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  • #1,221
  • Feb 12, 2013 6:39pm Feb 12, 2013 6:39pm
Hi everyone

Robbins-Monroe algorithm uses for root finding of a noisy signal.
by calculating (taking) derivative from a noisy signal (that makes another noisy signal) and root finding of new noisy signal
could find the extremum that it shows maximum and minimum of the early noisy signal (for example 'close' signal).
is there anyone that interested in following this theory?

Thanks in advance!
  • #1,222
  • Feb 13, 2013 1:42am Feb 13, 2013 1:42am
Please go to this address, where talks have continued, http://beathespread.com/
  • #1,223
  • Feb 13, 2013 3:31am Feb 13, 2013 3:31am
Hi Irenash

I am interested to code the Robbins-Monroe algorithm to fetch the root finding of a noisy signal, with MQ4L,
I code some algorithm like Black-Scholes-Merton... that I put on beathespread

I do not make the promise I will be immediatly successful, but I will try

Send me a PM
regards
  • #1,224
  • Mar 4, 2013 6:41pm Mar 4, 2013 6:41pm
Quoting cl3307
CB,

This has become a very worthwhile thread indeed. Thanks for your comments. I'm looking forward to more.

As FFL has described, we have been using digital filters to decrease the "noise" that we see. Attached are Low Pass clones i created that mimic your lines. I'm looking forward to learning the "inner" reasonings behind your methods.

All the best,

cl
What are the JMA settings on that one ?
Thanks.
  • #1,225
  • Mar 13, 2013 4:26pm Mar 13, 2013 4:26pm
Quoting quantq3
can you please forward to my email too? [email protected]
Haha, the domain name....too funny.
  • #1,226
  • Mar 13, 2013 6:46pm Mar 13, 2013 6:46pm
Quoting airquest
What are the JMA settings on that one ?
Thanks.
Hi
I have coded several indies like oscillator of Black Scholes Merton, also the Laguerre of BSM and the Fisher Transform of BSM

only available on beathespread.com
  • #1,227
  • Mar 14, 2013 5:40pm Mar 14, 2013 5:40pm
Quoting jaguar1637
Hi
I have coded several indies like oscillator of Black Scholes Merton, also the Laguerre of BSM and the Fisher Transform of BSM

only available on beathespread.com
Nice site. Thanks. It's not JMA but low pass filter, I found it.
  • #1,228
  • Apr 5, 2013 9:02am Apr 5, 2013 9:02am
Quoting mefesis
Very please with it my email [/email] [email][email protected] ("[email protected]") thank you. {image}


Hello,

has anyone of you this template with indicators?

I´ve tried unfortunately to reach Mefesis who create this template.

If one of you have this one, please send it to me. It would be very helpful.

[email protected]

Thanks and regards

Baracuda
  • #1,229
  • Aug 15, 2013 2:01pm Aug 15, 2013 2:01pm
Hi

I just made two indicators. Means instead of the Close from each bar, I put the ULLMA , and after I can apply the Hodrick prescott to refine the time serie

Please, tell me what you think

I continue to fill up the web site http://beathespread.com in the direction provided by CB

Your answer is important
Attached File(s)
File Type: mq4 HP_ULLMA2.mq4   4 KB | 2,173 downloads
File Type: mq4 HP_ULLMA.mq4   4 KB | 1,948 downloads
  • #1,230
  • Aug 15, 2013 2:07pm Aug 15, 2013 2:07pm
Hi

Quoting irenash
Hi everyone Robbins-Monroe algorithm uses for root finding of a noisy signal. by calculating (taking) derivative from a noisy signal (that makes another noisy signal) and root finding of new noisy signal could find the extremum that it shows maximum and minimum of the early noisy signal (for example 'close' signal). is there anyone that interested in following this theory? Thanks in advance!
Of course, this is the main idea from CB
I am doing a harsh work on http://beathepsread.com
but you need to answer me when you register, otherwise, I cannot set you as friends and you cannot acce0ss to all my development
and new files

regards
  • #1,231
  • Aug 15, 2013 2:10pm Aug 15, 2013 2:10pm
Quoting jaguar1637
Hi Irenash I am interested to code the Robbins-Monroe algorithm to fetch the root finding of a noisy signal, with MQ4L, I code some algorithm like Black-Scholes-Merton... that I put on beathespread I do not make the promise I will be immediatly successful, but I will try Send me a PM regards
hi This is the Black Scholes Merton, I have made and posted an Beathespread.com

enjoy !
Attached File(s)
File Type: mq4 BlackScholes_oscillator.mq4   4 KB | 2,704 downloads
  • #1,232
  • Oct 10, 2013 5:26pm Oct 10, 2013 5:26pm
Hi dudes

the following of this thread is available at : http://beathespread.com
  • #1,233
  • Oct 12, 2013 7:21am Oct 12, 2013 7:21am
Quoting cl3307
CB, This has become a very worthwhile thread indeed. Thanks for your comments. I'm looking forward to more. As FFL has described, we have been using digital filters to decrease the "noise" that we see. Attached are Low Pass clones i created that mimic your lines. I'm looking forward to learning the "inner" reasonings behind your methods. All the best, cl {image}
Hi,

Where is it possible to get this kind of indicator?
Thank you very much by forward for your help!
  • #1,234
  • Oct 12, 2013 9:04am Oct 12, 2013 9:04am
Quoting Codebreaker
Hello Attached is a screenshot from my TopCat software for the EURUSD hourly for the last few days. Did quite well getting 500+ pips. Market conditions are horrible now so standing aside (and also having to do day job :-(( as well so no market fun!). In this display mode, the bars are coloured green where we are LONG and red where we are SHORT. (Don't get these confused with colour coding of up and down bars). TopCat is only interested in HI/LO so OP/CL not shown. TopCat stands for "Trend Optimised Phase-Cyclic Analysis Trader" and uses some very...
Where can we get this kind of moving average?
Thank you very much by forward!
  • #1,235
  • Oct 12, 2013 9:33am Oct 12, 2013 9:33am
Hi

We worked a lot , and so, I put a bunch of new indicators in the same spiriti of CB in
http://beathespread.com/file/view/22...th-without-eas

The file are in access only for friends
you need to register and consider to participate to this website, like by starting to reply to my welcome message

all the best
  • #1,236
  • Edited 8:53am Nov 15, 2013 8:34am | Edited 8:53am
Quoting Codebreaker
Hello Attached is a screenshot from my TopCat software for the EURUSD hourly for the last few days. Did quite well getting 500+ pips. Market conditions are horrible now so standing aside (and also having to do day job :-(( as well so no market fun!). In this display mode, the bars are coloured green where we are LONG and red where we are SHORT. (Don't get these confused with colour coding of up and down bars). TopCat is only interested in HI/LO so OP/CL not shown. TopCat stands for "Trend Optimised Phase-Cyclic Analysis Trader" and uses some very...
Well, in the same spirit of CB, (bcoz he talked about the necessity of a causal indicator (Hodrick-Prescott is not causal), I wrote a new causal_signal that replaces the iClose(NULL,0,i)
This is my contribution for all things I have ound and received here, on FF

Other new indicators built by me, are available on http://beathespread.com

regards
jaguar1637
Attached File(s)
File Type: mq4 causal_signal.mq4   6 KB | 2,827 downloads
  • #1,237
  • Edited May 3, 2015 5:47am May 2, 2015 7:38am | Edited May 3, 2015 5:47am
I'm not a math guy... but logically.... its a different way to view waves... thought you math guys might find it worth investigating


http://www.ats.ucla.edu/stat/seminars/mlm_longitudinal/

http://www.forexfactory.com/showthread.php?t=534833
  • #1,238
  • Edited 4:28pm Dec 18, 2016 10:59am | Edited 4:28pm
Quoting jaguar1637
{quote} hi This is the Black Scholes Merton, I have made and posted an Beathespread.com enjoy ! {file}
I get nothing but zeros in Cumulative mode. I'm not seeing what makes res==0.

Just got back and couldn't help looking some more. Still no solution.
The CumulDistrib( double dstrb ) value of w appears to always be 1, not much accomplished by that function, although how all those terms produce exactly 1 is something of a mystery.
Attached File(s)
File Type: mq4 BlackScholes_oscillator.mq4   6 KB | 1,030 downloads
  • #1,239
  • Jun 7, 2017 4:41pm Jun 7, 2017 4:41pm
Quoting John Last
With the SSA the Lag is your friend. LOL No it is the same (almost) I used 50 bars of lag and period of normalization of 30. There appear to be some minor changes. I wanted to decompile and make it work your version of the klot SSA bands, as the code was different from the Mladen and from the Caterpilar .In fact the decompiled code was not working so I changed a little bit. I changed the #include <SSA.mqh> That was not working by. #import "SSA.ex4" //"FullSSA.dll" void fastsingular(double a[],int,int,int,double b[]); And seemed to work . Why...
Hey. Is there anybody who can rewrite these indicators for the mt4 version 4.00 build 1090? The indicators are awesome.
  • #1,240
  • Jul 21, 2017 4:14am Jul 21, 2017 4:14am
Folks,

I have tried to reduce the end-point bias of the Hodrick-Prescott filter by fixing the beginning of measurement to a point in time (e.g. previous week's London close) and the end to the current bar's Open. Once the current week ends, the whole process starts again. Different to Codebreaker, I did not filter the Highs and Lows separately, but instead used the Open prices for the filter, deducted the result from the relevant timeframe's bar highs and lows (2 values per bar) and derived the median for all residuals. I then used a multiple of the medians to plot the excursion bands around the filter result.

Further, I have applied "MTF-stretching" on a M1 timeframe for filter results of 2 higher timeframes, e.g. M5 and M30. I enter when price exceeds the bands of both higher timeframes and continue building a position until price exceeds the higher timeframes band on the opposite side. Of course, the filter itself still repaints (see the M30 band moving up), but that gives you also a coherent exit in case of an adverse move. The trade result can be both profitable or not.

A first test of auto trading suggests the results to be a lot more stable, e.g. the band for EURUSD M5 fluctuated between 5.5-5.8 pips only, for GBPUSD M5 between 7.0-7.5 pips.

Another safety consideration could be to close a position when it is clear that an additional order would not be able to turn the whole position profitable at the currently known target price. I'll keep testing.

Cheers
Attached Image (click to enlarge)
Click to Enlarge Name: EURUSDM1.png Size: 53 KB
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