Coding help... Cyclical indicator - page 6

 
mladen:
lucmat

You should check the exact formula what does excel exactly include in calculation. If they use same data and they calculate the same way, they should work OK.

PS: as far as "should be lines that calculate "work [3]", "work [5]", "work" [7]" part is concerned - no, everything is fie as far as mql is concerned - take a look at how data is stored in "work" array and it will be clear what is done and how it is calculated.

Hi guys, these are the steps to create the indicator:

-add "n" data to hystorical series (ex. add 1000 bars as last available) ....

-

-calculate SMA1 (n periods; shifted -n/2 periods)....INPUT VALUE

-calculate SMA2 (m periods; shifted -m/2 periods)...INPUT VALUE

-calculate DIFF1=SMA1 - SMA2......this is CYCLE INDICATOR

-calculate DIFF2=DIFF1 - ["previous value"].......

-calculate SPEED=SMA [DIFF2] n periods; shifted -n/2 periods......this is the OUTPUT IND

 

Stephan73

Don't know which one you are referring to. but the SMA centered oscillator calculates 5 centered SMas (next centered SMA is using previous centered SMA values in next step calculation as input values) to get the desired value. The indicator is at this post : https://www.mql5.com/en/forum/181353/page2

Stephan73:
Hi guys, these are the steps to create the indicator:

-add "n" data to hystorical series (ex. add 1000 bars as last available) ....

-

-calculate SMA1 (n periods; shifted -n/2 periods)....INPUT VALUE

-calculate SMA2 (m periods; shifted -m/2 periods)...INPUT VALUE

-calculate DIFF1=SMA1 - SMA2......this is CYCLE INDICATOR

-calculate DIFF2=DIFF1 - ["previous value"].......

-calculate SPEED=SMA [DIFF2] n periods; shifted -n/2 periods......this is the OUTPUT IND
 
Stephan73:
Hi lucmat, I'm also looking this indicator, but Slop3 is very similar to "Velocità Centrata" (i'm italian too).

blue line= min

yellow line = max

For which cycle your setting is 16,64? ciao

Ciao Stephan73

yes, they are very similar.

For this settings I don't know: I think was the setting requested by engula!

ciao

 
mladen:
lucmat

You should check the exact formula what does excel exactly include in calculation. If they use same data and they calculate the same way, they should work OK.

PS: as far as "should be lines that calculate "work [3]", "work [5]", "work" [7]" part is concerned - no, everything is fie as far as mql is concerned - take a look at how data is stored in "work" array and it will be clear what is done and how it is calculated.

Mladen,

I guess that your answer to Stephan73 has identified the problem:

"the SMA centered oscillator calculates 5 centered SMas (next centered SMA is using previous centered SMA values in next step calculation as input values) to get the desired value".

For some reason, even if indicator in mql is perfectly the same of excel sheet, Excel is faster than metatrader to signal the turning point of cycle.

Excel, in its calculation, is makin exactly what you say: "next centered SMA is using previous centered SMA values in next step calculation as input values"...

So I don't know where the difference should be...

Thanks again Mladen... your help and your indicators are always great.....

Lucmat

 
Stephan73:
Hi lucmat, I'm also looking this indicator, but Slop3 is very similar to "Velocità Centrata" (i'm italian too).

blue line= min

yellow line = max

For which cycle your setting is 16,64? ciao

nice, we're already three italians. soon a community...

 
Stephan73:
Hi guys, these are the steps to create the indicator:

-add "n" data to hystorical series (ex. add 1000 bars as last available) ....

-

-calculate SMA1 (n periods; shifted -n/2 periods)....INPUT VALUE

-calculate SMA2 (m periods; shifted -m/2 periods)...INPUT VALUE

-calculate DIFF1=SMA1 - SMA2......this is CYCLE INDICATOR

-calculate DIFF2=DIFF1 - ["previous value"].......

-calculate SPEED=SMA [DIFF2] n periods; shifted -n/2 periods......this is the OUTPUT IND

stephan73,

your algorithm looks very similar to the one i posted here (and following posts with mladen):

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

except for the last 2 steps in yours that differ from mine. wondering why and which one is better...

 

hi engula,

I don't kwow, maybe my algorithm also calculates the average speed... better approaches to turning point

I can't attach the file with excel formulas, I try with the images .

If someone can make it so, I would appreciate him and all users will benefit from it... I'm sure.

thank you very much

Files:
dati.png  83 kb
grafico.png  128 kb
 

Hi all, congrats to mladen for the great job.

For all the italians guys in this thread, i'm another one! Ciao!

I was backtesting the 2.02 on cable for the last week, faaaantastic!! The only problem is that many positions should be opened or closed during night (here in italy) so my question is, mladen:

- is possible to transform this indicator into an expert advisor?

Thanks and happy heaster to everybody!

Nicola

 
nicogaglia:
Hi all, congrats to mladen for the great job.

For all the italians guys in this thread, i'm another one! Ciao!

I was backtesting the 2.02 on cable for the last week, faaaantastic!! The only problem is that many positions should be opened or closed during night (here in italy) so my question is, mladen:

- is possible to transform this indicator into an expert advisor?

Thanks and happy heaster to everybody!

Nicola

Nicola,

I think that the indicator can be used in manual trading but, due to it's recalculating nature, not in EAs (EAs are lacking what we human do have : experience and a capability of estimation)

 

well,

in my backtest i traded with continuity, I mean:

- the cyclic indicator change color (from long to short) and we wait the close of the candle.

- sell

- fixed sl: 30 pips (if stoploss happen wait for the next change of color)

- the cyclic indicator change color (from short to long) and we wait the close of the candle

- close the previous sell and buy

and so on...

maybe i should see the sl: many time happen that take the sl and then goes in the right direction but i will continue to test to see the optimal parameters.

risk calculation 1% per trade!

I think is feasible...

Reason: