Digital ACSTrend - page 14

 

If Jstoch wouldn't get adaptive period K%, then it use default setting (14,3,3). When it gets Salt_P1, it adapts K% to 0.618 ratio or 14 if smaller than 14. I use 80% and 20% level as threshold as overbought or oversold level.

Mesa and cyc period, both indicators often produce different numbers. I don't know which is more accuarcy.

Trading is the game to get a better level and better time to entry/exit to win. Which level ? and when ? would next peak/trough unfold is the key to know. New signal or tools can help to know when? But, at which level? need other tools, I believe.

 

Thanks Mladen !

Our god return to the free world !

 

Many, many thanks

Thank you Mladen for the end point version of the SSA indicators.

The indicator is very fast indeed. This is a very very precious gift. End point version of FFT is one thing the end point version of SSA is other thing.

This is off topic but let see an example of brain trend with SSA end - point.

https://www.mql5.com/en/forum/175639

Files:
ex1_2.gif  24 kb
 

:)

Some will tell that they knew it ...

Anyway, in this thread things were repeatedly compared to work done in elite and advanced elite section and repeatedly it was used as an argument for some things known only to author itself.

I am not going argue anything of the posted anywhere about these things nor am I going to prove or disapprove statements from this thread (although I would love to hear an explanation of why would a change of used price change calculation speed, but not even that is interesting). I am actually going to post 2 indicators here that are going to show the kind of things that are supposedly not open source - here is one definition of open source : Open source - Wikipedia, the free encyclopedia And since the code posted in elite and advanced elite section are sources, they are by all definitions an open source. I am posting these here to show what is a difference between what is named an "open source" and what is posted in the elite section.

The fact that something is not posted in public sections is another fact and was discussed numerous times and it all ends up in ones right to do with his/her own work what he/she wishes. Trying to prove that one does not have a right to do it (so to do with his/hers own work what he/she wishes) and to post that where he/she wishes is out of any reason and hence meaningless.

______________________

About the indis - these are causal(non-repainting) and they are not "very heavy on your PC" as you will find out simply because they are written differently. And that is the whole point : a thing can be made a thousand ways. There are cars and there are "cars". Everybody can choose to their preferences but a "car" can not be called a car. And it is the decision of the one that makes something what he/she will do with what he/she made. And my decision is that in this case these 2 are going to be posted here for reasons stated above.
PS: the end-pointing idea was originally introduced by Dennis Meyers (he used it for fast fourier transform), hence the name of these are accordingly named to his idea. But also a reminder that he (Dennis Meyers) posted results of end pointing that were far, far from a holly grail

PPS: libSSA.dll should be unpacked to experts/libraries folder in order to make these work

______________________

That is all from me

All the best

Mladen

 

Shot

I post a shot so you can give an opinion.

On this shot we have 1 h time frame on the Eur/Usd.

You can see clearly that during the trend most of the time price series were antipersitent: very difficult to trade

The ideal trend model is:

Persistent impulse, followed by antipersitent correction.

So even if it was a trend the trade was very difficult, not only for the price action specialists but also for the our retail algorithms. The example of Jack 1 is very valuable because he shows us how we can use a system designed for trend in clearly antipersitent market state.

With this knowledge you can see how your system tries to get you in the right direction even if the market conditions are too hard. This knowledge allows you not only to switch between trend and range mode systems but allows you not to blame your trend system which performs poorly in antipersitent market state.

Files:
ex3_2.gif  21 kb
 

...

mladen:
:)

Some will tell that they knew it ...

Anyway, in this thread things were repeatedly compared to work done in elite and advanced elite section and repeatedly it was used as an argument for some things known only to author itself.

I am not going argue anything of the posted anywhere about these things nor am I going to prove or disapprove statements from this thread (although I would love to hear an explanation of why would a change of used price change calculation speed, but not even that is interesting). I am actually going to post 2 indicators here that are going to show the kind of things that are supposedly not open source - here is one definition of open source : Open source - Wikipedia, the free encyclopedia And since the code posted in elite and advanced elite section are sources, they are by all definitions an open source. I am posting these here to show what is a difference between what is named an "open source" and what is posted in the elite section.

