Elite indicators :) - page 127

 

...

biddick,

The middle one is a 14 period JMA smoothed RSI (not sure which version of JMA is that, by the looks of it it seems to be the startlight version) The reason for 'cutting of" some peaks is exactly the smoothing that is applied to RSI - it will always cut the of in times of very fast changes. I do not know igorads version of RSX, but will try it out (but from the name of it, I think it is not RSX either)

As of phase : there is no phase in the RSX calculation. "Phase" is characteristic to JMA only. As I explained in one of the previous posts, RSX is not a RSI of a smoother price nor is it a smoothing of an RSI, but rather a smoother RSI (RSX is a completely different way of calculation).

regards

mladen

biddick:
Mladen ,

Three different RSX and three different view The top one is yours , second one is coded by unknown author, third one is Igorad version.

Some times I really like the middle one , beacuse it doesnt jump up and down in the strong trend phase and I dont know the coding reason https://www.mql5.com/en/forum/174980/page20 ?

Is there any reason you have not included phase ratio in your RSX calculation?
 

SSRC-nrp

Dear Mladen,

in the appendix of this post, you will find the SSRC indicator. This indicator is a part in one of my trading strategy. My problem is, after restart he shows a little bit corrected results (The MA corrected two or three candles in the past and so he looks like faster). I`am not shure, if this is a safe indicator for me. Please, can you take a look inside. I`ve seen in the past you have build non-repainting indicators, but also I know, it is not possible to do this with every indicator. Maybe here it`s possible.

Thanks for your effort.

Patona

Files:
ssrc.mq4  8 kb
 

ScaffTrendCycle

Hi Mladen,

I just received an article from another trader in which Prof. Brian Twomey published his results with the STC. You may already have seen the article, but I attach it here for your perusal and comments please.

It was published in the April 2010 edition of Stocks & Commodities.

What I find very interesting, is the cycle that he recommends not to mention the 2nd setting.

Looking forward to hearing from you.

Sorry, but the files do not want to upload. I have tried everything. Will try later again.

 
ValeoFX:
Hi Mladen,

I just received an article from another trader in which Prof. Brian Twomey published his results with the STC. You may already have seen the article, but I attach it here for your perusal and comments please.

It was published in the April 2010 edition of Stocks & Commodities.

What I find very interesting, is the cycle that he recommends not to mention the 2nd setting.

Looking forward to hearing from you.

Sorry, but the files do not want to upload. I have tried everything. Will try later again.

Would be very interested in reading.

Can you perhaps upload it somewhere else (depositfiles.com, mediafire.com)...?

Cheers, Snow

 

patona,

It looks like a Spearman rank correlation and centered triangular ma combination. Will take a closer look (since Bookkeeper and rosh are "having their fingers" in it, it is worth of closer examination ) and will get back with results

ValeoFX,

I did not read the article. I agree woth Snowski that it would be an interesting reading (the more information we get, the more we can learn)

regards

mladen

 

Loading file..

The file downloads completely, but the last action for it to be displayed, fails.

I will try another method guys as I am as "anxious" to have Mladen review the article as you Snow.

Best wishes.

 

ValeoFX

Upload it to rapidshare (here : RapidShare: 1-CLICK Web hosting - Easy Filehosting ) and then post a link to that upload. Just use some cryptic name for the upload. Then, we shall somehow transfer it here for the rest of the members. OK?

regards

mladen

ValeoFX:
The file downloads completely, but the last action for it to be displayed, fails.

I will try another method guys as I am as "anxious" to have Mladen review the article as you Snow.

Best wishes.
 

I dont know if it is the same ,but here is the article. RapidShare: 1-CLICK Web hosting - Easy Filehosting

In some platforms visiually Polarized Fractal Efficiency and STC look very similar.

 

I think it is the one

And here is the comparison of metatrader version we are using (the one that is made after the Doug Schaff original version) and the one that is described in the document

so, with minor difference that comes from rounding 5 digit data to 4 digits, "it is it"

Also, there is a couple of errors in the tradestation code from the document (I am not sure if it came from document conversion to my version of office document) . On a couple of places regular brackets are used and square brackets should be used and a declaration of one variable is missing. The code for the _SchaffTCfunction should be like this

Inputs: TCLen(NumericSimple), MA1(NumericSimple), MA2 (NumericSimple);

Variables: XMAC(0), Frac1(0), PF(0), PFF(0), Frac2(0), Factor(.5);

{Calculate a MACD Line}

XMAC=MACD (c,MA1,MA2);

{1st Stochastic: Calculate Stochastic of a MACD}

Value1=Lowest (XMAC,TCLen);

Value2=Highest (XMAC,TCLen) - Value1;

{%Fast K of MACD}

Frac1=IFF(Value2 > 0, ((XMAC-Value1)/Value2) * 100,Frac1[1]);

{Smoothed Calculation for % Fast D of MACD}

PF=IFF(CurrentBar <=1,Frac1,PF[1] + (Factor * (Frac1-PF[1])));

{2nd Stochastic: DCalculate Stochastic of smoothed Percent Fast D, 'PF', above}

Value3=Lowest(PF,TCLen);

Value4=Highest(PF,TCLen)-Value3;

{% of Fast K of PF}

FRAC2=IFF(Value4 > 0,((PF - Value3)/Value4) * 100,Frac2[1]);

{Smoothed Calculation for %Fast D of PF}

PFF=IFF(CurrentBar<=1,Frac2,PFF[1] +(Factor * (Frac2-PFF[1])));

{The STC Function is the % Fast D of PF}

_SchaffTC=PFF;
PS: attached the converted document here too

regards

mladen

biddick:
I dont know if it is the same ,but here is the article. RapidShare: 1-CLICK Web hosting - Easy Filehosting
 

I think, we see new smoothing techniques (Jurik and Ehlers work) and some indicator combinations in the 90's and begining of 2000's for the technical indicators.So what is new for the technical indicators Mladen ? By the way I like some of Igorad Polyfit indicators.