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help with Localized Stairstepping Heatmap indi

  • #61
  • Apr 12, 2012 9:15pm Apr 12, 2012 9:15pm
The preferred outcome would be for you to delete the current Shift design and replace it completely with what you see in post #54.
To improve is to change. To perfect, is to change often.
  • #62
  • Apr 12, 2012 9:49pm Apr 12, 2012 9:49pm
Quoting forexhard
The preferred outcome would be for you to delete the current Shift design and replace it completely with what you see in post #54.
But that is just a different way to draw the boxes. The feature is the same as current implementation.

Put this another way. What are the inputs you expect for this feature? If you take out box cosmetic inputs you just have bars of big box (NumBars) and bars of smallbox (MovingShift) correct? We should probably rename them of course but the histogram behavior does not change.

Bah. I will just do this in the morning so we can stop talking about it. I like your display ideas better then current for sure. I just wish we could communicate clearly in terms of behavior change requests and display change request. When you ask for a display change and phrase it like a behavior change I get confused.
  • #63
  • Apr 12, 2012 10:05pm Apr 12, 2012 10:05pm
Correct. I am referring to a cosmetic/display change only. As far as I can tell from here the behavior will remain the same.

Label the 2 frames BigBoxBars and SmallBoxBars. Make them look like post #54.
To improve is to change. To perfect, is to change often.
  • #64
  • Edited 10:58am Apr 13, 2012 10:47am | Edited 10:58am
Quoting forexhard
Correct. I am referring to a cosmetic/display change only. As far as I can tell from here the behavior will remain the same.

Label the 2 frames BigBoxBars and SmallBoxBars. Make them look like post #54.
Ok what I did is left shift alone and add this as a new feature. This was actually easier to code and lets users still use the manual shift. I use that for both visual backtesting and code debugging.

How are you using this box. Is it to ignore any forming czs. Are you using this directly on SSBO trades or is it completely different in style. I have some code that boxes any current potential czs I will included it for your consideration. Just realize it is just a bit of prototyping code I am exploring for eventually making a CZ multi currency dashboard.

If you are using this for just SSBO trading I will just post any trade related questions there. I have cleared a live account of trades so I can be unbiased (maybe). I am not sure how pure SSBO I will be but I am going to really stick to the philosophy in your footer. I have always wanted to trade this way many thanks for giving me the confidence to ignore the noise and give this a serious focused try.


EDIT: If you give me your display related defaults like sizes,color etc. Then I can put them that way in the file. Might save you a bit of headache.
Attached File(s)
File Type: mq4 !ParadoxSr_v1.01.mq4   20 KB | 298 downloads
File Type: mq4 !CZDashboard_SinglePairAlphaOnly.mq4   8 KB | 310 downloads
  • #65
  • Apr 13, 2012 11:59am Apr 13, 2012 11:59am
There we go! That's it. Now we have what I consider to be the core platform of the heatmap. Keep what's showing here and toss out any unused codes, and what remains will become the platform on top of which any improvements will be made.

The only thing still missing is a corner info graph. Will get to that soon.

We may end up adding some SSBO stuff onto here, I'm not sure yet. But for now, tighten up these codes to the best of your ability and remove the unwanted stuff. Your versions can have anything that you want, but this is how I like mine. I hate software with dormant codes inside. It bugs me; it's one of my pet peeves. Sorry. But I like my software packets to only contain the codes for what I am seeing with my eyes.
Attached Image (click to enlarge)
Click to Enlarge Name: 8.gif Size: 104 KB
To improve is to change. To perfect, is to change often.
  • #66
  • Apr 13, 2012 12:00pm Apr 13, 2012 12:00pm
OK, so what are we looking at here? Walk me through it please...
Attached Image
To improve is to change. To perfect, is to change often.
  • #67
  • Apr 13, 2012 12:31pm Apr 13, 2012 12:31pm
Quoting forexhard
OK, so what are we looking at here? Walk me through it please...
Sorry this is rough code and I just realized that I am ignoring a bit of the public props that I threw in there to implement. So some of the numbers are hard coded still.

So in your pic you see that the 30 day ATR is 91.5 The max cz height it .24 of that so 22(This will obviously be more flexible). Currently the maximum number of bars the fit into that max height is 6 and there is a box around them. That 6 bar cz is 18.5 pips in height.
  • #68
  • Edited 10:22am Apr 16, 2012 10:02am | Edited 10:22am
You've been asking me why the "ignore" box. This pic is a perfect example of why I asked for it.

