Re: Priestley-Chao-Kernel / Gasser–Müller-Kernel / Priestley–Chao-Kernel Regressions

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This is metatrader xard kindergarden, not blackrock quantconnect platform, there isnt anything exist in it to "keep only yourself".
In fact I dont even remember what was it but likely some very simple moving average from metatrader official homepage.

Here is updated version of my own. Its soon 700 lines of code, getting fat.
These users thanked the author ZigZag for the post (total 6):
Tsar, eduarescobar, nbibu, TransparentTrader, Jackson Doh, Krunal Gajjar

Re: Priestley-Chao-Kernel / Gasser–Müller-Kernel / Priestley–Chao-Kernel Regressions

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ZigZag wrote: Sun May 11, 2025 12:30 am This is metatrader xard kindergarden, not blackrock quantconnect platform, there isnt anything exist in it to "keep only yourself".
In fact I dont even remember what was it but likely some very simple moving average from metatrader official homepage.

Here is updated version of my own. Its soon 700 lines of code, getting fat.
whilst being amazing, when you pass the indi through the strategy tester it shows different results than when added on the chart
is that intended so ?

otherwise good job.

Jeff
Scalping the Century TimeFrame since 1999


Re: NDX

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ZigZag wrote: Fri May 09, 2025 6:35 am NDX, you can try to fool but you cant. EOD sell program (end of day). Better known as Kansas HFT, window opening 22:30.
I am struggling to get it to look even remotely close to any of the pictures you´ve showed.. any chance you could share some templates please?

Re: Priestley-Chao-Kernel / Gasser–Müller-Kernel / Priestley–Chao-Kernel Regressions

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ionone wrote: Sun May 11, 2025 1:57 am whilst being amazing, when you pass the indi through the strategy tester it shows different results than when added on the chart
is that intended so ?

otherwise good job.

Jeff
Hold on a moment – this junior quantum interim entity is still trying to quantize what’s going on in the logic of MT platforms. Buffers are allready causing an existential crisis in my brain, and while MT5 is supposedly the pinnacle of progress…that’s only if your benchmark is a crate of beer, not Python. This quantum is still in buffer therapy. The programming limitations of MT4 make even BASIC feel modern, and while MT5 is a step forward, after Python it still feels like coding with oven mitts on.

I added backtesting, more advanced such coming later too with graphical interface.
These users thanked the author ZigZag for the post (total 3):
Krunal Gajjar, mate, ricosuaveiii

Re: Priestley-Chao-Kernel / Gasser–Müller-Kernel / Priestley–Chao-Kernel Regressions

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ZigZag wrote: Sun May 11, 2025 9:06 pm Hold on a moment – this junior quantum interim entity is still trying to quantize what’s going on in the logic of MT platforms. Buffers are allready causing an existential crisis in my brain, and while MT5 is supposedly the pinnacle of progress…that’s only if your benchmark is a crate of beer, not Python. This quantum is still in buffer therapy. The programming limitations of MT4 make even BASIC feel modern, and while MT5 is a step forward, after Python it still feels like coding with oven mitts on.

I added backtesting, more advanced such coming later too with graphical interface.
I think what you're trying to do is to compute everything on latest bar "0"
this usually creates backtest problems like those we're seeing

instead focus first on creating the algorithm on closed bar : once a new bar has formed, compute previous bar, and update previous value

once it works well that way, you can add the current bar computation but you usually need to separate them, making both match is very hard
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ZigZag
Scalping the Century TimeFrame since 1999