Digital ACSTrend - page 26

 

I already have the files installed in the include folder, but the Entropy indicators do still not work. I tested it on several platforms.

Interesting view on the NS optimizer. I thought it was much more sofisticated than the MT one.

It is a black box, but the systems one can create are pretty good.

The problem is auto trading with NS.

John Last:
I think we are going too fast with this thread and it is hard to follow.

I apologize for not being clear on the install procedure.

You need to install jjma series and price series in the include folder. Please be more specific about what does not work!

https://www.mql5.com/en/forum/180729

I know Neuroshell looks great but do not forget that under MT4 you have also a genetic optimizer that has one critical feature that is missing in Neuroshell.

This feature is to see if you have a global solution or some peak from the optimization process.

The Neuroshell guys they have just one Neural net optimization algorithm. And this is called turboprop, maybe some variation of quick-prop. And do not forget that the Neural Nets are not the only predictive algorithm you could use and so you are limited (e.g. Support Vector Machines). To tell you the truth as I have tested their software I am not confident at all using a total Black Box, I do not like their optimization process at all, people get confused all the time how much to optimize.

I think that the MT4 community has a bigger potential because we are open source.
 

SSAep with Radial Basis Network projection

Here I would like to add some more experiments. The basis is here and it is the work of IceXP.

https://www.mql5.com/en/forum/178730

What I did was to replace the close with something else, as SSA ep and jurik.

This can be interesting if we just missed the train with the signal as information if we can still jump on it or to wait for the next signal. It would be useful with ASCtrend as it indicates if the trend is likely to continue after the signal.

/any improvements are welcome/

Installation:

You need jjma and SSA end - poited installed

HOW EVER EVEN IF THE IDEA IS COOL I THINK I THAT THEY ARE NOT WORKING BY NOW.

Files:
 

Jma wpr

1. The question is are you able to run the JMA WPR?

(you need jjma and all the include files aforementionned)

If yes

2. Do you have the entropy math 1 in your experts folder?

Files:
jma_wpr.mq4  15 kb
 

JMA WPR runs and I did not have the entropy math1 in the expert folder (now it is).

Entropy still does not run...

John Last:
1. The question is are you able to run the JMA WPR?

(you need jjma and all the include files aforementionned)

If yes

2. Do you have the entropy math 1 in your experts folder?
 

Hi John, can you tell me pls from where can i download the Neural net indicator. Thank you.

 

Is it possible to optimise them with genetic algorithm? JQS UGAlib - MQL4 Code Base

 

Yes it is possible but it is necessary to write custom scripts.

And I cannot do it.

 
I see that some JMA smoothed things are used in this thread and that some indicators are having a limited number of bars when using a JMA smoothing. Not sure if everybody is aware of one property of JMA smoothing, so posting this example :
these all are JMA wpr, wpr period 14 and smooth length 20, smooth phase 0 (for the sake of fair comparison, minimum and maximums are set to -100 and 0 on all 3 instances of the indicator) but :
- violet is on 200 bars

- black is on 2000 bars

- blue is on 5000 bars
So be careful with the number of bars used for calculations because you can (especially in cases of longer smoothing lengths) get extremely different results when using JMA (try smoothing length 200 and you will see what I mean with "extremely")
Files:
 

Trailing dimension adaptation of SSA

Thank you Mladen for the comments.

Without your code our last mods would be impossible.

Now I want to show one idea. The idea is to use the trailing dimension as adaptation of the SSA and SSA cycles.

Some info what it is is here.

Fractals, Technical Analysis and other things...: The speed of the FRAMA (Part 2): The FRASMA

Technically I used a very simple solution as the trailing dimension requires a buffer, I used the FRASMA code and inserted the SSA end point as a custom function.

The shot is done by drag and drop of two indicators in the same window.

Theoretically this approach may not be very correct because more reactivity can be achieved with the SSA recomposing more components, use more computations. Anyway this is an idea of a hybrid indicator. The cross is not really a signal but just to show how the trailing dimension changes the behavior.

Anyway I may test it as a signal. Consider the trail adaptation as a turbo accelerator of the SSA. Normally when we use a cross of a signal we have a lagging signal (even if our basis indicator has no lag). With the trail acceleration we have a no lag cross signal based on a probabilistic analysis.

 
Reason: