Requests & Ideas - page 104

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yes ... may be ...

but advanced elite section is small one compare with simple elite.

And there are not so many advanced elite EA for now.

 

Immediate Entry & Immediate Trailing EA

Apologies if this has already been asked somewhere, but this site is so large i could spend weeks reading it!

I'm looking for an EA with the following characteristics:

1) Enters trades immediately, along the lines of Alejandro Galino's Multi Lot Scalper (although i'm not really interested in multi lots). Not randomly, but the criteria for entering trades isn't complicated eg maybe whichever way an MA is going.

2) Has a trailing stop feature that allows you to specifiy when to start trailing eg if i have a TS of 40 and i specify a start trail of 10, that means the EA will begin trailing at 10 pips profit, not wait until it reaches 40 pips profit. So if i have a SL of -60, and my trail starts at 10 with a TS of 40, when i reach 10 pips of profit my SL moves to -30. EDIT: I realise this isn't immediate trailing like i mentioned in the title of this post, but i made a mistake there and don't think i can change the title now.

3) Has no restrictions on timeframe.

4) Has a maximum spread allowed parameter. This is almost standard these days, so i don't expect it's a big ask.

5) Allows you to specify a TP and SL.

6) Has money management.

Hope someone can help!

 

smoothed klinger oscillator...

Hi Mladen,

I was wondering if could be possible to convert this indicator XKVO - MQL5 Code Base from mq5 to mq4.

Thanks in advance if you will find the time.

Best Regards

 

brax

Here you go You will notice that it uses only non-adaptive indicators (the ones that I call a "single parameter" averages) and I would like to explain why (it will take some time though ).

First I will start from metatrader 5 and some comparison : on this picture the upper macd is the macd of volumes (xkvol indicator) using "jurik" smoothing. And ,on a first glance, everything is just fine.

Well, it would be if there was not that other instance of the same indicator using T3 instead. And there comes the problem : "Jurik" moving average should not give results that are an imitation of T3 (even more on the example, T3 is faster than "Jurik" example !!!). Jurik moving average is an adaptive moving average T3 is not. The fact that the results are so similar shows just one thing : that something is wrong with that "Jurik" smoothing (it is not adapting at all, for one). On a long calculating periods adaptive moving average should always be much faster on sudden smoothing values change from a non-adaptive one, and, in this example the changes are as fast as it gets (from one bar to another it changes from +x to -x (and vice versa) without any intermediate step at all) and thus difference should be big.

And that speed makes adaptive averages "not good" for macd calculation : the nature of macd is that it counts on the lag of averages in order to avoid whipsaws and to calculate a "trend" having a lag counted in too. If lag is avoided, macd will not give reasonable trends (try it out with kama and ama (which are known for a long time and there is no coding mystery in them) in xrvol indicator and you will see what I mean - those result seem meaningless until you remember that kama and ama are adaptive).

So, if the "jurik" is coded as it should, than it should look something like this

As you can see, a proper adaptive indicator again gives meaningless macd in this case of very fast "volumes" sign change. Since I am not going to seek what is wrong with Kositsin's "jurik' (he tends to write overcomplicated code, and in metatrader 5 he does it even more - I think he should revise his code not me), I decided to leave jurik out of this. Added T3 (since it is a non-adaptive as I explained and since it gives interesting results as far as this indicator is concerned) The rest of possible moving averages is our standard 17 types of averages (not going to list them again in this already lengthy post) Just attaching an example of T3 version (MaMode set to 17)

Hope you don't mind the lengthy post

regards

Mladen

brax64:
Hi Mladen,

I was wondering if could be possible to convert this indicator XKVO - MQL5 Code Base from mq5 to mq4.

Thanks in advance if you will find the time.

Best Regards
 

macd of volume

You could use your "Jurik filter simple 1", and not Jurik made by Kositsin's.

jurik_filter_simple_1.mq4

 

Hi Mladen,

Thanks a lot for your always priceless explanations, I really like to hear your point of view; constantly supported by sound evidences!! So no worries about " lengthy post..."

Again your job here for the all community it's simply amazing, my deep appreciation and gratitude to you!

Best Regards and ... happy Halloween !!

mladen:
brax

Here you go You will notice that it uses only non-adaptive indicators (the ones that I call a "single parameter" averages) and I would like to explain why (it will take some time though ).

.......

......

Hope you don't mind the lengthy post

regards

Mladen
 
bebeshel:
You could use your "Jurik filter simple 1", and not Jurik made by Kositsin's. jurik_filter_simple_1.mq4

Please read Mladen's post again. To make it easier, and please understand Jurik filter simple 1 is adaptive like he said below :::::

And that speed makes adaptive averages "not good" for macd calculation : the nature of macd is that it counts on the lag of averages in order to avoid whipsaws and to calculate a "trend" having a lag counted in too. If lag is avoided, macd will not give reasonable trends (try it out with kama and ama (which are known for a long time and there is no coding mystery in them) in xrvol indicator and you will see what I mean - those result seem meaningless until you remember that kama and ama are adaptive).
 

corrrelation tool

couldn't find what I was looking for

cobbled the attached together

hopefully someone else can use them

most all the heavy lifting by mladen - since others repost malden's work, I hope this is OK

seems mladen actually encourages programming development - speaking of that, I have sure learned a lot from his creative and elegant constructs...so, hat tip and huzzah to mladen

not a programmer; so, standard disclaimers apply (error checking, some extra nice features and so forth are just not there)

corr_matrix displays the correlation of all symbols to one another for a given timeframe, periods and correlation threshold

corr_short_long displays the correlation of all symbols to one another for TWO given timeframes, periods and correlation thresholds

only recalcs on change of bar - so put it on M1 if you want frequent updates

hits the CPU pretty hard so watch out (I've seen it take several seconds on a server-class box but have not timed it extensively)

this is an EA not and indicator - so, put it in the correct folder

good luck

 

Hi Mr Mladen,

as usual i like your MA multipass filter and wonder if it is possible to have a Filter pass parameter on the attached indicator, this is a tough tracker and might be very quick.

Many

 

Flytox

At first I thought to answer that it can not be done (will explain a bit later why). And then I decided to give it a try to see what results can we get from what we can use for multi pass. And it is not a bad result and that is why I decided to post it here. Here is a comparison of 1,2,3,4 and 5 passes

For practical reasons limited the number of passes to 20 (it is using 100 extra calculating buffers for 25 passes calculation). Now the reason why I told that I though that it can not be done. In line 174 of the code you will see this :
buff[r][_tmp2+k*4] = 0.1*(High-Low)+0.8*buff[r-1][_tmp2+k*4];

So it is using high-low difference in each and every step over and over (since if we would use highest and lowest value of the indicator itself, it would make it already another indicator) and I thought that it will give unusable results. But when I saw the results, decided to keep it that way and to posts it. I think it has its very good sides now, but I let you decide if this is similar to what you expected it to be

regads

Mladen

Flytox:
Hi Mr Mladen,

as usual i like your MA multipass filter and wonder if it is possible to have a Filter pass parameter on the attached indicator, this is a tough tracker and might be very quick.

Many
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