Composite Fractal Behavior and its aplications - page 19
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Lognormal composite fractal behavior (cfb) updated version : cfb_norm_-_log_nmc.mq4
Original (with detailed description) posted here : https://www.mql5.com/en/forum/179686
A variation
Simba mentioned lognormal, so I decided to make a little experiment
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This one is a variation to a sigmoidal version but the difference is that it does not use zero mean calculation of a value but a simple logarithm of a cfb value. Results are interesting. If a regular "logistic" sigmoidal normalization formula is used, than, since cfb values are > 0, it leaves a gap in the range of 0 to 0.5. But, with a simple little trick by applying hyperbolic formula, it is shifted down, and it becomes "usable" for the purpose.
Problem to solve : cfb values in the range of 0 to +1 (they are rare, but can happen) are causing negative logarithm values which can, in some cases, cause huge deformations, Cfb values > 1 are treated rather correctly and the slope is preserved in much more cases than the zero mean or original sigmoidal way
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PS: just realized that the cfb values of 0 to +1 will produce values that converge to 0 in the hyperbolic version of calculation, so, that problem does not exist. This one is definitely a good candidate to use in adaptive indicators
Updated version posted here : https://www.mql5.com/en/forum/179686
Composite fractal behavior adaptive velocity updated (code is updated, but also is is using the updated cfb - the cfb nmc indicator from this post https://www.mql5.com/en/forum/179686/page13 which you need for this indicator to adapt) : velocity_cfb_adaptive_nmc.mq4
Originally it was posted here : https://www.mql5.com/en/forum/179686
Velocity cfb adaptive
Well, continuing here too
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Velocity that uses cfb for changing / adapting it's length. The velocity itself is a smoothed momentum indicator and can be used as a signal indicator (a clear "zero cross" signal is rather good) Cfb adaptive has a goal of getting those zero crosses faster than the regular velocity
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Attaching here the velocity indicator itself (this is a bit different variation of it) and a comparison of velocity to momentum indicator :The "cfb adaptive" differs in one essential parameter : it does not have a Length parameter but it rather has a LowLimit and HighLimit. It means that the length will vary between LowLimit and HighLimit depending on the current state of the cfb used for it.
Here is a comparison of a regular 30,5,Close velocity and a 20,40,5,Close (the rest is default) adaptive velocity (as a case when we can "compare" the 2). From even a quick look, we can conclude 2 things : 1- it is not a "middle of the range" case (just see the differences) and 2 - in some situations it gives dramatically faster crosses.PS: this indicator needs the cfb indicator from the first post in order to work
Updated version posted here : https://www.mql5.com/en/forum/179686
Composite Fractal Behavior mtf version updated for a new metatrader 4 : cfb_mtf_nmc.mq4
Originally it was posted here : https://www.mql5.com/en/forum/179686/page2
...
trendick,
As any good discussion (and I mean discussion not "discussion") some fruits must come from it. One more : multi time frame version of CFB. Try it out.Just one additional parameter : Interpolate - to interpolate or not to interpolate the mtf
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Updated version posted here : https://www.mql5.com/en/forum/179686
regards
mladen
Composite fractal behavior channel new with updated to avoid one compiling warning : cfb_channel_new_nmc.mq4
Original was posted here : https://www.mql5.com/en/forum/179686/page2
New metatrader 4 versions of cfb and cfb channel
These versions are lighter on your PC (since they are single instance indicators now - you will notice the difference on time frame or symbols change especially) and are somewhat simplified as far as code is concerned. Also, implicit "infinite length stochastic" is removed from this version of the cfb channel indicator (and all the pitfalls that come with "infinite length stochastic" are removed that way)
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Updated cfb channel posted here : https://www.mql5.com/en/forum/179686
Composite fractal behavior channel new - separate window, also updated : cfb_channel_new_-_separate_nmc.mq4
Original was posted here : https://www.mql5.com/en/forum/179686/page3
And this one is asked for by Flytox at this post : https://www.mql5.com/en/forum/179807/page39 but I am posting it here since it belongs to the cfb family of indicators
It is the "separate" window version with zero binding and oscillator normalization option. Here is how it compares to regular cfb channel
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Updated version posted here : https://www.mql5.com/en/forum/179686