Menu
Sister Sites

Options

Bookmark Thread

First Page First Unread Last Page Last Post

Print Thread

Similar Threads

People waiting for Chrismas, I'm waiting for FOMC 0 replies

Thoughts/Thought Experiments on Money Management and Trading 10 replies

DmitryFX's trading experiments 20 replies

Order Comment blank after order closed 4 replies

Attachments: Experiments - while waiting for an order to get closed
Exit Attachments

Experiments - while waiting for an order to get closed

Quoting mladen
{quote} Real volume mode shall display only if your broker does have real volumes (check it in the data window - like the example ) : {image} You have to find a broker that does have real volumes in order to get results for that option
Hi, Mladen
How about MT4? Can this be real volume if my broker supports real volume? For example, the following is Natural Gas and I think its volume comes from CFD rather than Futures exchange. At least I hope it's not tick volume. I compared volume based indicators between MT5 and MT4 using this symbol and they were more or less very similar. Can I assume this is a real volume? My broker IC Market says it's real volume but I am still a bit doubt about it......
Attached Image
Attached Image (click to enlarge)
Click to Enlarge Name: 2022-01-08 11 08 23.png Size: 20 KB

Thanks,
Simplicity is the ultimate sophistication - Leonardo da Vinci
Quoting mntiwana
{quote} Boss,much appreciations for the extended time frames for mt5 too,especially when these are nrp supportive,that no where exist before - regarding execution speed,it is strangely faster - may i know why it not displaying in real volume mode if it is intended like this,all rest is OK {image}
Hi, Mntiwana
Is that Ahrens indicator also private? You always come up with interesting indicators and make me drool.....
Anyway, let me revisit Ahrens moving average to see if I can find some value....
Thanks,
Simplicity is the ultimate sophistication - Leonardo da Vinci
Quoting heispark
{quote} Hi, Mntiwana Is that Ahrens indicator also private? You always come up with interesting indicators and make me drool..... Anyway, let me revisit Ahrens moving average to see if I can find some value.... Thanks,
Yes -
In the spirit of the thread name :

Original vwap is calculated as a sort of sliding simple moving average of volume weighted price
This variation is instead using sliding ema for that. See the comparison of the 2 : read is the original, blue is this one :

Attached Image (click to enlarge)
Click to Enlarge Name: Capture.png Size: 191 KB

Attached File(s)
File Type: ex5 vwap (fast)(ema).ex5   14 KB | 243 downloads
An additional use of a fixed pivot VWAP - MIDAS method of Paul Levine - Support and Resistance Curves
Attached Image(s) (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 832 KB
Click to Enlarge Name: screenshot.png Size: 654 KB
I do not think that fixed zones for vwap are following the rules of the vwap itself
Rather it has to be calculated like this :

Attached Image (click to enlarge)
Click to Enlarge Name: Capture.png Size: 215 KB

Just one more example to the upper case (removed the zones colors in order to make it clearer to see the actual levels)
This is what the sliding deviation calculation is doing to the whole thing, and it does, at least that is my opinion, quite a good job at it :

Attached Image (click to enlarge)
Click to Enlarge Name: Capture.png Size: 146 KB

In his article in February 2022 issue of TASC, “An Elegant Oscillator: Inverse Fisher Transform Redux,” author John Ehlers explains how he uses the inverse Fisher transform to create an indicator he calls the elegant oscillator. This is the metatrader 5 version of it

PS: do take some time to experiment with the parameters (see the difference between the example 2 : default (red) and 100,100 (blue) - a lot of room to experiment)

Attached Image (click to enlarge)
Click to Enlarge Name: Capture (1).PNG Size: 151 KB

Attached File(s)
File Type: mq5 Elegant oscillator.mq5   10 KB | 225 downloads
Quoting mladen
In his article in February 2022 issue of TASC, “An Elegant Oscillator: Inverse Fisher Transform Redux,” author John Ehlers explains how he uses the inverse Fisher transform to create an indicator he calls the elegant oscillator. This is the metatrader 5 version of it PS: do take some time to experiment with the parameters (see the difference between the example 2 : default (red) and 100,100 (blue) - a lot of room to experiment) {image} {file}
To be honest, John Ehlers work now looks somewhat disappointing to me.... IMHO, his tools are not very useful to trend following traders and there are tons of better indicators out there.
Simplicity is the ultimate sophistication - Leonardo da Vinci
Quoting heispark
{quote} To be honest, John Ehlers work now looks somewhat disappointing to me.... IMHO, his tools are not very useful to trend following traders and there are tons of better indicators out there.
May be an slope coloring can better make it understandable -

