Re: 👨‍🔬 Cagliostro's MT5 Laboratory

181
Cagliostro wrote: Mon Jul 07, 2025 5:02 am ZEFIR (ZERO EDGE FIR)


image_2025-07-06_210104584.png


What is FIR?
FIR (Finite Impulse Response) is an institutional-grade digital filter derived from aerospace and audio engineering. Unlike simple moving averages that weight all prices equally, FIR uses mathematically optimized weights to surgically remove noise while preserving the true market structure. Think of it as the difference between a butter knife and a scalpel.

What's New in ZEFIR?
This indicator solves the age-old problem of FIR filters: amazing noise reduction but terrible lag. By adding real-time extension algorithms, you get the best of both worlds - institutional-grade filtering with minimal delay.

Key Features
1. Advanced Window Functions
-Choose from 6 window types (Rectangular to Blackman-Harris)
-ALMA integration - Adaptive smoothing that lets you control where the filter "looks" (past vs recent data)

2. Zero-Lag Extension Modes
-ADAPTIVE: Smart projection using linear regression with decay - great for trending markets
-AGGRESSIVE: Ehlers Error-Correcting filter - ultra-responsive for scalping
See both the "true" FIR (solid line) and real-time extension (filling the gap)

3. Full Multi-Timeframe
-All MT5 timeframes (M1-MN1)
-Auto-select 1st/2nd higher timeframes
-Smooth interpolation option
-MTF Extensions not implemented in this version

Quick Settings Guide
🎯 Scalpers (M1-M15)
Taps: 7-11, Window: Rectangular/Hanning, Extension: AGGRESSIVE
ALMA: Sigma 3-4, Sample 0.75

📊 Day Traders (M15-H1)
Taps: 15-19, Window: Hamming/ALMA, Extension: ADAPTIVE
ALMA: Sigma 5-6, Sample 0.6

🌊 Swing Traders (H1+)
Taps: 21-31, Window: Blackman/ALMA, Extension: ADAPTIVE or OFF
ALMA: Sigma 6-8, Sample 0.5

Why It Works
FIR filters are the gold standard in signal processing - they preserve the true shape of price movements while removing noise. The problem? They lag by (Taps-1)/2 bars.

Our extension system fills this gap intelligently:
-You see the mathematically pure FIR signal (no distortion)
-Plus a smart projection to current price (no lag)
-Extensions repaint? Yes - they adapt in real-time (that's the whole point!)

ALMA Parameters Explained
-Sigma: Lower = more responsive (2-4 for fast markets, 6-8 for smooth trends)
-Sample: 0 = weight past prices, 1 = weight recent prices (0.5 = balanced)
Think of ALMA as a "smart moving average" that you can tune to focus where you want.

Based on John Ehlers' DSP research and Arnaud Legoux's adaptive filtering. Extension algorithms use regression analysis and error-correcting techniques for real-time response.
Thank you for posting this indicator. By the way, can this be repainting? :think:
Thanks,
Simplicity is the ultimate sophistication - Leonardo da Vinci


Re: 👨‍🔬 Cagliostro's MT5 Laboratory

184
alvpascual wrote: Mon Jul 14, 2025 1:32 am Hi, does the AVWAP indicator repaint? so the blue and red lines from the following image, do they repaint? because if not they are very accurate so i dont trust if you say there is 0 repaint on the AVWAP lines becaus eagain its too accurate

Image
AVWAP is anchored to zigzag so yes, naturally it repaints. The system is based on zigzag repainting.
"I conjure from shadows and shape fortunes from the unseen. The treasure lies hidden in plain sight, beneath the sunlight." - Cagliostro

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

185
UPDATED
Cagliostro wrote: Sat Jun 21, 2025 11:50 pm THE ALKEMIX INDICATOR 1.1

The Alkemix is a complete trading system but also the core indicator of the system itself. I will keep updating the two main assets, The Alkemix and The Oracle as standalone indicators, also usable with other strategies. In the last two months I've created two proprietary algorithms dedicated to monitor and optimize in real time resource allocation and plotting processes. They are both integrated in this release and will be also embedded in all other indicators.

This version 1.1 is a huge leap in terms of accuracy, performance and features.

