Ok, this is my experimental version of Volume Zone Oscillator.

It contains two different implementations of the VZO algorithm to deal with the effect of an IIR filter that a certain number of precalculated values are required to ensure precise results.

When experimenting with both versions, it’s recommended to set parameter ‘maximum bars’ to a…[Read more]

Ok, this is my experimental version of Volume Zone Oscillator.

It contains two different implementations of the VZO algorithm to deal with the effect of an IIR filter that a certain number of precalculated values are required to ensure precise results.

When experimenting with both versions, it’s recommended to set parameter ‘maximum bars’ to a…[Read more]

That’s great, @Emonts:

Please note that not all of my above remarks are necessarily relevant for our EA.

Re. my remark about symbol prefix / suffix, @VlanFx would better decide what to do before you put together some sort of ‘final version’ for the EA. I just wanted to denote that there’s some redundant logic in your function code and the…[Read more]

Thanks, G.:

So for the moment I’ll put together my EMA based version according to my above post, allowing roughly a tolerance of about 0.1 %. This can be achieved at reasonable CPU resource consumption, ans should be precise enough to trade.

s.

Thank you, @smallcat:

This is not what I meant – I coded the ALMA in mq4 a long time ago. What I meant is whether anybody has tried to apply an FIR filter like ALMA to the VZO algorithm instead of the EMA (IIR).

s.

[ quote=10922]

…. Alternative approach to the above mentioned: use an FIR filter instead of IIR, e.g. an ALMA. Has anybody tried that? s. [/quote] Never test it, but just got a small function that can be converted to mql4 i think : http://www.financial-hacker.com/trend-delusion-or-reality/

double ALMA(double &Data, int Period)
{
double m =…

[Read more]

Never test it, but just got a small function that can be converted to mql4 i think : http://www.financial-hacker.com/trend-delusion-or-reality/

double ALMA(double &Data, int Period)
{
double m = MathFloor(0.85*(Period-1));
double s = Period/6.0;
double alma = 0.0, wSum = 0.0;
int i;
for (i = 0; i < Period; i++)

{
double w =…

[Read more]

Never test it, but just got a small function that can be converted to mql4 i think : http://www.financial-hacker.com/trend-delusion-or-reality/

<pre style=”box-sizing: inherit; font-size: 13px; font-family: Inconsolata, monospace; border: 1px solid #d1d1d1; line-height: 15px; margin-top: 0px; margin-bottom: 1.75em; max-width: 100%; overflow: auto;…

[Read more]

Happy New Year to all of you, the penguins …
This is nice discussion. I tried to implement the code based on Anti’s idea at other thread :

if ((high – low) != 0) {  res = (MathAbs(close-open)/（high-low) ) * Vol }
else { res = Vol }

I am not sure, it is a right approach or not. And i do not so clear about the code above :  if(Close < Close) , [Read more]

@gg53, @tankhang, @VlanFx:

I’d like to come back to this source posted. AFAIK, we do not have a version based on a single function for EA integration yet. I have two different versions of such a function now, following different algorithmic approaches to model the mathematical nature of the IIR smoothing with sufficient precision.

If we want…[Read more]

@Emonts:

I’ve done a quick and dirty code review now and like to post some remarks for discussion:

EventKillTimer() missing
symbol prefix / suffix is checked inside function getNewsInfoPair(). Better remove this for Penguin EA use (redundant logic!)
panel object is not being deleted while deinitialization
custom enumeration for numeric…[Read more]