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Re: MT4 Indicator requests and ideas

9192 by mrtools
SHABBA wrote: Wed Apr 15, 2020 11:41 am PLEASE KINDLY HELP TO CHECK WHETHER ANY PART OF THIS INDICATOR REPAINTS,
Mladen's explanation:
In original filters (in digital signal processing) they are mostly using a non-causal (centered) mode since that way they can get a much clearer signal and a delay in a couple of hertzs is not noticeable at all. But in TA it can cause problems. So I decided to have an option to have a causal (non-recalculating, non-centered mode) and a non-causal (recalculating centered mode). One may ask why did I leave the non-causal mode. Well, for estimations, and for some other possible applications, And I like the extrapolation method used in it (it makes the possible error less and less depending on distance from current bar). Recalculation takes is (period-1)/bars (for example for a 15 period filter 7 bars can recalculate : 7th very little, 6th a bit more and so on ... I think that explains the how extrapolation is done) . Here is a comparison of the 2 modes (15 period, 0.01 Bartlet-Hann window types) :

So if causal = true, non repainting.
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SHABBA

Re: MT4 Indicator requests and ideas

9193 by mrtools
KingReason wrote: Wed Apr 15, 2020 10:17 am Hi... Any willing expert here,please help make this indicator arrows give signal more frequently than it does[especially on 1M},in the manner they appear to do so. They seemed pinned to one setting only. As you can see in the picture,it leaves big gaps and also gives late entry. Please help...?
That version is decompiled, would need the original non decompiled version.

Re: MT4 Indicator requests and ideas

9195 by Black Sheep
mrtools wrote: Thu Apr 16, 2020 1:32 am

Best i can say is test it yourself, all I know is if it's end point it's not supposed to repaint!
Mr Tools, any chance to have arrows and alerts in the cross of the indicator with signal line (SSA dashed historic plot) and the crosses of the signal line (dashed line) with the zero line? (post #9183)

Thank you in advance for your assistance.
Like the quote attributed to Bohr says, “It is difficult to make predictions, especially about the future.”

Re: MT4 Indicator requests and ideas

9198 by Black Sheep
mrtools wrote: Thu Apr 16, 2020 1:32 am

Best i can say is test it yourself, all I know is if it's end point it's not supposed to repaint!
Hi,

Upon some digging in this very interesting topic of the SSA's, in particular, the SSA end-point, the developer of the code Mladen Rakic on 2011.06.02 11:32 post #345 (mql5.com forum) regarding the repainting, has to say the following:

"To repeat
SSA ep does not repaint. SSA recalculates, SSA ep does not (since it is using only windowed data it can not recalculate since it is completely unaware of the rest of the data - future or past data older than the window size, does not matter, all it can "see" is one segment of data extracted from the overall data and it never, but never can "see" any future data for any calculation point- that is quite clear even from the mql source)..." The full post attached as an image for your consultation, also attached you can find the code (indicator) for the SSA ep coded by Mladen Rakic.

Note1: the end-point idea was originally introduced by Dennis Meyers (he used it for the Fast Fourier Transform), hence the name of these are accordingly named to his idea. However, I feel compelled to a reminder that he (Dennis Meyers) posted results of the endpoint that were far, far from a holy grail.

Note2: The attached file libSSA.dll should be unpacked to MQL4/libraries folder in order to make the code to work.

Hope this may help,
These users thanked the author Black Sheep for the post (total 2):
Jimmy, Daim2574
Like the quote attributed to Bohr says, “It is difficult to make predictions, especially about the future.”

Re: MT4 Indicator requests and ideas

9199 by Daim2574
Black Sheep wrote: Thu Apr 16, 2020 12:14 pm

Hi,

Upon some digging in this very interesting topic of the SSA's, in particular, the SSA end-point, the developer of the code Mladen Rakic on 2011.06.02 11:32 post #345 (mql5.com forum) regarding the repainting, has to say the following:

"To repeat
SSA ep does not repaint. SSA recalculates, SSA ep does not (since it is using only windowed data it can not recalculate since it is completely unaware of the rest of the data - future or past data older than the window size, does not matter, all it can "see" is one segment of data extracted from the overall data and it never, but never can "see" any future data for any calculation point- that is quite clear even from the mql source)..." The full post attached as an image for your consultation, also attached you can find the code (indicator) for the SSA ep coded by Mladen Rakic.

Note1: the end-point idea was originally introduced by Dennis Meyers (he used it for the Fast Fourier Transform), hence the name of these are accordingly named to his idea. However, I feel compelled to a reminder that he (Dennis Meyers) posted results of the endpoint that were far, far from a holy grail.

Note2: The attached file libSSA.dll should be unpacked to MQL4/libraries folder in order to make the code to work.

Hope this may help,
Thanks for sharing this information.... one note here... if you follow the intersections between the colored and dashed line you would see that the entries produced are the holy grail (sell when dashed line is crossing below the colored one and buy when above it) ;) ... that is why I was suspecting that it recalculate. But mrtools confirmed it is not so I am trying to follow it to understand how it draws those lines live.

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