Just my 5 cents for the moment.

I’ve been busy for nearly 8 years or so dealing with that non-FX part of my life. Wasn’t always nice. I have been thinking about taking a new approach regarding FX for several months now.

Now Saver0’s mail regarding his trading system and moving our good old Penguin site to a new domain triggered me. My old login obviously is still working…[Read more]

There are several mq4-versions of ‘Zero Lag’ filters out there, and not all of them are original Ehlers’ works. I assume you’re referring to the one described in this paper.

I tried it years ago, and there’s not so much lag indeed. But on the other hand its smoothing capabilites are not so brilliant – the typical tradeoff to consider…[Read more]

I read your most recent 3 posts and all of them contain links to brokers’ websites. Could you please explain? To be honest, this looks a bit suspicious to me regarding spam.

s.

EDIT: spam content moved to the trash bin.

The ‘multi-bandpass filter’ heading immediately got my attention (reminds me of my old Ehlers’ works in mq4). Yet have to postpone in-depth reading for a while!

Did you proceed your project / ideas in silence? Any ideas to bring this thread back to life?

In the H4 you can see that the point cloud widens and there may be a bi- or trifurcation. The same bifucation can be seen in the D1 much better. What could cause that bifurcation?

In H4 and D1 you appear to analyze a time period of about 7 – 8 years. In order to find out more about that bi- or…[Read more]

I haven’t been around so frequently these days, so please forgive me if my thoughts on your latest post do not consider topics that have already been discussed.

When developing an algorithm for trading purpose I’m always heading for two major goals to simplify practical usage:

1. If possible, the algo should be symbol independent.

…

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Yes.

TakeProfit1Type: If I set this to BoxHeight, should I leave TakeProfit1 empty..?

No, TakeProfit1 is a multiplier of BoxHeight value.

Is there a way to open 2 orders instead of 1 when price breaks outside the box? Most brokers do not efficiently…[Read more]

I generally agree that a lowpass or some similar approach should act as a primary filter.

Guided by earlier Ehlers’ papers, I tried for some time (long ago) to measure current price frequency, and then tune a bandpass accordingly. As you might have guessed from my above post, this approach was not successful…[Read more]

I’ve been off for some time, so I did not notice your new thread until now. Interesting!

From what you’re writing, you appear to have read most of Ehlers’ papers and / or books, and certainly a bit more.

I agree that it is not necessary to reproduce (smoothed) prices exactly in order to trade successfully, all it takes is timeliness…[Read more]

I do not assume that anybody around replied to this ‘generous offer’ …

… unless you’re James Veach, see here B-)…[Read more]

I do not assume that anybody around replied to this ‘generous offer’ …

… unless you’re James Veach, see here B-)…[Read more]

Most traders choose one or more timeframes for their trading that are somehow…[Read more]

There are functional MQL prototypes you can analyze in the links I provided above.

I do not understand the term ‘argmax i (NMM)’. Basically, the fast NMA is an NMA that dynamically truncates its own weighted lookback interval, thus acting faster than Standard…[Read more]

What instantly intrigued me was Jim’s imperative attempt to remove as much arbitrariness as possible from any indicator calculation. Ever…[Read more]

Let me cite from Chapter 8, ‘The Zen Moment’:

This is why, in my opinion, it is advantageous to develop at least partially your own approach to markets. The Advanced Ocean Software that is part of the Ocean Master program is designed to give you a set of tools with which to develop…

[Read more]

I wonder whether anybody got in touch with Jim Sloman’s Ocean Theory. You’ll find a pdf here.

In the pdf, there is no copyright notice, so I’m not sure about its status. Jim passed away a few years ago, and his original website etc. are gone. His latest trading software suite (5000 USD) is not available anymore.

There’s a youtube…[Read more]

But as G. wrote he’s seeking a solution without iCustom.

s.

First step might be to integrate functions

setAllCurrencyIndexBuffers
setAllRawValueBuffersResetting OR setAllRawValueBuffersContinuous (depends on what you prefer)
setAllSmoothedBuffers

in one single function, which can then be called multiple times to calculate the 1st…[Read more]

Long time no see – welcome back!

From earlier discussions I remember that you’re a real fan of iCustom() calls. So this would be the obvious and simple solution to try. I’m sure I don’t have to explain to you how this works.

If iCustom is not preferred this time, you might start looking at function OnCalculate(), lines 389 – 406.…[Read more]

Did you provide proper ‘symbol suffix’ input parameter? Looks like your account requires a ‘pro’ here.

Best, s.

Both is possible.

If you would be able to create a ‘how to’ advice for setting up a working dll and integrating it into an mq4 project, I’d be very interested! From my personal point of view, an open source C compiler and open source development environment would be preferrable.

Best, s.

a) we must include current bar, although it is not finish yet …. agree

It depends on your specific indicator / EA logic, whether you decide to include the current bar or not.

b) In this case, if we want to keep the amount of bar to 1000 (if it is smaller than Bars-IndicatorCounted()  … ) , we need to begin with  i=limit-1  ?

Is it really import…[Read more]

for (int i=limit;  i>0;  i–)

the current bar won’t be calculated. Should be i >= 0

Did not look into your code in depth, yet I would suggest that you quit the old school standard of coding MT4 indicators ( int start()…   int init() ). The sooner, the better!

Some day MetaQuotes will stop supporting MT4, and you will be forced to recode every MQ4 code you have in MQ5. This will require much less work if you code y…[Read more]

That means the indicator should be able to display session specific candles?

s.

Is it really necessary to align CIX with fundamental data?

Well, I’m not really sure. That’s why I started this discussion. One example: lately I aligned CIX output with some fundamentals like Central Bank Interest rates for all 8 CIX currencies, looking for some correlation. I found none.

Thus,…

[Read more]