Attached Image (click to enlarge)
Click to Enlarge Name: micginley.png Size: 23 KB
Quoting heispark
{quote} To be honest, John Ehlers work now looks somewhat disappointing to me.... IMHO, his tools are not very useful to trend following traders and there are tons of better indicators out there.
Even though I share your opinion, I think that it is always the best to have a possibility to test it
That way we can say (without guessing) if it is usable or not - and that is the primary motive why I am posting the stuff he publishes in TASC.
It is not just him doing stuff like that : seems that the age of big ideas in TASC is drying up
Quoting heispark
{quote} To be honest, John Ehlers work now looks somewhat disappointing to me.... IMHO, his tools are not very useful to trend following traders and there are tons of better indicators out there.
What are the better options for trend trading in your opinion? (Not to gauge the trend, but for pulling the trigger rather).
Quoting oohoo
{quote} What are the better options for trend trading in your opinion? (Not to gauge the trend, but for pulling the trigger rather).
How about just moving averages? I like EMA, Zerolag, VWMA and now I am testing Ahrens. Your choice of MAs and price action should work in my humble opinion.
Simplicity is the ultimate sophistication - Leonardo da Vinci
Quoting mladen
{quote} Even though I share your opinion, I think that it is always the best to have a possibility to test it That way we can say (without guessing) if it is usable or not - and that is the primary motive why I am posting the stuff he publishes in TASC. It is not just him doing stuff like that : seems that the age of big ideas in TASC is drying up
Classic spectral methods hardly work on noisy financial datas. There are zillions of white papers about financial data forcasting.. But machine learning suffers from noisy data There are hardly any paper on denoising noisy financial data with machine learning algorithms. I think we need to learn something new from imge denoising with machine learning algorithms
Quoting heispark
{quote} How about just moving averages? I like EMA, Zerolag, VWMA and now I am testing Ahrens. Your choice of MAs and price action should work in my humble opinion.
One way from many,stay away from price line,let price breath (in small cycles) and let it go where it is intended to -
keep in mind (gage and measure by open imaginary eyes the both spread lines "bid/ask" how narrow these are for to know how many pips are in between buy/sell signals) the spread lines arrowing in first attached picture
these are 5 pages/charts dated from 11 to 15 jan
of course there are losing trades (nobody can avoid that) but comparing to winning yet results are in positive
Attached Image (click to enlarge)
Click to Enlarge Name: 1.png Size: 42 KB
Attached Image (click to enlarge)
Click to Enlarge Name: 2.png Size: 59 KB
Attached Image (click to enlarge)
Click to Enlarge Name: 3.png Size: 59 KB
Attached Image (click to enlarge)
Click to Enlarge Name: 4.png Size: 52 KB
Attached Image (click to enlarge)
Click to Enlarge Name: 5.png Size: 40 KB
Quoting mladen
{quote} Even though I share your opinion, I think that it is always the best to have a possibility to test it That way we can say (without guessing) if it is usable or not - and that is the primary motive why I am posting the stuff he publishes in TASC. It is not just him doing stuff like that : seems that the age of big ideas in TASC is drying up
the question is always the same we have to distinguish research , analysis and trading, practical trading.

What Ehlers wrote and writes is stimulating for the brain, but is it useful for the analyst and/or the trader ?

Most of his work is centered, focused around filters and moving averages lags according the motto my non-lagging or less lagging tool is better than yours or the previous one I talked about in my last book..

For myself practically I use Centered Moving Averages as described by Jim Hurst. May be it is not perfect but it is easy to implement and to use (at least for me) and it fulfills my needs.

The only concept / tool of John Ehlers I use for Analysis and trading is his concept of Trending Mode versus Cyclic Mode which I find very descriptive of the market.

In the real life I never met a trader posting Ehkers tools on a regular basis. If you know places, forums where I can find such traders I would be glad to join.

Moreover Ehlers is obviously not a trader himself. Proof is that Ehlers never writes about when to enter, when to exit, how to position his stop-loss
Attached Image (click to enlarge)
Click to Enlarge Name: BP_csv_daily12_07_2018 TRENDING & CYCLIC MODE.jpg Size: 207 KB
Attached Image (click to enlarge)
Click to Enlarge Name: ESSILOR TRENDINGS + CYCLIC MODE.png Size: 747 KB
Attached Image (click to enlarge)
Click to Enlarge Name: CONOCO TRENDINGS + CYCLIC MODE.png Size: 739 KB
Attached Image (click to enlarge)
Click to Enlarge Name: FACEBOOK TRENDING MODE.png Size: 548 KB
Attached Image (click to enlarge)
Click to Enlarge Name: FTNT CYCLIC TRENDING CYCLIC TRENDING MODES.png Size: 812 KB
Attached Image (click to enlarge)
Click to Enlarge Name: FISV TRENDING MODE.png Size: 401 KB
Attached Image (click to enlarge)
Click to Enlarge Name: GOLD FIELDS CYCLIC MODE.png Size: 861 KB
Attached Image (click to enlarge)
Click to Enlarge Name: GOOGLE TRENDING MODE.png Size: 711 KB
Attached Image (click to enlarge)
Click to Enlarge Name: HONEYWELL TRENDING CYCLIC TRENDING MODES.png Size: 707 KB
Attached Image (click to enlarge)
Click to Enlarge Name: JP MORGAN TRENDING CYCLIC TRENDING MODE.png Size: 736 KB
  • Post #718
  • Quote
  • Edited 11:24am Jan 18, 2022 11:05am | Edited 11:24am
Metrader 4 version of the elegant oscillator
Attached File(s)
File Type: mq4 Elegant oscillator.mq4   10 KB | 394 downloads
Quoting mladen
Metrader 4 version of the elegant oscillator {file}
Hi, Is it difficult to make a "CCI - EMA based" for MT4? Or does it exist and I didn't find it?
Caution, patience and balance.
Quoting Sorobanista
{quote} Hi, Is it difficult to make a "CCI - EMA based" for MT4? Or does it exist and I didn't find it?
"CCI_EMA_MTF"

You wrote simply cci ema,that is not clear enough,always try explain well possibly with demonstrating picture/s
in the posted "Kalenzo" old ver there is choice for basic 4 ma types,ema included
There are a lot of Mladen"s latest versions,even Averages and of different variations and formations
Attached Image (click to enlarge)
Click to Enlarge Name: CCI_EMA_MTF.png Size: 23 KB
Attached File(s)
File Type: ex4 CCI_EMA_MTF.ex4   10 KB | 122 downloads
0 traders viewing now