Starting at the histos and working backwards, there are 3 zones marked out: The indi ignore box, a zone with 1 red underline, and a zone with 2 red underlines.

The first 2 zones are just pure noise. Price isn't reacting to these 2 areas, it's reacting to the S/R zone behind it. The first zone to qualify as a zone which is actually being considered by the Big Dogs for placing their stops, is the double underlined zone. The price line clearly shows a move to the top of that S/R zone. By doing so, by reaching for that plateau, is when the noise of the last 50 or so bars was generated.

In other words, the target stops we will see today were placed last week by the Big Dogs. They didn't base those stops on the market noise we are seeing today, because it didn't exist yet. The noise we are seeing now, is the result of those stops having been placed days before. We need to be able to disregard these recent bars and try to reduce this unwanted noise as much as possible. The end result will be a histo that shows us how the market movers are thinking, not just how the market is reacting.

All that being said, I think I'm going to increase the size of my ignore box. 35 bars is not enough...

EDIT: My default small box size is now 60 bars, and I've changed the histogram settings to 4, 5, 3.
Attached Image (click to enlarge)
Click to Enlarge Name: noise.gif Size: 61 KB
To improve is to change. To perfect, is to change often.
  • #69
  • Apr 16, 2012 12:19pm Apr 16, 2012 12:19pm
Quoting forexhard
There we go! That's it. Now we have what I consider to be the core platform of the heatmap. Keep what's showing here and toss out any unused codes, and what remains will become the platform on top of which any improvements will be made.

The only thing still missing is a corner info graph. Will get to that soon.

We may end up adding some SSBO stuff onto here, I'm not sure yet. But for now, tighten up these codes to the best of your ability and remove the unwanted stuff. Your versions can have anything that you want, but this is how...
I have done a basic cleanup of the code to clean it up as much as possible and remove unneeded properties. To some degree behavior you might consider vastly different(ie scoring,thresholding etc) is still defined on a single line of code and it is beyond by abilities to maintain code with lines that do basically the same thing with different formulas. Apart from cleanup I also set my defaults as close to your settings as I could and I changed PricePrecision to be in Pips.

This leaves the large swaths of logic that you don't use. I think this is more what you might be talking about. There are 3 places so I will describe what I did on each.

1. HistogramSmoothing. This is not very useful in a discretionary indicator since your brain is way better at this. I removed this completely from the code.

2. Fractal scoring: There was quite a bit of code in the separate fractal lookback scoring. I did want this to be simpler and easier to explain. Here is how it now works. There is a MinFractalSize and MaxFractalWeight. You have these as 2,1 but for example here is how fractals are scored for 2,4.

FractalSize 1 = 0
FractalSize 2 = 1
FractalSize 3 = 2
FractalSize 4 = 3
FractalSize 5+ = 4

This reduces the scorer to a single line and overall reduces the file. This file even with TDST is smaller then the first posted file.

3. TDST: I think a mentioned enough about this in the PM to you. I will remove this in this version but I do still have it in my code as I would like to do something useful with it for public consumption. I will keep any extra histogram logic separate with comments to make it easy to remove.


Thanks for you feedback on this and the SSBO thread. I am still digesting it so I probably won't respond directly.
Attached File(s)
File Type: mq4 !ParadoxSr_v1.02.mq4   13 KB | 300 downloads
File Type: mq4 !ParadoxSr_v1.02 _WithTDST.mq4   16 KB | 323 downloads
  • #70
  • Apr 16, 2012 1:26pm Apr 16, 2012 1:26pm
Excellent work. Now that we're as streamlined as can be with the core platform it's time to add something new to the mix.

I know that you are familiar with the Squalou indi (v.13). The next step is to add it and the heatmap together. In doing so you will create a 3rd histogram where I've marked it out in the pic.

You will need to create one more large boxed zone. Name it "CZBoxBars", and give it a default value of 4000.

4000 M15 bars comes is about 60-days worth of data. So the idea is for this new histo to display where every CZ over the last 60 days/4000 bars is located.

The 2 current histos only have 2 color choices. But because of the overlapping nature of the CZ's over time, it may be necessary to have 3 or 4 colors in order to more accurately highlight the various hit ratios.

Also, within the inputs window I would like you to re-arrange all of the inputs by sections. There should be a General Settings section, a Heatmap section, a Fractals section, and a Consolidation Zone section.

For example, rename SmallBox as IgnoreBars, and rename BigBox as S&RZoneBars, and place them both under the Heatmap section. Place the new CZBoxBars under the new Consolidation Zone section.

