Ati's indicator collection

ADDED T. Demark: Refinements to TD Point Selection

I have found two modifications to the TD Point selection process to be helpful in some instances. Although they are not critical to your success in correctly selecting TD Points, they are presented for your consideration as well as for the sake of completeness.

* An important factor when selecting TD Points relates to both the closes two days before the pivot high and the pivot low. In the case of the formation of a TD Point low:
1.
Not only must the lows the day before and the day after be greater than the lowest low - the low in between - but the pivot low must also be less than the close two days before the low.

* Conversely, in order to identify a TD Point high properly:
2.
Not only must the highs the day before and the day after be less than the highest high - the high in between - but the pivot high must also be greater than the close two days before the high.

started some auto plotting T. Demark trendline indicator + MTF version .. not sure how useful they might be....but it's not so much more work as I have already the TD-Point indicator done.

Did implement a MTF version with Shift adjustment for lower chart views

did a first unfinished version of an auto plotting T. Demark trendline MTF indicator with correctly adjusted Chart Shifts if it is lower than the MTF Interval

BTW: this has also some disadvantages:

Because of re-adjustment of the 2 key points of each trendline SHIFT/TIME the actual trendline values are changing for each chart view slightly ...
Just so much for trendline drawing .. connecting high/lows give in fact slightly different trendlines for each chart period

Decided for T.Demark Points/Trendlines to check also for 2 bars same hi/lo... I'm not sure what is T.Demark's position on that ( I guess it's not a valid TD point)

did change it: might not be any more according to T.Dmarks rules but anyway...

found a error in the TDPoint/Trendline MTF version.
When plotting on lower charts .. on some rare occasion the Trendline starting point is wrongly adjusted.....

Found the error: it was not in my code but again a discrepancy of prices in multiple TF charts

exact: D1: Low was: 1.28823 BUT on H4 during that day there is no bar with such low: the closest is: 1.28822

Annoying MT4 Alpari stuff.

have started an offline chart indicator .. when finished I will use it as base for others like renko or range bars

looks good so far .. will start with an Range bar indi .. as this was the main reason I started with the offline chart indicator..

Range Bar Calc:

Three rules of range bars:

Each range bar must have a high/low range that equals the specified range.
Each range bar must open outside the high/low range of the previous bar.
Each range bar must close at either its high or its low.


Read more:
http://www.investopedia.com/articles...#ixzz2AmzNdRWA

just for my interest of people trading range bars /renko bars

Thoughts: RangeBar/RenkoBar how to do it?

http://www.forexfactory.com/showthread.php?t=392781

thanks
Ati

Till someone else or I come up with an better approach I will do something like this:

Major problem with not having Tick Source data but only MT4 M1 OHLC Source data

1. KNOW:
- for past data at times one needs to make a compromise which might or might not display what actual happened.
- this is more often a compromise if one chooses smaller RangeBar Pip Size.

- Live data (After the indicator started to run: do not have this problem anymore (but most indicators will still depend on at least some past RangeBars and so also be effected


2. ATM this is what I will do:

Follow 2 possible Source OHLC Bar procession routines
* UP PATTERN = if needed: first the data to the Source OHLC Bar LOW are processed and after that all data to the Source OHLC Bar HIGH and back to the Source OHLC Bar CLOSE price
* DN PATTERN = if needed: first the data to the Source OHLC Bar HIGH are processed and after that all data to the Source OHLC Bar LOW and back to the Source OHLC Bar CLOSE price

The dater of a past Source OHLC M1 bar will be progressed as:
- UP OHLC M1 bar (Close above Open): Do - UP PATTERN
- DN OHLC M1 bar (Close below Open): Do - DN PATTERN
- FLAT OHLC M1 bar (Close is equal to Open):
- additional check 3 conditions:
* if Close&Open is in the higher half of the Source OHLC Bar: Do - UP PATTERN
* if Close&Open is in the lower half of the Source OHLC Bar: Do - DN PATTERN
* if Close&Open is exact in the middle of the Source OHLC Bar: follow the last known Source Bar direction:
- e.g if the previous (or if that was also a FLAT with Open/Close in the middle than the next previous) bar was considered UP PATTERN - use also: Do - UP PATTERN
- e.g if the previous (or if that was also a FLAT with Open/Close in the middle than the next previous) bar was considered DN PATTERN -use also: Do - DN PATTERN


Now I only need to code it and maybe after that I'm see some better ideas

Cheers
Ati


BTW: I'm still interested to hear from others..

Thoughts: RangeBar/RenkoBar how to do it?

http://www.forexfactory.com/showthread.php?t=392781

Stopped temporarily my coding on the RangeBar inid .. after feedback from some others I decided to check out first some of the existing indi and only if I find them useful do my own version......

So far the RangeBars I tested have exactely the problem I pointed out ... a couple of post above.


Anyway...won't be around for a while..
Cheers
Ati

NEW PUBLIC EA: Good History Rate Downloader EA

http://www.forexfactory.com/showthread.php?p=6306688

Uploaded some fixes and a NEW FAST Version

just some related stuff: not original from me

MT4 Historical Rates - Backtest

coded my own Historical conversion stuff

NEW PUBLIC SCRIPT:
MT4 Historical Rates - Backtest