Re: Moving Average indicators for MT4

1421
Hi MrTools

I'm doing some testing with this awesome ma, its looking great. However, the buffers are frustrating as there are over a dozen being populated. I've painted them all but its not clear and I think there is a combination of buffers I need for a given direction. Would you be able to let me know which are the buy/neutral/sell buffers please?

Thanks so much!

Mark


Re: Moving Average indicators for MT4

1422
Did a quick experiment with step averages. Average true range has been commonly used in a lot of indicators to filter out signals. In this version some other volatility metrics are tried out with ATR. So it has four step models as below:-
Model 1 is simply using ATR.
Model 2 is using ATR scaled by Standard deviation.
Model 3 is using ATR scaled by VHF.
Model 4 is using ATR scaled by MAE(Mean absolute error).

Its a very rough estimate as from my little understanding scaling is changing something with respect to something. As I learn more there may be improvements.
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Re: Moving Average indicators for MT4

1423
Darks wrote: Sat Oct 31, 2020 12:53 am Did a quick experiment with step averages. Average true range has been commonly used in a lot of indicators to filter out signals. In this version some other volatility metrics are tried out with ATR. So it has four step models as below:-
Model 1 is simply using ATR.
Model 2 is using ATR scaled by Standard deviation.
Model 3 is using ATR scaled by VHF.
Model 4 is using ATR scaled by MAE(Mean absolute error).
Its a very rough estimate as from my little understanding scaling is changing something with respect to something. As I learn more there may be improvements.
Very interesting - hope to see more of this.
Maybe you want to talk to Mladen about the mathematical intricacies of your new approach - he's the man who knows it all.
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Darks

Re: Moving Average indicators for MT4

1424
Darks wrote: Sat Oct 31, 2020 12:53 am Did a quick experiment with step averages.
Very cool experiment.

Hope to see more on this Darks, thank you for posting your great stuff.

Here, i'll repost Mladen's post for your from FF regarding his experiment too. Hope it helps your experiments Darks👌
mladen
Some more fooling around
___________________________

There is an eternal need to filter out the false signals. Numerous methods have been tested and tried and some are working better and some are working worse. Some can be applied to more things some are specialized.

One method used is the "stepping" :

  • step averages
  • step stochastic
  • step rsi ...

just to name some that were made to work using that method. But all those have one thing in common : you can not apply the same method used for average to stochastic, or rsi, or vice versa. They are, more or less very specialized (methods wise and input parameters values wise too)

Here is a new method that does not need anything of that. It requires only 2 parameters :

  • the window (which is the window that is taken for samples that are used to determine the step)
  • the sensitivity (the bigger the number, the less sensitive it is - smaller sensitivity values are producing values closer to original values). Less than 0 or equal to 0 means no "stepping"

There are two methods :

  • one is "crude" - very step like
  • one (the default) is producing much smoother values

Used wpr, rsi, atr, standard deviation, momentum, average (the 4 basic types) just as a test for using same parameters for very different range of values and types of indicators. Example bellow using same parameters (except for the indicator type, of course)

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Re: Moving Average indicators for MT4

1425
Darks wrote: Fri Oct 09, 2020 2:41 am Did a slight modification to the vaMA indicator. Now instead of using EMA for smoothing it is using Jurik smoothing.
Hi, first of all ive got to say that I like your modified Jurik VAMA, could you explain what these settings do?


Anyway I wanted to ask if you would be so kind as to add Alarms + Arrows (MTF would be the cherry on top)
Thanks in advance

ps. a little snippet of information that I found useful for myself while researching your indicator

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ChuChu Rocket


Re: Moving Average indicators for MT4

1426
Patrick K wrote: Sat Oct 31, 2020 10:20 pm

Hi, first of all ive got to say that I like your modified Jurik VAMA, could you explain what these settings do?

Anyway I wanted to ask if you would be so kind as to add Alarms + Arrows (MTF would be the cherry on top)
Thanks in advance

ps. a little snippet of information that I found useful for myself while researching your indicator
I believe phase ranges from -100 to 100 (slow to fast) effecting the JMA speed.
Step size provides a threshold for a change to happen thus filtering signals.
As for MTF & alerts, they will be added.
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Patrick K

Re: Moving Average indicators for MT4

1428
Darks wrote: Sun Nov 01, 2020 1:49 am
I believe phase ranges from -100 to 100 (slow to fast) effecting the JMA speed.
Step size provides a threshold for a change to happen thus filtering signals.
As for MTF & alerts, they will be added.
This version has MTF & alerts.
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josi, rudiarius, rosalieone, Fractlr, pipsquirrel, Patrick K, mades, Jackson Doh, RodrigoRT7


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