Experiments ... - page 58

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mladen:

mntiwana

Here is just part of problems that are happening with r-square adapting ...

This example is suing r-square adapting mode that is used in ema and t3 (the r-squared version) applied to linear regression value (or lsma as some call it) - period 50 - the same as the t3 example:


As you can see, it is a bit too "nervous" - which is strange at the least, since linear regression is in the exact same line of calculation as r-squared - at least 90% of the calculation is exactly the same, and then, in order to make it more usable,  I have to apply the "more conservative" way of r-square adapting (like this)


But that is not a solution either - short periods used for both calculations are a disaster and without applied some additional smoothing results are far from being usable.

Also, we can not have a code that must be adjusted manually every time when the results are not what we expect. For now, some averages are really resisting being r-square adaptive the way it is just fine for ema and t3. If I find some general solution, I will make it and post. In the mean time any other average will be posted as a part of testing and not as a part of a "solution" (I can not make a "new averages" and tell : "but now only 20 of 37 are adaptive"), so it all will probably be posted here as a part of ongoing experiments. Which means : no promises. We shall have to see what can we get

Dearest MLADEN

 So many thanks for taking time and detailed explanation in response to my request, of course you knows better in every case ..... just curious about tema,being to ema family,and ema already accepted it ....... but we are more than patient because you introduced a lot in different ways/style in these days so we have too much to experiment,even we can not reach you at least me :) , meanwhile i am exercising on one of sevens of previous days, you cast and launch more five, this make me nervous and confuse, which one to play first, each and every is most important and precious at its place.

regards

 
mntiwana:

Dearest MLADEN

 So many thanks for taking time and detailed explanation in response to my request, of course you knows better in every case ..... just curious about tema,being to ema family,and ema already accepted it ....... but we are more than patient because you introduced a lot in different ways/style in these days so we have too much to experiment,even we can not reach you at least me :) , meanwhile i am exercising on one of sevens of previous days, you cast and launch more five, this make me nervous and confuse, which one to play first, each and every is most important and precious at its place.

regards

Here is the r-square adaptive tema

Some explanation :

First of all, it had to be limited (it does not work like ema and t3 - it had to use already 3rd type of r-square adapting since the results were anything but acceptable for normal trading if a new way was not implemented. Even like that, this indicator needed that "extra" kick in order to make it comparable to ema and t3. So, in this one, there are filters added too (the usual : filter on price, value or both). And it seems that the best results are when price filter is used (which meant that the r-squared itself had to be adjusted too ;(). So, all in all, this tema does not work the same way as ema and t3 r-square adaptive - this is yet another r-square adapting version

After this long explanation, a short one :). Try it out ...

PS: the example is period 50 using price filter 3


 
mladen:

Here is the r-square adaptive tema

Some explanation :

First of all, it had to be limited (it does not work like ema and t3 - it had to use already 3rd type of r-square adapting since the results were anything but acceptable for normal trading if a new way was not implemented. Even like that, this indicator needed that "extra" kick in order to make it comparable to ema and t3. So, in this one, there are filters added too (the usual : filter on price, value or both). And it seems that the best results are when price filter is used (which meant that the r-squared itself had to be adjusted too ;(). So, all in all, this tema does not work the same way as ema and t3 r-square adaptive - this is yet another r-square adapting version

After this long explanation, a short one :). Try it out ...

PS: the example is period 50 using price filter 3


Dearest MLADEN

As an immediate thanks for launching tema with third and or fourth generation r-square,bundle of thanks,let me try play with.

regards

 
mntiwana:

Dearest MLADEN

And this is a simple result of my way of "Trying it out" ..... in current TF.

i guess your filters,FL and adapting factors give user an alternative to previously used "step feature".

regards


mntiwana

Frankly, yes. These are, when combined, maybe even better than the "step" series - they are more flexible for sure, and more robust when once set. A good example why are we trying to combine tools in order to improve something (the eternal "0.5% improvement thing").

But I guess you started now, with that example, a wave of frustration on "the other side" - the "protection issue" that has been bothering the "developers" :)

 
mladen:

Here is the r-square adaptive tema

Some explanation :

First of all, it had to be limited (it does not work like ema and t3 - it had to use already 3rd type of r-square adapting since the results were anything but acceptable for normal trading if a new way was not implemented. Even like that, this indicator needed that "extra" kick in order to make it comparable to ema and t3. So, in this one, there are filters added too (the usual : filter on price, value or both). And it seems that the best results are when price filter is used (which meant that the r-squared itself had to be adjusted too ;(). So, all in all, this tema does not work the same way as ema and t3 r-square adaptive - this is yet another r-square adapting version

After this long explanation, a short one :). Try it out ...

PS: the example is period 50 using price filter 3


Thank for the indicator , and it was very interesting .

As like mntiwana say , set the filter >3 it have become like step or dynamic .

And i just saw a new Price- trend biased price , what kind of calculation is it ?

Did you have explain before and i have miss it ?

 
mladen:

mntiwana


But I guess you started now, with that example, a wave of frustration on "the other side" - the "protection issue" that has been bothering the "developers" :)

In between "may be" and "certainly" ... yes :):):)

regards

 
mladen:

As a natural continuation - ema (r-squared) adaptive (experiment) that has an option to be double smoothed too (in this case double smoothing is showing why is it so good so far - the values are hardly different, but they are much smoother than the original values)


Dearest MLADEN

  My request regarding filters,I think an extension of filters (if possible) within your newest  "ema (r-squared) adaptive (experiment) 1.1"  will be improve its functionality, if and when you can have manage time.

kind regards

 
mntiwana:

Dearest MLADEN

  My request regarding filters,I think an extension of filters (if possible) within your newest  "ema (r-squared) adaptive (experiment) 1.1"  will be improve its functionality, if and when you can have manage time.

kind regards

OK. A bit later

In the mean time : this one has filters and all the whistles and bells already - and see the example : just period 50. All the rest default


 
stevenpun:

Thank for the indicator , and it was very interesting .

As like mntiwana say , set the filter >3 it have become like step or dynamic .

And i just saw a new Price- trend biased price , what kind of calculation is it ?

Did you have explain before and i have miss it ?

Here is how the trend biased price is calculated :

               if (close[i]>open[i])
                     return((high[i]+close[i])/2.0);
               else  return((low[i]+close[i])/2.0);        
 
mladen:

Here is how the trend biased price is calculated :

I just find it on net.

Note:

Action Bias is derived from our proprietary algorithms based on technical studies of prices of currency pairs. Action Bias is NOT intended for use as trading signals. Though it is by no means 100% accurate, it could be one of the best tools for a trader to reference to before deciding on your trades. Here are some possible uses:

  • Action Bias can be used to determine the primary direction to trade the currency pair. That is, one could only consider going long when Action Bias is on the upside and short only when Action Bias is on the downside.
  • Action Bias can also be used to determine the exit of your trades. For example, one could consider exiting a long trade when Action Bias changes from up to neutral.
  • Action Bias of different time frames can be used to reference each other. For example, an intraday trader could only consider going long when 4 hours and daily bias are NOT in conflict. That means, when 4 hours bias is up and daily bias is at least neutral.
  • Action Bias of different pairs can be compared to have better understanding of the strength of a certain currency. For example, one could compare both the daily bias and weekly bias of all JPY crosses to see if there is particular underlying strength or weakness in Japanese Yen.
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