Thank you, thank you, thank you yourspace.
This last mod is great. In fact when I looked at something similar on the elite section on TSD I asked myself why not to try to use this on ASCtrend, but instead of looking for cross-overs (the cross-over does not appear to work well on advanced digital filters, it does not even make sense for them). I look for change of the slope.
However as the ATR bands with multiplier were "created" this week-end the actual tests showed that they crash my Metatrader if I try to use them. I can use them only on offline charts.
The reason is that we have to compute 3 SSA with a lot of lag. I ask my self is it possible to simplify the calculations because in fact what we need is the center SSA. All the others can be derived from the center line and they do not need to be computed independently.
However even on offline charts those appear to be the most advanced Hurst envelopes. LOL.
PS. The code of caterpillar_v2 and SSA of price and the one posted by yourspace (SSA f bands limitless bars on which is based caterpillar_v3) are different.
This last mod is great. In fact when I looked at something similar on the elite section on TSD I asked myself why not to try to use this on ASCtrend, but instead of looking for cross-overs (the cross-over does not appear to work well on advanced digital filters, it does not even make sense for them). I look for change of the slope.
However as the ATR bands with multiplier were "created" this week-end the actual tests showed that they crash my Metatrader if I try to use them. I can use them only on offline charts.
The reason is that we have to compute 3 SSA with a lot of lag. I ask my self is it possible to simplify the calculations because in fact what we need is the center SSA. All the others can be derived from the center line and they do not need to be computed independently.
However even on offline charts those appear to be the most advanced Hurst envelopes. LOL.
PS. The code of caterpillar_v2 and SSA of price and the one posted by yourspace (SSA f bands limitless bars on which is based caterpillar_v3) are different.