Experiments ... - page 27

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Having issues, posting comments. Damn!
 
3rd Generation MA based on research paper by Dr. Mafred Durschner:
http://www.vtad.de/node/1441 (in German)
Offers least possible lag but still provides price smoothing

*/

#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Red 

//---- indicator parameters
extern int MA_Period = 220;
extern int MA_Sampling_Period = 50; // Sampling period should be less than 1/4 of MA_Period
extern int MA_Method = 1; //0 - SMA, 1 - EMA, 2 - SMMA, 3 - LWMA
extern int MA_Applied_Price = 5; // 0 - PRICE_CLOSE, 1 - PRICE_OPEN, 2 - PRICE_HIGH, 3 - PRICE_LOW, 4 - PRICE_MEDIAN, 5 - PRICE_TYPICAL, 6 - PRICE_WEIGHTED

//---- indicator buffers
double MA3G[];
double MA1[];

//----
double Lambda, Alpha;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{
   int    draw_begin;
   string short_name;

   IndicatorBuffers(3);

//---- drawing settings
   SetIndexStyle(0, DRAW_LINE);
   IndicatorDigits(MarketInfo(Symbol(), MODE_DIGITS));
   
   draw_begin = MA_Period - 1;

   switch(MA_Method)
   {
      case 1:
         short_name="3GEMA(";  
         draw_begin=0;
         break;
      case 2:
         short_name="3GSMMA(";
         break;
      case 3:
         short_name="3GLWMA(";
         break;
      default:
         MA_Method = 0;
         short_name = "3GSMA(";
   }
   IndicatorShortName(short_name + MA_Period + ")");

   SetIndexDrawBegin(0, draw_begin);

//---- indicator buffers mapping
   SetIndexBuffer(0, MA3G);
   SetIndexBuffer(1, MA1);

   Lambda = 1.0 * MA_Period / (1.0 * MA_Sampling_Period);
   Alpha = Lambda * (MA_Period - 1) / (MA_Period - Lambda);

   Print("Lambda = ", Lambda, "; Alpha = ", Alpha);

//---- initialization done
   return(0);
}

//+------------------------------------------------------------------+
//| 3rd Generation Moving Average Custom Indicator                   |
//+------------------------------------------------------------------+
int start()
{
   int i;
   
   if (MA_Period * 2 < MA_Sampling_Period)
   {
      Print("MA_Period should be >= MA_Sampling_Period * 2.");
      return(-1);
   }
   if (Bars <= MA_Period) return(0);
   int ExtCountedBars = IndicatorCounted();
//---- check for possible errors
   if (ExtCountedBars < 0) return(-1);
//---- last counted bar will be recounted
   if (ExtCountedBars > 0) ExtCountedBars--;
   if (ExtCountedBars < MA_Period) ExtCountedBars = MA_Period;
//----

   for (i = Bars - ExtCountedBars - 1; i >= 0; i--)
      MA1[i] = iMA(NULL, 0, MA_Period, 0, MA_Method, MA_Applied_Price, i);
   
   for (i = Bars - ExtCountedBars - 1; i >= 0; i--)
   {
      double MA2 = iMAOnArray(MA1, 0, MA_Sampling_Period, 0, MA_Method, i);
      MA3G[i] = (Alpha + 1) * MA1[i] - Alpha * MA2;
   }

//---- done
   return(0);
}
 

Mladen, master of the time, space and matter in MQL world and one who knows last digit of PI, I would link to hear your opinion about 3rd Generation of MA, please find attached link. Btw. this is my 3rd time posting same post :(

http://www.earnforex.com/metatrader-indicators/3rd-Generation-Moving-Average/

Best! 

 
mladen:

:)


Yes, but unless the average is looping, volume weighted mode can not be applied (it is simply because the way how it is calculated)

Mladen, master of the time, space and matter in MQL world and one who knows last digit of PI, I would link to hear your opinion about 3rd Generation of MA, please find attached link. Btw. this is my 4th time posting same post :(

http://www.earnforex.com/metatrader-indicators/3rd-Generation-Moving-Average/

Best! 

 
girrrrrrr ...... double
 
krelian99:

Very strange that all here :)

volume weighted (VW) sounds good.

What is strange?
 

Here is one highly experimental thing : T3 that can use the volume weighted price (it can not be directly volume weighted due to nature of the T3)


Files:
T3 - volume weighted.mq4  10 kb
 
sebastianK:
Did you try to use the version with Bartel test?
Maybe better to use discretional decision for dominant cycles (forex is far from being without noise)
 
altoronto:

Mladen, master of the time, space and matter in MQL world and one who knows last digit of PI, I would link to hear your opinion about 3rd Generation of MA, please find attached link. Btw. this is my 3rd time posting same post :(

http://www.earnforex.com/metatrader-indicators/3rd-Generation-Moving-Average/

Best! 

altoronto

If that is the code, then, if I remember correctly, it is the renamed John Ehlers attempt to make "zero lag" average (which one did Ehlers used - renamed - is yet to see :))
 
Garry119:
Hello, Mladen. Please make me the indicator on the pattern "Folding meter Likhovidov"

No idea what is that

Could you please provide the whole logic (and math) for it?

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