. I attached a chart here. You can validate if there are any big difference between them. They produce the same result for last bar: 0.2263.

My coding is very bad, too many error, un-reliable. So, I generally don't release my code to protect public. But, Mladen's code is quite good and safe. So, everything is ok for study, research, trial, etc. to work out this ssa theme.

Best Regards.

Files:
samessa.jpg  141 kb
 

Oh Well

Can you please, post your work please ? Very interesting !

 

SSA adaptive cycle period

When we use the SSA normalize in fact we use an oscillator that uses the SSA and makes a difference between a moving average (the period of the moving average defines the period of the normalization) and the end - point SSA value.

So I asked a question what would happen if we adapt the normalization. So I did it. And you can tell me if it is good or not. I am just curious.

/You need the cycle period indicator installed/

What we do is different from what a normal Singular Spectrum Analysis is.

For example in the Noxa they can analyse different depths.

For example they have:

m-histories - Number of components

Group Start - the first component in group for reconstruction

Group Depth - the number of components in group for reconstructions

What we have:

m-histories = lag

Group Start - We start always from 1

Group Depth - Number of computations

So when we have number of computations = 5. That means we reconstruct everything from 1 to 5.

We cannot choose to reconstruct from 2 to 5 for example.

/Please refer to the caterpillar software and you will see visual examples what is decompositions and reconstruction/

For example imagine an ideal time series: We make 5 m - histories:

1- is trend

2- is trend

3 - cycle

4 - cycle

5 - noise.

So we can reconstruct 1 and 2 - and we have a trend

We can reconstruct 3 - we have bigger cycles

We can reconstruct 4 we have small cycles

And we can choose what we want to reconstruct.

In our version we cannot do that we start from 1 and depending on the parameter of number of computations we include the other:

Number of computations 1: only 1

Number of copulations 2: 1 and 2

Number of computations 3: 1, and 2 and 3

etc.

Reason: