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Experiments - while waiting for an order to get closed

  • #1
  • First Post: Feb 26, 2017 10:35am Feb 26, 2017 10:35am
A sort of an experiment, but using tradestation this time ...
It uses nonlag ma (with an option to have regular or double smoothed non-lag ma) as a basis to calculate something that we can describe as an "estimate of a trend". At a first glance it seems to be usable - further testing needed though

Attached Image (click to enlarge)
Click to Enlarge Name: nonlag trend.jpg Size: 233 KB
Attached File(s)
File Type: eld NONLAG MA TREND.ELD   13 KB | 1,632 downloads
  • #2
  • Feb 26, 2017 10:50am Feb 26, 2017 10:50am
Just one little indicator.
Here is a "DMA" indicator that calculates "DMA" (the same thing as dema but this one can be applied to sma, ema, smma and lwma instead of just ema) - the idea that is found in the paper

Attached Image (click to enlarge)
Click to Enlarge Name: dma.png Size: 119 KB


It is also showing that if metatrader 5 code is used as it should (without attempts to have metatrader 4 equivalents) the code is much simpler and much faster then the code that is starting to float around (and which is hard to recommend to anybody to use). Maybe people need some simple examples, and this is one simple example how some things can be done using metatrader 5 without making over complicated (ie: the more complicated, the more chance the error will happen) code


Attached File(s)
File Type: mq5 dma (general).mq5   9 KB | 1,395 downloads
File Type: pdf ma3.0.pdf   1.3 MB | 1,621 downloads
  • #3
  • Edited 11:06am Feb 26, 2017 10:53am | Edited 11:06am
This is as experiment as it gets.
The indicator from previous post is taken and now you can combine any of the 4 averages types to construct "dma" of it. Some are good (example is 25 period sma with lwma "dma")

Attached Image (click to enlarge)
Click to Enlarge Name: dma_experiment.png Size: 117 KB


PS: is "DMA" option is set to false, the indicator is showing the value of the "simple" primary chosen average type ma

Attached File(s)
File Type: mq5 dma (general - experiment).mq5   9 KB | 1,267 downloads
  • #4
  • Feb 26, 2017 11:33am Feb 26, 2017 11:33am
And one for metatrader 4 too
_____________________________

Recursive smoothed stochastic - metatrader 4 version ...
It is similar to double smoothed stochastic except that this version allows smoothing depths of up to 15

Attached Image (click to enlarge)
Click to Enlarge Name: recursive_dss.png Size: 127 KB
Attached File(s)
File Type: mq4 Recursive smoothed stochastic.mq4   16 KB | 2,121 downloads
  • #5
  • Feb 26, 2017 11:52am Feb 26, 2017 11:52am
Quoting mladen
And one for metatrader 4 too _____________________________ Recursive smoothed stochastic - metatrader 4 version ... It is similar to double smoothed stochastic except that this version allows smoothing depths of up to 15 {image} {file}
this one is perfect!
  • #6
  • Feb 27, 2017 5:38am Feb 27, 2017 5:38am
One more experiment - this is a stochastic that is using cci instead of using price (tradestation version)

Attached Image (click to enlarge)
Click to Enlarge Name: stochastic cci.jpg Size: 215 KB
Attached File(s)
File Type: eld STOCHASTIC CCI.ELD   8 KB | 1,189 downloads
  • #7
  • Feb 27, 2017 10:19am Feb 27, 2017 10:19am
Quoting mladen
One more experiment - this is a stochastic that is using cci instead of using price (tradestation version) {image} {file}
Keep them coming.
Thank you .
Master Your Setup, Master Your self. (NQoos)
  • #8
  • Feb 27, 2017 10:59am Feb 27, 2017 10:59am
eld means what ... the files getting eld extension..........

if possible can it be done the repaint to non repaint
Success is a Journey Not a Destination....... kind regards ramzam
  • #9
  • Feb 27, 2017 12:06pm Feb 27, 2017 12:06pm
Quoting ramzam
eld means what ... the files getting eld extension.......... if possible can it be done the repaint to non repaint
Tradestation Format .
Master Your Setup, Master Your self. (NQoos)
  • #10
  • Feb 27, 2017 12:06pm Feb 27, 2017 12:06pm
Quoting ramzam
eld means what ... the files getting eld extension.......... if possible can it be done the repaint to non repaint
"eld" comes from Easy Language Document file - as I told : that is tradestation version, and tradestation uses easy language for coding purpose
________________________________________

As of repainting : it does not repaint. The same as similar metatrader versions made by me do not repaint. Would you mind elaborating how did you conclude that it repaints if you could not test it (I assume that you could not test it since you did not know how to use ".eld" file)?
  • #11
  • Feb 27, 2017 12:09pm Feb 27, 2017 12:09pm
Quoting mladen
{quote} "eld" comes from Easy Language Document file - as I told : that is tradestation version, and tradestation uses easy language for coding purpose As of repainting : it does not repaint. The same as similar metatrader versions made by me do not repaint. Would you mind elaborating how did you conclude that it repaints if you could not test it (I assume that you could not test it since you did not know how to use ".eld" file)?

As of repainting : it does not repaint. The same as similar metatrader versions made by me do not repaint. Would you mind elaborating how did you conclude that it repaints if you could not test it..................... i know very well that you never favor with repainting.... and this is not repaints.... but i asked for some one file but i wont ask here
Success is a Journey Not a Destination....... kind regards ramzam
  • #12
  • Feb 27, 2017 12:11pm Feb 27, 2017 12:11pm
Quoting ramzam
{quote} As of repainting : it does not repaint. The same as similar metatrader versions made by me do not repaint. Would you mind elaborating how did you conclude that it repaints if you could not test it..................... i know very well that you never favor with repainting.... and this is not repaints.... but i asked for some one file but i wont ask here
Now you lost me
Why not asking here? And that eld file posted at the post is even an open format (not a protected) eld - that can be opened and seen what the code goes like
  • #13
  • Feb 28, 2017 5:53am Feb 28, 2017 5:53am
I have played around a little bit with that idea today and will contribute also to this thread.

I have converted the initial idea into a MT4 indicator (no colorcoding for increasing or decreasing ma and not so much price options) but as addition you can use higher timeframe mas correctly calculated on lower timeframes (no look up into future by using iMA).

Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 145 KB


Attached File(s)
File Type: ex4 TM_DMA.ex4   30 KB | 1,068 downloads
  • #14
  • Feb 28, 2017 8:10am Feb 28, 2017 8:10am
Quoting JensItzig
I have played around a little bit with that idea today and will contribute also to this thread. I have converted the initial idea into a MT4 indicator (no colorcoding for increasing or decreasing ma and not so much price options) but as addition you can use higher timeframe mas correctly calculated on lower timeframes (no look up into future by using iMA). {image} {file}
Thank you for the contribution ...
I know about that way (even I made some versions using the "real time frame approach" a couple of years ago ), but if you compare it to the "ordinary" step like mtf mode, you shall see that the result is very similar in both cases (excluding the interpolated mode now), except that the class wrapped/price masking mode is much more "nervous" which makes it very difficult to use in any kind of signaling mode based on a slope estimation. And since the purpose of checking higher time frame would be to get an estimation of the higher time frame development - ie: elimination the noise of the lower time frame, maybe it is better to keep the "old" and traditional way of using higher time frame calculations simply for the sake of clarity of the traditional ways (especially since, when it comes to expert advisors, signals for the higher time frame must be used the traditional way or else the signals will not reflect higher time frame at all)
  • #15
  • Feb 28, 2017 8:13am Feb 28, 2017 8:13am
@mladen:
I am still trying to find a Coder which code 5 Indicators for a fixed fee.
Also I need help for a fixed fee with my Trade-Manager-EA (its also possible to code a new one for the same fee).
Please contact me here or via PM.
Thanks Zack
  • #16
  • Feb 28, 2017 8:26am Feb 28, 2017 8:26am
I agree with the noise problem.

But since i like to use my indicators for system development and EA testing i have to use the most precise way (unfortunately M1 instead tick but we all know this problem). Using HTF standard indicators in real time there is no problem but if you like to visual backtest you got 2 problems regarding how you use them 1.) you use the last completed candle then you have no peek into future but additional lag 2.) if you use current candle then you have the peek into futute problem on historical candle (the worst in my eyes).

I don't want capture your thread with that. If anyone find this helpful then use it. I only wanted give back some for the nice idea of this MA calculation.

Quoting mladen
{quote} Thank you for the contribution ... I know about that way (even I made some versions using the "real time frame approach" a couple of years ago ), but if you compare it to the "ordinary" step like mtf mode, you shall see that the result is very similar in both cases (excluding the interpolated mode now), except that the class wrapped/price masking mode is much more "nervous" which makes it very difficult to use in any kind of signaling mode based on a slope estimation. And since the purpose of checking higher time frame would be...
  • #17
  • Feb 28, 2017 11:22am Feb 28, 2017 11:22am
Quoting JensItzig
I agree with the noise problem. But since i like to use my indicators for system development and EA testing i have to use the most precise way (unfortunately M1 instead tick but we all know this problem). Using HTF standard indicators in real time there is no problem but if you like to visual backtest you got 2 problems regarding how you use them 1.) you use the last completed candle then you have no peek into future but additional lag 2.) if you use current candle then you have the peek into futute problem on historical candle (the worst in my...
Well, on this we shall have to agree that we disagree , but in any case thanks for posting that at this thread
  • #18
  • Mar 1, 2017 5:04am Mar 1, 2017 5:04am
Since Easy Language is suitable for experimenting, posting this first (tradestation version of course) :

Hull filtered rsx that uses floating levels for OB/OS estimation. Hull average used is the hull variation that allows usage of "divisor" : divisor equal to 1 produces original Hull average, any other divisor is producing something that is not Hull any more but is calculated "the hull way"

Attached Image (click to enlarge)
Click to Enlarge Name: rsx hull floating levels.jpg Size: 223 KB
Attached File(s)
File Type: eld RSX HULL FILTERED FLOATING LEVELS.ELD   9 KB | 1,087 downloads
  • #19
  • Mar 5, 2017 10:52am Mar 5, 2017 10:52am
Dynamic zones polychromatic momentum
Originally developed by Denis Meyers - short description would be this (full desription in the attached document):
Quote
Momentum is defined as the difference, or percent change, between the current bar and a bar some lookback period in the past.. The major problem with using momentum based indicators is that the optimum lookback period seems to change over time creating losses with the current chosen lookback period. To avoid the errors due to a single lookback period we create an indicator that takes an weighted average of all significant lookback periods for the tradable. We named this indicator polychromatic because poly means many and chromatic means colors....

This version is very developed version compared to the original. Also, with an addition of dynamic zone, the levels are made dynamic instead of using fixed levels for signals. Jurik smoothing used for smoothing and false signals filtering. Divergences included. Alerts included. Multi time frame included. On chart signal arrows included. 22 price types included

Attached Image (click to enlarge)
Click to Enlarge Name: dz poly.png Size: 134 KB

___________________________
PS: you need to have the dynamiczone.dll in the libraries folder and you must enable dll imports in order to let the indicator work correctly
PPS: regardless of the look of it, that is metatrader 4 indicator
Attached File(s)
File Type: pdf The Polychromatic Momentum System.pdf   75 KB | 2,066 downloads
File Type: zip dynamicZone.zip   30 KB | 1,627 downloads
File Type: mq4 Dynamic zones Polychromatic momentum 5.13.mq4   34 KB | 1,851 downloads
  • #20
  • Mar 9, 2017 6:56am Mar 9, 2017 6:56am
Why is the name of this thread renamed by mods all the time?
This thread is not a thread that experiments with non lag ma only. This thread was meant to be dedicated to all sorts of experiments.
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