The color and thickness choices for all 3 boxes should go right under the back bar inputs.

The General Settings section should have the time frame input, the histo distance inputs, the "show" inputs, and any other general settings I haven't mentioned. The specific color selections should go under the specific heading. For example, give the new 3rd histo 4 color choices, and simply name them Color#1, Color#2, and so on. The higher the number, the higher the hit ratio.

Regardless, starting now each of the 3 histos will have their own separate controls section.
Attached Image (click to enlarge)
Click to Enlarge Name: 3rd histo.gif Size: 83 KB
To improve is to change. To perfect, is to change often.
  • #71
  • Apr 16, 2012 2:09pm Apr 16, 2012 2:09pm
This is how the new 3rd histo should look. We don't count individual price hits like with the 1st two histos. In this case we are keeping track of where the past CZ's are located, and how often they overlap each other. The more times they overlap over 4000 bars, the darker the color becomes.

This histo does not use any horizontal bars or markers. Nor does it have a "hit counter". In this case the colors show us the hit rate

The algo has nothing to do with the width of the histo, as it does with the other 2. This histo should have a default width of about 8 bars. The width can be adjusted by the inputs. But the algo does not. The algos only job is to plot the past CZ's and show where they occur and how they overlap each other.

No single colored square should be taller than 30p. A colored square will only increase in height with multiple hits. And the multiple hits will also make part of the zone change color, as in the pic.
Attached Image
To improve is to change. To perfect, is to change often.
  • #72
  • Apr 16, 2012 3:35pm Apr 16, 2012 3:35pm
Quoting forexhard
Excellent work. Now that we're as streamlined as can be with the core platform it's time to add something new to the mix.

I know that you are familiar with the Squalou indi (v.13). The next step is to add it and the heatmap together. In doing so you will create a 3rd histogram where I've marked it out in the pic.

You will need to create one more large boxed zone. Name it "CZBoxBars", and give it a default value of 4000.

4000 M15 bars comes is about 60-days worth of data. So the idea is for this new histo to display where every CZ over...
Wow I am sitting hear mulling ideas to show CZ price action in the histogram and here you go and throw it right on my lap.

I understand the jist of your input reorg ideas so I will do what I can rather than ask questions.

I am assuming we will allow the standard configurability in CZ definition as defined by these parameters.

extern int BoxLength = 30;
extern int BoxTimeFrame = 0;
extern int BoxRange = 30;
extern bool AutoBoxRange = true;
extern int AutoBoxRangeDailyATRperiod = 30;
extern double AutoBoxRangeDailyATRfactor = 0.3;

I will get on this but it is a bit a of new code so I will take a some time to get this complete.
  • #73
  • Apr 16, 2012 3:38pm Apr 16, 2012 3:38pm
Quoting forexhard
This is how the new 3rd histo should look. We don't count individual price hits like with the 1st two histos. In this case we are keeping track of where the past CZ's are located, and how often they overlap each other. The more times they overlap over 4000 bars, the darker the color becomes.

This histo does not use any horizontal bars or markers. Nor does it have a "hit counter". In this case the colors show us the hit rate

The algo has nothing to do with the width of the histo, as it does with the other 2. This histo should have a default...

I think I understand that one entire CZ is one hit. If that is correct then in your picture the top 2 orange CZs are only technically possible if there are 2 identical CZs overlapping. In reality this would probably look more like an Orange box with 2 Yellow boxes above and below.
  • #74
  • Apr 16, 2012 5:06pm Apr 16, 2012 5:06pm
This should help...

EDIT: The 2nd paragraph should read, "Where the 2 blocks overlap is now a darker color..."
Attached Image (click to enlarge)
Click to Enlarge Name: cz.png Size: 42 KB
To improve is to change. To perfect, is to change often.
  • #75
  • Apr 16, 2012 5:16pm Apr 16, 2012 5:16pm
Quoting Paradox
....I am assuming we will allow the standard configurability in CZ definition as defined by these parameters.

extern int BoxLength = 30;
extern int BoxTimeFrame = 0;
extern int BoxRange = 30;
extern bool AutoBoxRange = true;
extern int AutoBoxRangeDailyATRperiod = 30;
extern double AutoBoxRangeDailyATRfactor = 0.3;

I will get on this but it is a bit a of new code so I will take a some time to get this complete.
Almost. If AutoBoxRange=True then the hard pip values above it do not count. The hard pip values only count if AutoBoxRange=False. So there are 2 unique settings to the Sq indi.

The problem is that if the Auto=True, then there is no fixed size to the CZ. 100 CZ's could have several different heights, ranging from 15p to 45p tall (or more).

This does NOT help what we are doing. So for the histo we need the Auto permanently fixed at False so that we only have the fixed pip height of the CZ's to worry about. No CZ flexible heights for us! Fixed heights only!

The default CZ height is 30p. The basic histo blocks should match. But this value can be anything. So if this value is ever changed, then the histo needs to change with it, and the basic block height will change to match this value.
To improve is to change. To perfect, is to change often.
  • #76
  • Apr 16, 2012 5:45pm Apr 16, 2012 5:45pm
Quoting forexhard
Almost. If AutoBoxRange=True then the hard pip values above it do not count. The hard pip values only count if AutoBoxRange=False. So there are 2 unique settings to the Sq indi.

The problem is that if the Auto=True, then there is no fixed size to the CZ. 100 CZ's could have several different heights, ranging from 15p to 45p tall (or more).

This does NOT help what we are doing. So for the histo we need the Auto permanently fixed at False so that we only have the fixed pip height of the CZ's to worry about. No CZ flexible heights for us!...
Ok we can go with this. I am not really following what is wrong with the CZ qualification fluctuating with volatility. If it is good enough to trade by as it happens wouldn't we want to count it.

Also we are allowing the CZ box size to fluctuate correct? Like if the CZ is only 22p high we make the Histo 22p. Not 30 like the setting.
  • #77
  • Apr 16, 2012 10:09pm Apr 16, 2012 10:09pm
Quoting Paradox
....Also we are allowing the CZ box size to fluctuate correct? Like if the CZ is only 22p high we make the Histo 22p. Not 30 like the setting.
This is correct. The Sq. settings only prevent the CZ's from becoming too big (eg, more than 30p tall), but they do not prevent the CZ's from becoming smaller.

This is also why we do not want or need the Auto settings. Because with the Auto settings it would be possible for the CZ's to become taller AND shorter. But for what we are doing right now, we only care about the "getting shorter" part of the algo.

And yes, this also means that we allow the histo blocks to become smaller as well. If an indicator box is only 22p tall, then that same box will be mirrored on the histo as a building block that is approx. 22p tall as well.
To improve is to change. To perfect, is to change often.
  • #78
  • Apr 17, 2012 9:53pm Apr 17, 2012 9:53pm
Here is an initial version for review. I did not get a chance yet to fully implement the CZ map as boxes (they are just the histo trendlines for now). Boxes are better so I will get that done tomorrow. I think the basic idea is in there well enough for some feedback.

Besides the CZ map and input reorg here are some other changes.

1. Added a bool property called HistogramUseZoomFactor. This will make the histogram grow if you zoom out so it won't get all small if you want to zoom out and take in a higher timeframe. If you want to have the old behavior you can set this to false.

2. If you want to see the exact CZs that this finds for the CZ. I expose these options I used in testing to see that the CZs made sense.
bool ShowCZBoxesDebug = false;
color ShowCZBoxesColor = Red;

3. There were a few other bug fixes around getting the control to refresh better on time frame changes.
Attached File(s)
File Type: mq4 !ParadoxSr_v1.03.mq4   19 KB | 332 downloads
  • #79
  • Edited Apr 18, 2012 12:19am Apr 17, 2012 11:36pm | Edited Apr 18, 2012 12:19am
Wow. All I can say really is... Wow.

I have found some bugs that I will put in the next post. This one is much more basic:

~Change the default heatmap threshold to 60, and the fractal threshold to 5.

~Make all box frame thicknesses 2 by default.

~Default frame colors are LightGray, Black, and Gold -- smallest to largest.

~Make it so that the fractal threshold value is an actual hit rate. "5" should mean 5 actual fractals have been counted, and so on. And make it so that we can use numbers at least as high as 10.

~Always paint the smaller frames on top of the larger ones.

~Change the CZ heatmap to these default colors:

MintCream
LightBlue
CornflowerBlue
Yellow
Orange
DarkOrange
Crimson
FireBrick

That's all for now.
To improve is to change. To perfect, is to change often.
  • #80
  • Apr 17, 2012 11:39pm Apr 17, 2012 11:39pm
Now for the tricky part. When I tried to use different CZ settings, this crazy long CZ popped up. It comes up when either one of the 2 values are changed from the defaults. They do not need to both be changed in order for this to occur.
Attached Image (click to enlarge)
Click to Enlarge Name: bug.png Size: 81 KB
To improve is to change. To perfect, is to change often.
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