Performance Optimization:
-Smart Caching System: Intelligent bias direction and AVWAP3 value caching reduces computational overhead by up to 70%
-Native Performance Mode: Adaptive calculation stepping that dynamically adjusts processing intensity based on data complexity
-Pre-allocated Buffers: Memory-efficient design with 10,000-element pre-allocation prevents runtime memory fragmentation
-Incremental Array Growth: Sophisticated memory management with proportional expansion algorithms
-Multi-Instance Architecture: Accurate and efficient multi-instanced architecture to optimize multi-chart setups

Intelligent Signal Processing:
-Dual Triangle Detection: Parallel processing of BigDot and MiniDot patterns with bias-aware filtering
-Cache-Optimized Bias Calculation: Lightning-fast market bias determination with step-optimization in performance mode
-AVWAP Multi-Level Analysis: Simultaneous tracking of Level 2 and Level 3 AVWAP with segment limiting

Visual Rendering Optimization
-Selective Redraw Logic: Intelligent chart refresh only when data changes, reducing CPU usage by 80%
-Depth-Limited Rendering: Configurable SemaforDrawDepth prevents excessive historical object creation
-Batch Object Updates: Efficient semafor object management with reuse patterns

Enhanced Candle Coloring Engine
-Triple-Condition Logic: Advanced color determination using Fast EMA, Slow EMA, and AVWAP3 relationships
-Smart Cache Integration: AVWAP3 value caching specifically optimized for color calculations

You can easily use it as part of any Alkemix relase or Xard systems, no more need for multiple indicators fighting each other for resources, misaligned and unable to work in multi-instance/ multi-chart setups. Now you've got the swiss knife of technical analysis.

Get Rich, Love.
+C+

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Jun 23 1.2 Update, download it again.
-Bug fix
-Improved Object Cleaning

Jul 14 1.3 Update, download it again.
-Greatly improved candle coloring performance with dynamic depth calculation
-Fixed flickering and zigzag arrows management
-Optimized buffer copying for smoother real-time updates
-Replaced Arrays with proprietary optimized loops to reduce CPU and memory usage
-NEW FEATURE: added Volume Delta (institutional levels) to confirm zigzag swing points.


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These users thanked the author Cagliostro for the post (total 12):
jackboton, Arcanyx, thomdel, ChuChu Rocket, asgariHoo, Energybias, TriThep, WN25, waal69, kudrpenk, SdW25, Shink
"I conjure from shadows and shape fortunes from the unseen. The treasure lies hidden in plain sight, beneath the sunlight." - Cagliostro


Re: 👨‍🔬 Cagliostro's MT5 Laboratory

187
Cagliostro wrote: Mon Jul 14, 2025 9:18 am UPDATED
Hi Cagliostro!
This is my first message here..
Primarily I'd like to congratulate you by your Trading System.
I have almost no experience with trade.. but I've had some consistency with the help of your System.
I've tried the new version of The Alkemix Indicator 1.3.. with The Alkemix Saturn V2 - QT.. but have experienced a lot of slowness.
Is it normal?
Do you have some Template with the new version of the Indicator?

Thanks a lot
These users thanked the author Shink for the post:
Abzak

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

188
Shink wrote: Tue Jul 15, 2025 2:06 pm Hi Cagliostro!
This is my first message here..
Primarily I'd like to congratulate you by your Trading System.
I have almost no experience with trade.. but I've had some consistency with the help of your System.
I've tried the new version of The Alkemix Indicator 1.3.. with The Alkemix Saturn V2 - QT.. but have experienced a lot of slowness.
Is it normal?
Do you have some Template with the new version of the Indicator?

Thanks a lot
Hello, I just swapped the 1.2 version with the newest one. Zero issues on 8 charts open.... it is faster, not slower.
"I conjure from shadows and shape fortunes from the unseen. The treasure lies hidden in plain sight, beneath the sunlight." - Cagliostro

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

189
Cagliostro wrote: Tue Jul 15, 2025 6:01 pm Hello, I just swapped the 1.2 version with the newest one. Zero issues on 8 charts open.... it is faster, not slower.
Hello I am comparing the two, I prefer the new version, but I am getting some freezing now. For reference I opened one with 1.3 and one with 1.2 (two mt5 instances) the one with 1.3 was freezing and unresponsive. Still at work, but will test without anything else later! It is still my preferred version.

I have true trend, two oracles,and zeffir on my chart as well, will remove and retest.

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

190
WN25 wrote: Wed Jul 16, 2025 3:16 am Hello I am comparing the two, I prefer the new version, but I am getting some freezing now. For reference I opened one with 1.3 and one with 1.2 (two mt5 instances) the one with 1.3 was freezing and unresponsive. Still at work, but will test without anything else later! It is still my preferred version.

I have true trend, two oracles,and zeffir on my chart as well, will remove and retest.
Remove zefir or it will freeze everything. That indicator is not made for living in a crowded environment, it's very heavy on calculation.
As I said several times, if you have issues when using the templates I provide I am more than happy to listen and help. If you change something in the template, I have no time to support it. Hope this message is clear now.
These users thanked the author Cagliostro for the post (total 2):
WN25, SdW25
"I conjure from shadows and shape fortunes from the unseen. The treasure lies hidden in plain sight, beneath the sunlight." - Cagliostro