Experiments ... - page 27

[altoronto]

Having issues, posting comments. Damn!

[altoronto]

3rd Generation MA based on research paper by Dr. Mafred Durschner:

http://www.vtad.de/node/1441 (in German)

Offers least possible lag but still provides price smoothing

*/

#property indicator_chart_window

#property indicator_buffers 2

#property indicator_color1 Red 

//---- indicator parameters

extern int MA_Period = 220;

extern int MA_Sampling_Period = 50; // Sampling period should be less than 1/4 of MA_Period

extern int MA_Method = 1; //0 - SMA, 1 - EMA, 2 - SMMA, 3 - LWMA

extern int MA_Applied_Price = 5; // 0 - PRICE_CLOSE, 1 - PRICE_OPEN, 2 - PRICE_HIGH, 3 - PRICE_LOW, 4 - PRICE_MEDIAN, 5 - PRICE_TYPICAL, 6 - PRICE_WEIGHTED

//---- indicator buffers

double MA3G[];

double MA1[];

//----

double Lambda, Alpha;

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int init()

{

   int    draw_begin;

   string short_name;

   IndicatorBuffers(3);

//---- drawing settings

   SetIndexStyle(0, DRAW_LINE);

   IndicatorDigits(MarketInfo(Symbol(), MODE_DIGITS));

   

   draw_begin = MA_Period - 1;

//---- indicator short name

   switch(MA_Method)

   {

      case 1:

         short_name="3GEMA(";  

         draw_begin=0;

         break;

      case 2:

         short_name="3GSMMA(";

         break;

      case 3:

         short_name="3GLWMA(";

         break;

      default:

         MA_Method = 0;

         short_name = "3GSMA(";

   }

   IndicatorShortName(short_name + MA_Period + ")");

   SetIndexDrawBegin(0, draw_begin);

//---- indicator buffers mapping

   SetIndexBuffer(0, MA3G);

   SetIndexBuffer(1, MA1);

   Lambda = 1.0 * MA_Period / (1.0 * MA_Sampling_Period);

   Alpha = Lambda * (MA_Period - 1) / (MA_Period - Lambda);

   Print("Lambda = ", Lambda, "; Alpha = ", Alpha);

//---- initialization done

   return(0);

}

//+------------------------------------------------------------------+

//| 3rd Generation Moving Average Custom Indicator                   |

//+------------------------------------------------------------------+

int start()

{

   int i;

   

   if (MA_Period * 2 < MA_Sampling_Period)

   {

      Print("MA_Period should be >= MA_Sampling_Period * 2.");

      return(-1);

   }

   if (Bars <= MA_Period) return(0);

   int ExtCountedBars = IndicatorCounted();

//---- check for possible errors

   if (ExtCountedBars < 0) return(-1);

//---- last counted bar will be recounted

   if (ExtCountedBars > 0) ExtCountedBars--;

   if (ExtCountedBars < MA_Period) ExtCountedBars = MA_Period;

//----

   for (i = Bars - ExtCountedBars - 1; i >= 0; i--)

      MA1[i] = iMA(NULL, 0, MA_Period, 0, MA_Method, MA_Applied_Price, i);

   

   for (i = Bars - ExtCountedBars - 1; i >= 0; i--)

   {

      double MA2 = iMAOnArray(MA1, 0, MA_Sampling_Period, 0, MA_Method, i);

      MA3G[i] = (Alpha + 1) * MA1[i] - Alpha * MA2;

   }

//---- done

   return(0);

}

[altoronto]

Mladen, master of the time, space and matter in MQL world and one who knows last digit of PI, I would link to hear your opinion about 3rd Generation of MA, please find attached link. Btw. this is my 3rd time posting same post :(

http://www.earnforex.com/metatrader-indicators/3rd-Generation-Moving-Average/

Best! 

[altoronto]

mladen:

:)

Yes, but unless the average is looping, volume weighted mode can not be applied (it is simply because the way how it is calculated)

Mladen, master of the time, space and matter in MQL world and one who knows last digit of PI, I would link to hear your opinion about 3rd Generation of MA, please find attached link. Btw. this is my 4th time posting same post :(

http://www.earnforex.com/metatrader-indicators/3rd-Generation-Moving-Average/

Best! 

[mntiwana]

girrrrrrr ...... double

[Mladen Rakic]

krelian99:

Very strange that all here :)

volume weighted (VW) sounds good.

What is strange?

[Mladen Rakic]

Here is one highly experimental thing : T3 that can use the volume weighted price (it can not be directly volume weighted due to nature of the T3)

[myname]

sebastianK:
Did you try to use the version with Bartel test?

Maybe better to use discretional decision for dominant cycles (forex is far from being without noise)

[Mladen Rakic]

altoronto:

Mladen, master of the time, space and matter in MQL world and one who knows last digit of PI, I would link to hear your opinion about 3rd Generation of MA, please find attached link. Btw. this is my 3rd time posting same post :(

http://www.earnforex.com/metatrader-indicators/3rd-Generation-Moving-Average/

Best! 

altoronto

If that is the code, then, if I remember correctly, it is the renamed John Ehlers attempt to make "zero lag" average (which one did Ehlers used - renamed - is yet to see :))

[Mladen Rakic]

Garry119:
Hello, Mladen. Please make me the indicator on the pattern "Folding meter Likhovidov"

No idea what is that

Could you please provide the whole logic (and math) for it?