Predicting future market using Xprofuter indicator - page 9
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Well I am not happy with the Burg indicator modified by mylself, because the Momentum / price is not taken into account. I explain : some hours are reflecting the markets'waves, other hours do not. I found something interesting the HPMA indicator , I just modified into 2 releases - w/ typical price - w/ weigthed price so, I would like to propose them to you. Those indicators repaint the last bar. So, you can test them and check if they can predict properly Regards
John,
I admire what you do with the mathematics and thank you for sharing your research.
I was looking for a solution to identify/predict the sideways market vs. the trending market, and heard something called "volatility cluster" and using digital signal processing techniques to identify. Appreciate if you have knowledge in that area to share.
A reference work can be found here :Optimized Trend Trading @ Forex Factory
Hi guys
Well, after searching a lot on correct values from Fibonacci's numbers to apply upon Stochastics settings , I found a modelisation just stable for gambling! (it's a joke)
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// Fibo number : 1 2 3 5 8 13 21 34 55 89 144 233
// First Golden Number: 0.236 - 0.30 - 0.486 - 0.618 - 0.786 - 1.272 - 1.618 - 2.058 - 2.618 - 3.33
// Second: Std Fibo 0.236-0.382-0.5-0.618-0.764-0.854-1.0-1.236-1.618-2.0-2.618
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With a percent (value percent, percent1 & percent2) closed from 13 to 17, I tested those following algorythms
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// Initial settings
stoch1 = 0.22 * iStochastic(NULL, 0, 33, 9, 5, MODE_SMA, 0, MODE_MAIN, shift);
stoch2 = 0.33 * iStochastic(NULL, 0, 76, 19, 9, MODE_SMA, 0, MODE_MAIN, shift);
stoch3 = 0.66 * iStochastic(NULL, 0, 127, 33, 14, MODE_SMA, 0, MODE_MAIN, shift);
stoch4 = 0.98 * iStochastic(NULL, 0, 161, 51, 20, MODE_SMA, 0, MODE_MAIN, shift);
stoch5 = 1.61 * iStochastic(NULL, 0, 262, 73, 27, MODE_SMA, 0, MODE_MAIN, shift);
SumStoch = stoch1 + stoch2 + stoch3 + stoch4 + stoch5;
CalculFiboStoch = SumStoch / percent + (ExtMapBuffer2[shift + 1]) * (percent - 1.0) / percent;
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Somehow, it works, but I was not satisfied.
So, I tried the Fibonacci Golden Numbers
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// Golden
// %K = (Current Close - Lowest Low)/(Highest High - Lowest Low) * 100
// %D = 3-day SMA of %K
// Lowest Low = lowest low for the look-back period
// Highest High = highest high for the look-back period
// %K is multiplied by 100 to move the decimal point two places
stoch6 = 0.236 * iStochastic(NULL, 0, 5 , 3, 3, MODE_SMA, 0, MODE_MAIN, shift);
stoch7 = 0.3 * iStochastic(NULL, 0, 8 , 9, 5, MODE_SMA, 0, MODE_MAIN, shift);
