Adaptive lookback indicators - page 14
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this is amazing work, again...
2 things that bug me a little about this indi:
- the slight repainting (but not like other noncausal indi's)
maybe you can add the "all averages" smoothers on there so it can be smoothed in whatever way anyone sees fit?
- these saw tooth patterns once in a while: do they come from the sudden change in the Swing value?Mr M have watched those saw tooths for quite awhile, best i can figure is it is from the swing values but have noticed Mladens Tma assymetrical bands does something similar buts its more of a peak and valley, but on these alb bands seems to for the most part happen on pull backs from original trend,check out the vertical dashed lines are where the saw tooths are happening. As far as smoothing have you tried the jurik ones posted on that same post, added jurik to the range calculation
Those are the traps of integer values used in calculation ...
Alb returns periods as integers and triangular MA calculation part also can use only whole numbers in calculation (it is strictly "number of bars" based) so when alb period changes suddenly all of a sudden and when there is a high volatility there is a significant change in value (triangular MA does not inherit previous values of it's own (like EMA for example) but calculates values strictly from data)
Hence the bumps. It seems that the only solution for bumps is to additionally smooth resulting values, so this one does it (I modified the "basic" one this time). Try it out. It is still not perfect, but it does iron mos of the bumps with default smoothing length (the biggest bumps can be smoothed only with longer smoothing lengths and i think it would add lag)
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As of recalculating : just to remind that it is a centered TMA (very similar in values and behavior to SSA - last HalfLegth bars are a subject of change, and even though you can not see the HalfLength from parameters it is determined by alb and can be a subject of recalculation)
regards
Mladen
this is amazing work, again...
2 things that bug me a little about this indi:
- the slight repainting (but not like other noncausal indi's)
maybe you can add the "all averages" smoothers on there so it can be smoothed in whatever way anyone sees fit?
- these saw tooth patterns once in a while: do they come from the sudden change in the Swing value?MrM, Do you have the matlab code yet?Also do you have the full matlab code of HVD?(although I have not used matlab before I have been told that the matlab code of HVD is incomplete in the link that you provided http://hitech.technion.ac.il/feldman/HVD.html) Many thanks.
I'm afraid not.. the disc at the patent office was corrupted, and they couldn't copy it. It also included another cd-r, I ordered that one, still waiting but when I get it I will post it. For the really good coders: you can simply take the math from this paper and turn it into mql4 (good luck with that...).
Those are the traps of integer values used in calculation ...
Alb returns periods as integers and triangular MA calculation part also can use only whole numbers in calculation (it is strictly "number of bars" based) so when alb period changes suddenly all of a sudden and when there is a high volatility there is a significant change in value (triangular MA does not inherit previous values of it's own (like EMA for example) but calculates values strictly from data)
Hence the bumps. It seems that the only solution for bumps is to additionally smooth resulting values, so this one does it (I modified the "basic" one this time). Try it out. It is still not perfect, but it does iron mos of the bumps with default smoothing length (the biggest bumps can be smoothed only with longer smoothing lengths and i think it would add lag)
___________________________
As of recalculating : just to remind that it is a centered TMA (very similar in values and behavior to SSA - last HalfLegth bars are a subject of change, and even though you can not see the HalfLength from parameters it is determined by alb and can be a subject of recalculation)
regards
MladenHow about end-pointing it and then smoothing that version with some filter? I put an SMA 1 (orange) on top of the alb - TriangularMA price zone mtf & alerts, (blue) to show what it would look like: the live chart start to the right of the vertical line and it's still more than decent. There's no point in smoothing it before end-pointing it...
How about end-pointing it and then smoothing that version with some filter? I put an SMA 1 (orange) on top of the alb - TriangularMA price zone mtf & alerts, (blue) to show what it would look like: the live chart start to the right of the vertical line and it's still more than decent. There's no point in smoothing it before end-pointing it...
MrM
This post is going to answer your question but I think it will answer some more (unasked by you or by anybody else so far, for which I thank all of you) questions too ...
I guess that you all know that a couple of days ago I posted the end-point SSA at the public thread. I assume that some of you guys were even angry at me why I did not post it here (in the advanced elite section) instead of posting it in the public section. Apart from the reasons stated at that post, will add some more arguments why I posted it there but also why am I posting this post here and not at the public section.
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For start : I already told over and over that centered triangular moving average and SSA are surprisingly similar in values (surprisingly because the math is completely different) Here is a comparison of a Lag 25, 1 computation SSA (blue) and 25 HalfLength centered triangular MA (orange)As you can see only the last (extrapolated in TMA and last LAG bars in SSA) differ slightly but with time they tend to equalize. For every additional computation of SSA it is rather easy to to get the very similar TMA (for 2 computations simply divide SSA Lag by 2 and apply it to centered TMA and there you go). Now, you may be wondering why am I talking so much about similarities of SSA ant centered TMA. Here is the reason - here is how end-point centered triangular moving average (blue) looks like compared to centered triangular MA (orange)Before I make a POINT here is some more explanationAs you know, end-pointing is rather a simple idea : for indicators that use future values in calculation we extract a "window" of data from the data we want to calculated end-point of, calculate it (by windowing we made sure that future data is not available to calculation) and use only the last value as a value of indicator, and that way we ensure it is causal (non-repainting, non-recalculating, whichever expression one likes more in this case - I think that repainting is a coding error and that is why I use recalculating for correctly coded indicators)
And in the end : the POINT. On the upper picture red line is the end-point version of centered triangular moving average. But, I did not make a new indicator, nor did I use some indicator made specially for that. That indicator is usually called linear weighted moving average (LWMA) and it is the centered triangular moving average end-pointed. Just add 1 to half length use it as LWMA length and you got it. Observe the rightmost value and you will see that they are the same (in data window you might get a difference that comes out from different precision, but rounded to 4 digits they are the same)
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Now I hope you know the answer why I posted the end-point SSA where I posted it. They differ, but not too much. But I also thought that this (the little secret) should be told here. They are not the same (due to different ways how the rightmost values are calculated) but are similar (as are TMA and SSA - not as much as when they "stabilize", but they are) Here is the comparison of end-point SSA and end-point centered TMA (so LWMA)I do not know the state of end-point FFT (working on it in these days, but still have some issues that needs to be solved) but somehow I do not expect too much from it either. As useful as the original tools are, the end-point (in this case at least) is not exactly what we were expecting____________________________
Now I hope that all of you reading this will understand why I post this post here. In one PM to MrM I told him that I think that learning process is far more valuable than the result itself. This time I decided to share what I have learn so far about this issue, but I decided to share it only here (I leave the myths to myths, but i think that here we do not need so many myths)
regards
Mladen
Now I hope that all of you reading this will understand why I post this post here. In one PM to MrM I told him that I think that learning process is far more valuable than the result itself. This time I decided to share what I have learn so far about this issue, but I decided to share it only here (I leave the myths to myths, but i think that here we do not need so many myths)
Well.. for me the goal of the learning process is not to enjoy the learning process, but to -finally after X years- get results. Although I do enjoy learning new techniques and approaches very much... But LWMA is one of the standard settings of the basic moving average indicator in MT4
... It's like I'm going backwards, not forwards...
This also reminds me of all the fuss about the Hodrick-Prescott Filter and also about a certain forexfactory thread started by a certain Englishman... Next hype I'm going to tattoo this on my hands: "If it looks too good to be true..."
That is the problem with myths - they usually are not based on facts but something else. We (people) tend to look at them (myths) and since we have a need to believe we almost always choose to believe - at least till we are proven differently
It reminded me about the hype with the so called "tic-tac's end-point fft" - even when I posted that Dennis Meyers, who invented it, did not get good results with it, it seemed as it was useless to post that : the myth sounded better
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But it is not just things like end-pointing : take a look at this in case you missed it https://www.mql5.com/en/forum/180154 - it is even better
You must admit that it was done elegantly. I guess that "speedo"-meter does not warn that there is no acceleration in singularity
Umbrella drinks
You must admit that it was done elegantly. I guess that "speedo"-meter does not warn that there is no acceleration in singularity
Mladen,
It was done so elegantly that it astonished both UK university professors and Jamaican Umbrella drinkers(Tools,join the party ) into obviating the singularity acceleration created by male testosterone multiplied by the cosine of the number of Daiquiris drank on the beach... with the goal of convoluting the hard string theory into the non linear curvatures of the female body ,and ,for spanish speakers,enjoying their thetas;)...Well,Mr Bean may have a different taste of curvatures,as shown by his tacky choice of swimming gear,but so what?He was a genius,or so he tried to imply ...as shown by his non linear vortex indicator based on game theory and biased to the trend of the day
...BTW,I am not so sure he is Mr Bean...Mr Bean was both more intelligent and easier to trick into a trap,I think the one we have here is just a wannabe ,but he may be of the same species....
For the rest of readers,this is a private joke among Tools,Mladen and myself,so,do not even try to understand it,just enjoy the party atmosphere and the related productivity increase that hopefully will materialize soon
...Hahahaha,Mladen and Tools are going to kill me,I will seek refuge in a
Caribbean Island.
S