Various - page 33
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Updated Fourier & regression (just in order to prevent some problems that could come from using same named global and local variables) : fourier_amp_regression_nmc.mq4
Original was posted here (with detailed description) : https://www.mql5.com/en/forum/180002/page11
This is a continuation of Fourier transform usage in TA ...
This is similar to fft & regression indicator but it has a couple of significant differences : Fourirer transform calculation used in this one is the regular (original - "slow") calculation (not the "fast" one) and it has extrapolation added.
As of "slow" : do not be alarmed too much. As long as you keep the cutoff parameter in some reasonable values, it will not do the N x N calculation loop, but it will be a cutoff x N (so it is in rank with some similar calculations - not so heavy on your PC). Also, since this Fourier transform does not require a power of 2 lengths (samples) it can calculate any length you want it to
And as of extrapolation : it is only logical to add extrapolation once when we have all the underlying cycles - it is as easy as it can be, so it seemed to be a good idea to add it too. Extrapolation largely depends on "future" regression (polynomial regression) values since the regression is used in detrending. Some future extrapolations will probably have different ways (regarding the detrending part - there are some other ideas how to do it (using some other ways of forecasting))
Updated version posted here : https://www.mql5.com/en/forum/180002
Updated cubic spline trend line : cubic_spline_trend_line_nmc.mq4
Originally it was posted here (along with detailed description) : https://www.mql5.com/en/forum/180002/page11
Cubic spline trend line ...
Some time ago we were exploring manual non-linear trend lines. This is in some sense a continuation of that, except that it is not manual.
PS: it is a multi time frame indicator and it, as all multi time frame indicators, recalculates last higher time frame bar (and all the bars of the current time frame belonging to it). But, due to the nature of cubic spline, it can recalculate one extra target time frame bar too. So, the indicator should not be taken as a slope signaling indicator. I think that it can be useful as a sort of a smoothed non-linear trend line generator (it has to be tested in run-time since in back-test it is going to give too good results due to its multi time frame nature)
Updated version posted here : https://www.mql5.com/en/forum/180002
Updated Hermite (cubic) spline trend line : hermite_spline_trend_line_nmc.mq4
Originally )with detailed description) it was posted here : https://www.mql5.com/en/forum/180002/page12
Hermite spline trend line ...
To round up the cubic spline trend line theme : this is the Hermite (cubic) spline trend line with additional whistles and bells (sort of speaking)
To this one Tension and Bias parameters are added. Special case of Hermite spline is, when Tensionand Biasparameters are set to 0, a Catmull-Rom spline (so it is a subset of this one). Bias should be used in range of -1 ("prefer" previous value) and +1 (prefer next value) but I did not limit it to those values (it gives more fun for testing different settings. Tension should follow similar rules but again I did not limit it. So, in short, this indicator is covering broad range of cubic splines subsets by using different Tension and Bias values
PS: if in the time frame you place word "next" anywhere within the text, the indicator will use next time frame (the next higher one compared to current time frame)
PPS: some more info about Hermite spline can be found here : Cubic Hermite spline - Wikipedia, the free encyclopedia
Updated version posted here : https://www.mql5.com/en/forum/180002
Updated Adaptive intraday breakout : adaptive_intraday_breakout_2_nmc.mq4
originally it was posted here : https://www.mql5.com/en/forum/180002/page12 (for detailed description) and here : https://www.mql5.com/en/forum/180002/page12 (this version)
Adaptive intraday breakout 2 ...
And this is a variation in which I tried to find some more sense. I really do not have the original article, but am basing all on the book by Kaufman, so I am kind of a being "in the dark". Anyway, here is this version that (at lest to me) seems to be giving more logical results. Adjusted the indicator for a bit different look, and the histo color is there in order to signal the trend (usual coloring)
Updated version posted here : https://www.mql5.com/en/forum/180002
Updated adaptive version of Gann high low indicator that is used by the EA made by mrtools (posted at this post : https://www.mql5.com/en/forum/180002/page11 ) in order to avoid some problems that can happen with this new metatrader 4 : adaptive_gann_hi-lo_activator_jma_ha_arrows-for_ea.mq4
From that same post updated this indicator too (for same reasons) : volty_channel_stop_on_jurik-for_ea.mq4