Cyber1, Thank you very much. I want to extract JMA (8 ,20),RSX (14) MACD (above zero uptrend, below zero downtrend)Is this the code part I should change: double dSymTime, dSymOpen, dSymHigh, dSymLow, dSymClose, dSymVolume, dSymVolumeP1, ...

Thanks for being helpful. I need to convert my indicators into csv file so I can process them in rapidminer.

You can not simply put several EMA's on the raw data and expect them work wonders. I think I have found a way for moving averages to work (without loss of data) in any market.It is simple and only a concept at the moment but it is an exciting ...

If I am not mistaken this is the calculation of divergence in the indicator: void CalculateOsMA(int i) { OsMA[i] = iOsMA(NULL, 0, fastEMA, slowEMA, signal, PRICE_CLOSE, i); //---- if(OsMA[i] > 0) { upOsMA[i] = OsMA[i]; downOsMA[i] = 0; } else ...

Intersting article but for MQL5 url

I have only grasped some, but it looks like different interpretation of Hurst exponent from what I read so far: url

As far as I understand the guy is saying it has no use for signalling which is correct.That is the nature of high-low indicators or zigzags.On the other hand you can measure the slope,range or percent of the move and recognise the phase of the move.

Hi foracy,Mikkom and everybody, I know eveyone has their own idea about how to measure the kind of market state. Can we put these as inputs for SOM to measure the market state ) zigzag with pip value b) slope of trendline or even slope of channel ...

Is there any way to apply Gutenberg-Richter law url to order book ,so the orde book magnitude(frequency of orders and size of order) is mesurable by power laws: url

The link you have provided is about ''system selling'' nothing to do with ''quantitive modellings''.

Has anyone investigated how to apply power laws url to volume and/or price? url url

Pitchforks is not on the list of power laws Examples of power law functions The Stevens' power law of psychophysics The Stefan–Boltzmann law The Ramberg-Osgood stress-strain relationship The Inverse-square laws of Newtonian gravity and ...

Has anyone tried to determine supoort and resistance levels with power laws : url

Can anyone guide me, how can I benefit from detrended fluctuation analysis in layman's guide?There are plenty of thesis but they are hard for me to understand for now, how does it related to hurst exponent?One of the paper I was reading says : We ...

As a fitting model they look very similar but I prefer polynomial models. image

Adition to include zip you must have Heiken Ashi indicator in your indicator file.

John , As far as I know both of them are repainting.Only Nikolay Kositsin versions (I think he converted from wealthlab) url and Igorad's JMA correctly coded.

Yes it is originally from Denis Meyers paper.

jamjamjam, Check these links ,it is based on M.M. Dubovikov and N.V. Starchenko work, you may find them useful url , url