The fact that something is not posted in public sections is another fact and was discussed numerous times and it all ends up in ones right to do with his/her own work what he/she wishes. Trying to prove that one does not have a right to do it (so to do with his/hers own work what he/she wishes) and to post that where he/she wishes is out of any reason and hence meaningless.

______________________

About the indis - these are causal(non-repainting) and they are not "very heavy on your PC" as you will find out simply because they are written differently. And that is the whole point : a thing can be made a thousand ways. There are cars and there are "cars". Everybody can choose to their preferences but a "car" can not be called a car. And it is the decision of the one that makes something what he/she will do with what he/she made. And my decision is that in this case these 2 are going to be posted here for reasons stated above.
PS: the end-pointing idea was originally introduced by Dennis Meyers (he used it for fast fourier transform), hence the name of these are accordingly named to his idea. But also a reminder that he (Dennis Meyers) posted results of end pointing that were far, far from a holly grail

PPS: libSSA.dll should be unpacked to experts/libraries folder in order to make these work

______________________

That is all from me

All the best

Mladen

Mladen...what "end point" means?...what kind of advantages does it bring to an indicator?

 
mladen:
:)

Some will tell that they knew it ...

Anyway, in this thread things were repeatedly compared to work done in elite and advanced elite section and repeatedly it was used as an argument for some things known only to author itself.

I am not going argue anything of the posted anywhere about these things nor am I going to prove or disapprove statements from this thread (although I would love to hear an explanation of why would a change of used price change calculation speed, but not even that is interesting). I am actually going to post 2 indicators here that are going to show the kind of things that are supposedly not open source - here is one definition of open source : Open source - Wikipedia, the free encyclopedia And since the code posted in elite and advanced elite section are sources, they are by all definitions an open source. I am posting these here to show what is a difference between what is named an "open source" and what is posted in the elite section.

The fact that something is not posted in public sections is another fact and was discussed numerous times and it all ends up in ones right to do with his/her own work what he/she wishes. Trying to prove that one does not have a right to do it (so to do with his/hers own work what he/she wishes) and to post that where he/she wishes is out of any reason and hence meaningless.

______________________

About the indis - these are causal(non-repainting) and they are not "very heavy on your PC" as you will find out simply because they are written differently. And that is the whole point : a thing can be made a thousand ways. There are cars and there are "cars". Everybody can choose to their preferences but a "car" can not be called a car. And it is the decision of the one that makes something what he/she will do with what he/she made. And my decision is that in this case these 2 are going to be posted here for reasons stated above.
PS: the end-pointing idea was originally introduced by Dennis Meyers (he used it for fast fourier transform), hence the name of these are accordingly named to his idea. But also a reminder that he (Dennis Meyers) posted results of end pointing that were far, far from a holly grail

PPS: libSSA.dll should be unpacked to experts/libraries folder in order to make these work

______________________

That is all from me

All the best

Mladen

how does one get an alert for crossing 0?

i have tried every combination all afternoon to get it to work...

do i need just no or just in or both? even tried referencing as an icustom but my limited coding knowledge could not save the day!

any ideas would be greatly appreciated.

 
John Last:
I post a shot so you can give an opinion.

On this shot we have 1 h time frame on the Eur/Usd.

You can see clearly that during the trend most of the time price series were antipersitent: very difficult to trade

The ideal trend model is:

Persistent impulse, followed by antipersitent correction.

So even if it was a trend the trade was very difficult, not only for the price action specialists but also for the our retail algorithms. The example of Jack 1 is very valuable because he shows us how we can use a system designed for trend in clearly antipersitent market state.

With this knowledge you can see how your system tries to get you in the right direction even if the market conditions are too hard. This knowledge allows you not only to switch between trend and range mode systems but allows you not to blame your trend system which performs poorly in antipersitent market state.

I can not see logharitmic scaling option of the chats in Metatrader ,only linear scaling.I wonder would i-var give different values with the logharitmic scaling ?

 

issues

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]

Files:
2d.png  54 kb
pred2.png  62 kb
 

Hi John Last,

I already posted about this commercial software namely Caterpillar in 2005. See this thread:

https://www.mql5.com/en/forum/173114

With indicator for MT4.

It was in 2005. Now is 2011.

Can you imagine how old I am?

Reason: