All John Ehlers Indicators... - page 49

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sohocool:
Hi Mladen,

Many thanks for your adaptive super smoother

I noticed that you changed into super smoother b1 line :180 by Pi.

So,i tried to modify this line,to check, but the indicators does not work ,with period variable ,only period =10 , 20 ,40 .

I do not understand why ???

sohocool,

In the original tradestation code they use 180 in the call to Cosine() function when they calculate b1. What you have to know is that Cosine() for tradestation works using degrees while MathCos() for metatrader uses radians. That is why the 180 needed to be replaced by Pi in metatrader version - to make them equal. It is simply a compatibility issue of the two trading platforms that do not work the same way in same named functions

 

Many thanks Mladen,

I plane to code dema with the alpha of swiss Army Knife :

alpha = (Cosine(360/Period) + Sine(360/Period) - 1) / Cosine(360/Period);

Must i change 360 by 2*PI ???

 
sohocool:
Many thanks Mladen,

I plane to code dema with the alpha of swiss Army Knife :

alpha = (Cosine(360/Period) + Sine(360/Period) - 1) / Cosine(360/Period);

Must i change 360 by 2*PI ???

In short : yes (in metatrader)

 
mladen:
sohocool

Thanks to you too for that idea and implementation

______________________

Actually I was thinking the other direction now (I mean regarding macd). What occurred to me is that the calculation length of super smoother does not have to be an integer value. And when I see a smoother / average / filter that allows a fractional length for calculation, an alarm bell rings and tells "adapting"

So here is an adaptive version of super smoother with a fractional length for calculation. At a first glance it seems like an improvement compared to "non-adaptive" version, but, as usual, please whoever uses it do some testing before using either of the 2. I am a freak when it comes to adaptive indicators (in my opinion they always beat the non-adaptive ones) but it probably depends on preferences and trading style

Mladen

Would it be possible for you to make good old adx indicator (attached) using latest super smoother ?

Thanks in advance

secretcode

Files:
wilders_dmi_book.mq4  5 kb
 
mrtools:
Secretcode made this one.

Thank you so much Mrtools for super smoother DMI indicator

Best wishes

secretcode

 

It is not widely known that John Ehlers' RSI smoothed uses 4 period TMA (the regular triangular moving average, not the centered one) for smoothing (what he calls a FIR filter in the document where he describes it). This version replaces that smoothing type with a super smoother (again one of the John Ehlers' ones, so it is "all John Ehlers" indicator again

The bigest difference in smoothing is that you can chose the smoothing length too in this one, so it is even more flexible as far as the usage of it is concerned. If you wish to turn the smoothing off, set the SmoothLength to <=1. If you compare it to regular RSI even with the smoothing turned off, they are not the same since the calculations are not the same. Attaching the document explaining how exactly smoothed RSI is calculated and how John Ehlers intended it to be used

 
mladen:
And a super smoother macd (once when the super smoother is made as function it is easy to make a macd out of it) This one has even the signal line calculated as super smoother

Hi mladen,

Can you add an alert to the super smoother macd.mq4 indicator ?

Thanks

All the best

Xard777

 

what's the matter Xard...your system is not working any more???!

xard777:
Hi mladen,

Can you add an alert to the super smoother macd.mq4 indicator ?

Thanks

All the best

Xard777
 
xard777:
Hi mladen,

Can you add an alert to the super smoother macd.mq4 indicator ?

Thanks

All the best

Xard777

Hi Xard777,

Added the alerts, and congrats on being a grandfather, am one twice over and its way cool

 
Pava:
what's the matter Xard...your system is not working any more???!

My system is working fine... thanks for asking. MACD is a main part of my system and I like the upgrades that mladen and mrtools have offered on this forum.

Thanks again mladen and mrtools... you guys rock.

All the best

Xard777

Files:
xard777.png  106 kb
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