It shows nice divergence, don`t know yet how easy is to trade live.
Re: Indicators by William Blau
#62Would you be so kind as to add alerts?
Re: Indicators by William Blau
#63Added alerts.
 Attachments

 Blau  tsi vel(mtf + arrows + alerts).ex4
 (158.1 KiB) Downloaded 471 times
Re: Indicators by William Blau
#64Hi @mrtools
Thank you for uploading this indi.
But i get this alert when the indi. loaded to chart, Pls help to fix
Re: Indicators by William Blau
#65When you download make sure and keep the name of the indicator exactly the same as posted otherwise you will get that alert and the indicator will not work.
Re: Indicators by William Blau
#66Simply code is renaming protected  looks like you down loaded 2 instances of the same code (indicator)  just remove "(1)" part from the name and use it as original name as Mrtools advised you
Indicator is just a tool.
Use it only if it can benefit you. Leave it if you don't know how to use it optimally.
Use it only if it can benefit you. Leave it if you don't know how to use it optimally.
Adaptive Indicators' PaFilter, PaCycles Options & Dominant Cycle
#67Hi Mladen, Mr. Tools, Jimmy and All,
Can someone please explain or point to where I can find an explanation of the indicator options, PaFilter and PaCycles for example in the indicator, "Dynamic Zones pa adaptive SMI correct 2.01" posted previously in this thread here:
viewtopic.php?p=1295127752&sid=ba20b04e ... 1295127752
and in the attached indicator by Mladen dynamic_zone_pa_adaptive_rsx_nrp_alerts_lines_divergence_nmc.mq4
Those two options, PaFilter and PaCycles also appear in many adaptive indicators but unless we understand exactly what they do then it would be just speculation to try to use them effectively. Also do these adaptive indicators automatically find the dominant cycle as explained in Elher's Model in the article "Advanced Adaptive Indicators Theory and Implementation": https://www.mql5.com/en/articles/288 and in the attached pdf file Elher's Rocket Science Made Easy?
Or, do we have to adjust the two options, PaFilter and PaCycles by trial and error to get the indicator in sync with the dominant cycle? If so, then how can we go about adjusting those two options to sync with the dominant cycle and do we confirm when it's in sync?
The explanations in the article and pdf file are over my head but I would really like to know what relation PaFilter and PaCycles have to those explanations so I can use them with understanding. In other words, exactly what are we adjusting with those two options. Please forgive me for my ignorance on these things but we have to start from somewhere. Thanks.
______________________
Mod ..... attached with correct name,also compatible newest mt4
__________________________________________________________________________________________________
Can someone please explain or point to where I can find an explanation of the indicator options, PaFilter and PaCycles for example in the indicator, "Dynamic Zones pa adaptive SMI correct 2.01" posted previously in this thread here:
viewtopic.php?p=1295127752&sid=ba20b04e ... 1295127752
and in the attached indicator by Mladen dynamic_zone_pa_adaptive_rsx_nrp_alerts_lines_divergence_nmc.mq4
Those two options, PaFilter and PaCycles also appear in many adaptive indicators but unless we understand exactly what they do then it would be just speculation to try to use them effectively. Also do these adaptive indicators automatically find the dominant cycle as explained in Elher's Model in the article "Advanced Adaptive Indicators Theory and Implementation": https://www.mql5.com/en/articles/288 and in the attached pdf file Elher's Rocket Science Made Easy?
Or, do we have to adjust the two options, PaFilter and PaCycles by trial and error to get the indicator in sync with the dominant cycle? If so, then how can we go about adjusting those two options to sync with the dominant cycle and do we confirm when it's in sync?
The explanations in the article and pdf file are over my head but I would really like to know what relation PaFilter and PaCycles have to those explanations so I can use them with understanding. In other words, exactly what are we adjusting with those two options. Please forgive me for my ignorance on these things but we have to start from somewhere. Thanks.
______________________
Mod ..... attached with correct name,also compatible newest mt4
__________________________________________________________________________________________________
 Attachments

 Dynamic zone pa adaptive Rsx nrp_alerts_lines_divergence nmc.mq4
 (27.04 KiB) Downloaded 92 times
Re: Adaptive Indicators' PaFilter, PaCycles Options & Dominant Cycle
#68Can't explain it better than Mladen, this is his explanation:::global wrote: ↑Mon Dec 24, 2018 8:21 amHi Mladen, Mr. Tools, Jimmy and All,
Can someone please explain or point to where I can find an explanation of the indicator options, PaFilter and PaCycles for example in the indicator, "Dynamic Zones pa adaptive SMI correct 2.01" posted previously in this thread here:
viewtopic.php?p=1295127752&sid=ba20b04e ... 1295127752
and in the attached indicator by Mladen dynamic_zone_pa_adaptive_rsx_nrp_alerts_lines_divergence_nmc.mq4
Those two options, PaFilter and PaCycles also appear in many adaptive indicators but unless we understand exactly what they do then it would be just speculation to try to use them effectively. Also do these adaptive indicators automatically find the dominant cycle as explained in Elher's Model in the article "Advanced Adaptive Indicators Theory and Implementation": https://www.mql5.com/en/articles/288 and in the attached pdf file Elher's Rocket Science Made Easy?
Or, do we have to adjust the two options, PaFilter and PaCycles by trial and error to get the indicator in sync with the dominant cycle? If so, then how can we go about adjusting those two options to sync with the dominant cycle and do we confirm when it's in sync?
The explanations in the article and pdf file are over my head but I would really like to know what relation PaFilter and PaCycles have to those explanations so I can use them with understanding. In other words, exactly what are we adjusting with those two options. Please forgive me for my ignorance on these things but we have to start from somewhere. Thanks.
dz_pa_rsx.gif
And now the reason for posting at this thread :
John Ehlers made also an indicator called Phase accumulation. I did not find a working version of it for metatrader 4 (the ones I found are with too much deviations from the original, so the usage of those is rather limited) so made one. The idea (in short) is to find how many bars does it take to add up every bars phases and to reach certain cycle (Ehlers uses only 1 full cycle but I decided to make it as a parameter where you can choose for how many cycles do you want to check the phases for  the "why" I did it will be explained later)
So, the way it is calculated, it gives a kind of a "perfect" period that should be applied to some indicator. And now the "why" variable cycles parameter : if we test just 1 full cycle then the speed of an indicator can not be changed (it will depend solely on data) and that way some indicators that could use this way of calculating periods could not benefit from it : averages, MACD, and so on ... But with variable cycles they become "controllable" and in that way, much more usable. So here are two offsprings of the Phase accumulation : Phase accumulation EMA (so adaptive) and Phase accumulation MACD (adaptive again). On the picture : Half cycle EMA and full cycle EMA, and the same cycles MACD
PS: Ehlers uses default value 7 for filter (smoothing) but I decided to set it to no smoothing (when filter is set to 1 or less there is no smoothing)) in order to make it clearer what exactly does the Phase accumulation do
And more from him
Theory :
The Hilbert Transform itself, is an allpass filter used in digital signal processing. By using present and prior price differences, and some feedback, price values are split into their complex number components of real (inPhase) and imaginary (quadrature) parts.
This version :
We are using the Hilbert transform in a phase accumulation mode in order to calculate how many bars are needed to accumulate enough one bar "inPhases" to reach the desired cycle. That way it adjusts / adapts to the market conditions. As such you can not adjust the parameters to get a "classical" counterpart  simply it is not going to be as anything based on fixed periods and one should forget classical periods term for this one and get used to the cycles term
Re: Adaptive Indicators' PaFilter, PaCycles Options & Dominant Cycle
#69Thank you very much Mr. Tools for your quick response. I will study what you wrote and try my best to assimilate it. Thanks again.
Re: Indicators by William Blau
#70The answer for you how to use it is on slide 28/29 of the pdf. The osci period should have 1/2*dominant cycle to be in phase, so set PAcycle to 0.5 for scalping/swing trading, 1 to 2 for trend tranding. Maybe use 2 instances with different cycles for better riding the momentum.MATLABdocumentation: HilbertTransformation returns a complex helical sequence, sometimes called the analytic signal, from a real data sequence.
The analytic signal x = xr + jxi has a real part, xr, which is the original data, and an imaginary part, xi, which contains the Hilbert transform. The imaginary part is a version of the original real sequence with a 90° phase shift. Sines are therefore transformed to cosines, and conversely, cosines are transformed to sines. The Hilberttransformed series has the same amplitude and frequency content as the original sequence. The transform includes phase information that depends on the phase of the original.
The Hilbert transform is useful in calculating instantaneous attributes of a time series, especially the amplitude and the frequency. The instantaneous amplitude is the amplitude of the complex Hilbert transform; the instantaneous frequency is the time rate of change of the instantaneous phase angle. For a pure sinusoid, the instantaneous amplitude and frequency are constant. The instantaneous phase, however, is a sawtooth, reflecting how the local phase angle varies linearly over a single cycle. For mixtures of sinusoids, the attributes are short term, or local, averages spanning no more than two or three points.