stoch8 = 0.486 * iStochastic(NULL, 0, 13, 19, 9, MODE_SMA, 0, MODE_MAIN, shift);
stoch9 = 0.618 * iStochastic(NULL, 0, 21, 33, 14, MODE_SMA, 0, MODE_MAIN, shift);
stoch10 = 0.786 * iStochastic(NULL, 0, 34, 51, 20, MODE_SMA, 0, MODE_MAIN, shift);
stoch11 = 1.272 * iStochastic(NULL, 0, 55, 73, 27, MODE_SMA, 0, MODE_MAIN, shift);
stoch12 = 1.618 * iStochastic(NULL, 0, 89, 99, 35, MODE_SMA, 0, MODE_MAIN, shift);
stoch13 = 2.058 * iStochastic(NULL, 0, 144,129, 44, MODE_SMA, 0, MODE_MAIN, shift);
stoch14 = 2.658 * iStochastic(NULL, 0, 233,159, 54, MODE_SMA, 0, MODE_MAIN, shift);
stoch15 = 3.333 * iStochastic(NULL, 0, 377,197, 65, MODE_SMA, 0, MODE_MAIN, shift);
SumStoch1 = stoch6 + stoch7 + stoch8 + stoch9 + stoch10 + stoch11 + stoch12 + stoch13 + stoch14 + stoch15;
CalculFiboStoch1 = SumStoch1 / percent1 + (ExtMapBuffer4[shift + 1]) * (percent1 - 1.0) / percent1;
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I was not satisfied at all from ths result given by the Golden NUmbers.. so.. I tried the STD Fibo numbers
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// Std FIBO
stoch1 = 0.236 * iStochastic(NULL, 0, 5 , 3, 2, MODE_SMA, 0, MODE_MAIN, shift);
stoch2 = 0.382 * iStochastic(NULL, 0, 8, 9, 5, MODE_SMA, 0, MODE_MAIN, shift);
stoch3 = 0.5 * iStochastic(NULL, 0, 13, 19, 9, MODE_SMA, 0, MODE_MAIN, shift);
stoch4 = 0.618 * iStochastic(NULL, 0, 21, 33, 14, MODE_SMA, 0, MODE_MAIN, shift);
stoch5 = 0.764 * iStochastic(NULL, 0, 34, 51, 20, MODE_SMA, 0, MODE_MAIN, shift);
stoch6 = 0.854 * iStochastic(NULL, 0, 55, 73, 27, MODE_SMA, 0, MODE_MAIN, shift);
stoch7 = 1 * iStochastic(NULL, 0, 89, 99, 35, MODE_SMA, 0, MODE_MAIN, shift);
stoch8 = 1.272 * iStochastic(NULL, 0, 144, 129, 44, MODE_SMA, 0, MODE_MAIN, shift);
stoch9 = 2 * iStochastic(NULL, 0, 233, 159, 54, MODE_SMA, 0, MODE_MAIN, shift);
stoch10 = 2.618 * iStochastic(NULL, 0, 377, 197, 65, MODE_SMA, 0, MODE_MAIN, shift);
SumStoch2 = stoch1 + stoch2 + stoch3 + stoch4 + stoch5 + stoch6 + stoch7 + stoch8 + stoch9 + stoch10;
CalculFiboStoch2 = SumStoch2 / percent2 + (ExtMapBuffer6[shift + 1]) * (percent2 - 1.0) / percent2;
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And now, it works
Right away, I decided to add some predictions of bullish and bearich divergence
So, I give you the result of my last testings tonight !
This indicator is to answer to the last post, regarding the identification of the sideways market vs. the trending market
If someone could help me to correct the algorythm of detecting the bearich and bullish divergence, shown by arrows. I am not sure about my coding
Regarding the iStochastic settings, it's just my humble opinion, to add some series numbers, on %D and %D
When installing this indicator, play w/ the setting of percent2, between 12 to 17 and choice the besst signals given by arrows. This optimization is mandatory, regarding timeframe and currencies pairs.
