Re: Various Indicators - (MT5)

223
mrtools wrote: Sat Jun 05, 2021 3:17 am Added everything but the prices (not sure about that one yet)
Image
Dear Mr Tools, this indicator works visually but in the data windows, it shows the same value irrespective of the colour of the bars on the histogram. Are you able to double-check on your end, please? I am having issues with rendering indicators in MTF mode lately, so I am not sure if this is a local problem on my MTF.

Re: Various Indicators - (MT5)

224
xpf2003 wrote: Sun Oct 09, 2022 9:54 pm Dear Mr Tools, this indicator works visually but in the data windows, it shows the same value irrespective of the colour of the bars on the histogram. Are you able to double-check on your end, please? I am having issues with rendering indicators in MTF mode lately, so I am not sure if this is a local problem on my MTF.
Not completely sure but think on a 0 to 1 histogram don't think the values will show in the data window. About the mtf on mt5 seems to only work when the market is open, on my mt5 have crypto which is open on the weekends so am able to test mtf on them.

Re: Various Indicators - (MT5)

225
mrtools wrote: Mon Oct 10, 2022 12:39 pm Not completely sure but think on a 0 to 1 histogram don't think the values will show in the data window. About the mtf on mt5 seems to only work when the market is open, on my mt5 have crypto which is open on the weekends so am able to test mtf on them.
Thanks about the mtf top.

About the histogram - I am trying to use it from an EA. Are you able to add another buffer perhaps that will tell me that the histogram colour has changed?


Re: Various Indicators - (MT5)

228
From Mladen Rakic:

The Hurst Exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series, and the rate at which these decrease as the lag between pairs of values increases. Studies involving the Hurst exponent were originally developed in hydrology for the practical matter of determining optimum dam sizing for the Nile river's volatile rain and drought conditions that had been observed over a long period of time. The name "Hurst exponent", or "Hurst coefficient", derives from Harold Edwin Hurst (1880 - 1978), who was the lead researcher in these studies; the use of the standard notation H for the coefficient relates to his name also.

The Hurst exponent is referred to as the "index of dependence" or "index of long-range dependence". It quantifies the relative tendency of a time series either to regress strongly to the mean or to cluster in a direction.

* A value of H in the range 0.5 - 1 indicates a time series with long-term positive autocorrelation, meaning both that a high value in the series will probably be followed by another high value and that the values a long time into the future will also tend to be high.

* A value of H in the range 0 - 0.5 indicates a time series with long-term switching between high and low values in adjacent pairs, meaning that a single high value will probably be followed by a low value and that the value after that will tend to be high, with this tendency to switch between high and low values lasting a long time into the future.

* A value of H = 0.5 can indicate a completely uncorrelated series, but in fact it is the value applicable to series for which the autocorrelations at small time lags can be positive or negative but where the absolute values of the autocorrelations decay exponentially quickly to zero. This in contrast to the typically power law decay for the 0.5 < H < 1 and 0 < H < 0.5 cases.

ps) the version with (opt) is the latest optimized version.
These users thanked the author mrtools for the post (total 2):
Chickenspicy, nathanvbasko


Who is online

Users browsing this forum: No registered users and 10 guests