Experiments - while waiting for an order to get closed
People trading renkos, seem to be mising one basic peace of information all the time : renkos are not time bound. But human mind does not work like that. When we see something spreading on the time axis, we are assuming that that change took some time to happen. And it usually did not. And that part (that is spreading soooo nicely once when the bar is closed, was a subject to repaint all the time while the current bar that was going wild did not close...
But is sure looks so good, doesn't it
Compare it to live chart and you shall see what is the issue in trading that right away (and this one is even not pretending to have fixed size steps)
But is sure looks so good, doesn't it
Compare it to live chart and you shall see what is the issue in trading that right away (and this one is even not pretending to have fixed size steps)
People trading renkos, seem to be mising one basic peace of information all the time : renkos are not time bound. But human mind does not work like that. When we see something spreading on the time axis, we are assuming that that change took some time to happen. And it usually did not. And that part (that is spreading soooo nicely once when the bar is closed, was a subject to repaint all the time while the current bar that was going wild did not close... But is sure looks so good, doesn't it
- #427
- Edited Aug 27, 2019 12:08pm Aug 26, 2019 3:38pm | Edited Aug 27, 2019 12:08pm
Some time ago I was asked if an optimized non lag ma can be made. I answered that due to the nature of non lag ma (it is looping over certain set of values over and over) it can not be done. Well, I was wrong ...
This is an optimized version (for all those using nlma from experts it will be a sort of relief). Some comparisons (same sample data of 3.5 M ticks used) : 
So, I was dead wrong that it can not be optimized
The indicator can be applied to previous indicator data as it is obvious from the example. It has no limitations as far as usage is concerned except for one thing : in the case of renaming (or "wrapping" as one "coder" is calling it), all you are going to get is an array out of range error
This is an optimized version (for all those using nlma from experts it will be a sort of relief). Some comparisons (same sample data of 3.5 M ticks used) :
- period 25
- original (slightly optimized - array creation mainly, to make it equal regarding the two and to check only the "important" stuff) : 9.071 seconds
- this version : 0.547 seconds
- period 50
- original : 16.770 seconds
- this version 0.651 seconds
- period 100
- original : 32.451 seconds
- this version : 0.833 seconds
So, I was dead wrong that it can not be optimized
The indicator can be applied to previous indicator data as it is obvious from the example. It has no limitations as far as usage is concerned except for one thing : in the case of renaming (or "wrapping" as one "coder" is calling it), all you are going to get is an array out of range error
- #429
- Aug 26, 2019 9:14pm Aug 26, 2019 9:14pm
- Joined Mar 2013 | Status: Trader | 2,466 Posts
Some time ago I was asked if an optimized non lag ma can be made. I answered that due to the nature of non lag ma (it is over certain set of values over and over) it can not be done. Well, I was wrong ... This is an optimized version (for all those using nlma from experts it will be a sort of relief). Some comparisons (same sample data of 3.5 M ticks used) : period 25 original (slightly optimized - array creation mainly, to make it equal regarding the two and to check only the "important" stuff) : 9.071 seconds this version : 0.547 seconds period...
Mladen,may i know,it is working fine with classical (built in) sw indicators when applied PID but not with custom sw indicators
{quote} yes,not only fast execution but early catching price movement too,(PID) previous indicator data capability is the pretty extension -
If the custom indicator has a continuous first buffer, it will work OK, otherwise it will not. That is in the way how some custom indicators are made, not in the way how this indicator is made
- #431
- Aug 27, 2019 4:42am Aug 27, 2019 4:42am
- Joined Mar 2013 | Status: Trader | 2,466 Posts
{quote} It will work the same as, for example, built in moving average. If the custom indicator has a continuous first buffer, it will work OK, otherwise it will not. That is in the way how some custom indicators are made, not in the way how this indicator is made
so it depends on the custom indicator (applied on) how it was coded regarding buffer/s
As it says,asking and questioning is a way to learn and gain knowledge,sorry to ask you again one more thing,when applied on chart window,it only offer PID,but when applied on sw,it offers PID and FID both (previous indicator data & first indicator data) - can you help explain the reason
regards
Continuation of the "need for speed" series ...
The execution speed of digital filters indicators is usually depending on the number of coefficients used to calculate values. Not in this one - not any more. You can chose to display : 
Not going to bore you with data any more, but the comparisons are similar to non lag ma and it deserves the "need for speed" series "membership" when it comes to tests and run-time execution
The execution speed of digital filters indicators is usually depending on the number of coefficients used to calculate values. Not in this one - not any more. You can chose to display :
- FATL - Fast Adaptive Trend Line
- SATL - Slow Adaptive Trend Line
- RFTL - Reference Fast Trend Line
- RSTL - Reference Slow Trend Line
- #433
- Aug 31, 2019 7:46am Aug 31, 2019 7:46am
- Joined Mar 2013 | Status: Trader | 2,466 Posts
Continuation of the "need for speed" series ... The execution speed of digital filters indicators is usually depending on the number of coefficients used to calculate values. Not in this one - not any more. You can chose to display : FATL - Fast Adaptive Trend Line SATL - Slow Adaptive Trend Line RFTL - Reference Fast Trend Line RSTL - Reference Slow Trend Line {image} Not going to bore you with data any more, but the comparisons are similar to non lag ma and it deserves the "need for speed" series "membership" when it comes to tests and run-time...
I tried applied digital filter (FATL) blue orange one to pid (the hidden one by colors to none) and compared with default digital filter white magenta,looking promising -
{quote} Mladen,pretty thanks for your continues creations regarding faster execution series version indicators I tried applied digital filter (FATL) blue orange one to pid (the hidden one by colors to none) and compared with default digital filter white magenta,looking promising -
What is "pid"?
- #437
- Aug 31, 2019 2:53pm Aug 31, 2019 2:53pm
- Joined Mar 2013 | Status: Trader | 2,466 Posts
{quote} MD you are losing me What is "pid"?
Sorry to bother you,i was expecting you read my previous post #431
I tried to write in short term PID as previous indicator data,and FID as first indicator data.
and thanks for well explained my curiosity
regards
- #438
- Edited 8:58am Sep 1, 2019 5:20am | Edited 8:58am
{quote} That can be done in mt4 too, but as we all know, in mt4 we can not make the indicator use previous indicator data as a source for prices
Could you please make a cool mt4 version of the above non-lag ma & digital filters onchart? both are very intersting... I only know to use Mt4 & very eager to test it!... noobs may dont need the indi to use previous indicator data as a source for prices as you mentioned!
...btw, if I say somthing weird or cant catch up with you & Sir mntiwan' Discussion ... please forgive me ... im just a noob indeed
Thanks you in advance master
have a good weekend all!
regards,
...want it most but use it worst!
- #439
- Sep 1, 2019 12:24pm Sep 1, 2019 12:24pm
- Joined Mar 2013 | Status: Trader | 2,466 Posts
{quote} Hi Master mladen Great to see your post
There are already hundreds and hundreds nonlag plus digital filter versions indicators coded by Mladen for MT4,of course on chart and of different variations,for example this one,though a little older version
"double smoothed nonlag ma nrp 3 mtf nmc"
The on chart version with usual 7 prices
double smoothed & slope coloring capable
pct filter with speed
non interpolated mtf
shift option included