Good luck
Hi guys
The goal is to give an answer to identify/predict the sideways market vs. the trending market
This is my new work regarding Larry Pesavento's numbers
// 0.25 - 0.382 - 0.5 - 0.618 - 0.707 - 0.786 - 0.841 - 1.0 - 1.128 - 1.272 - 1.414 - 1.618 - 2.0 - 2.618
and percent2 around 13 to 17
_____________________________________________________
stoch1 = 0.25 * iStochastic(NULL, 0, 5 , 3, 2, MODE_SMA, 0, MODE_MAIN, shift);
stoch2 = 0.382 * iStochastic(NULL, 0, 8, 9, 5, MODE_SMA, 0, MODE_MAIN, shift);
stoch3 = 0.5 * iStochastic(NULL, 0, 13, 19, 9, MODE_SMA, 0, MODE_MAIN, shift);
stoch4 = 0.618 * iStochastic(NULL, 0, 21, 33, 14, MODE_SMA, 0, MODE_MAIN, shift);
stoch5 = 0.707 * iStochastic(NULL, 0, 34, 51, 20, MODE_SMA, 0, MODE_MAIN, shift);
stoch6 = 0.786 * iStochastic(NULL, 0, 55, 73, 27, MODE_SMA, 0, MODE_MAIN, shift);
stoch7 = 0.841 * iStochastic(NULL, 0, 89, 99, 35, MODE_SMA, 0, MODE_MAIN, shift);
stoch8 = 1 * iStochastic(NULL, 0, 144, 127, 44, MODE_SMA, 0, MODE_MAIN, shift);
stoch9 = 1.128 * iStochastic(NULL, 0, 233, 159, 54, MODE_SMA, 0, MODE_MAIN, shift);
stoch10 = 1.272 * iStochastic(NULL, 0, 377, 193, 65, MODE_SMA, 0, MODE_MAIN, shift);
stoch10 = 1.414 * iStochastic(NULL, 0, 610, 229, 77, MODE_SMA, 0, MODE_MAIN, shift);
stoch10 = 1.618 * iStochastic(NULL, 0, 987, 269, 90, MODE_SMA, 0, MODE_MAIN, shift);
SumStoch2 = stoch1 + stoch2 + stoch3 + stoch4 + stoch5 + stoch6 + stoch7 + stoch8 + stoch9 + stoch10 + stoch11 + stoch12;
CalculFiboStoch2 = SumStoch2 / percent2 + (ExtMapBuffer6[shift + 1]) * (percent2 - 1.0) / percent2;
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The result is more accurate I give you the result of my last testings tonight !
The divergence codes needs to be reviewed by someone from this forum, bcoz it seemes buggy
Good luck
what are the combine indicators used in forex with more accuracy
what are the combine indicators used in forex with more accuracy
?
Well, if you need some strategies, follow this link.
Currency Trader Magazine: Strategy code
The purpose of this thread is to predict the futur, not to follow an immediate trend (they are indicators for this)
Well
For fun, I just improved the Fourier_Extrapolation_of_Indicator and put, I hope correct settings. I test them on AUDJPY Daily
you can see the prediction given by the Fourrier Extrapolation. May be, the predicted XProfuter values can apply on the second line
Rgds
Well, last modification of this indicator using Burg method to predict WPR values
So when the futur bars goes up, it's Long confirmation
goes down, it's short confirmation
Nota: The period 50 regarding the WPR seems to a correct value
Rgds
Thank you for your indicator
very well coded. I´m studing an idea for a oscilator like RSI for each currency, not currency pair. The idea is find out wich currencies are over sold and over bought and look for that pair for oportunities to enter as a reversal or trend following, if we look in smaller time frames. I prefer the reversal because that wil give you better risk/reward trades. If somebody here are interested in this please post a reply. And we can start a knew thread.
Thaks to all of you for your efforts and for sharing your knowladge.
Cristian
Hi
To answer to the "father" login username, (bcoz I was unable to send the code he has requested for putting inside the kernel mode calculation), I am going to put it directly on this forum
There is a problem regarding the Ron's phenomenon,
explained in the pdf file in attachment.
read also
http://www.math.ubc.ca/~peirce/M405_607E_Lecture4.pdf
Rgds
john
Thank you for your indicator
Yep Cristian
This is a good proposal.
As far as I can understand, you would like to get the Momentum for a bunch of currencies (which one would do you like me to select ? )
I can put inside a divergence coding, may be a prediction algorythm, to detect moves.
Well, reversal is not my cup of tea.
So, that's a good beginning ! Isn't it?
john