Hi @simplex,

yes, I implemented the original R code in C++/Cuda and did some backtests. In my oppinion there is (tradeable) potential in this approach, especially in the multivariate variant (MDFA) where several cointegrated series are used. The major problem is (as usual) the overfitting arising from the many parameters and I have to figure out…[Read more]

@simplex: This evening I had some time and thus I followed your suggestion and calculated prize paths and regressions between prize path and volume for EURUD. I obtained the results listed below:

I calculated the results beginning with the smallest TF. Thus, I was amazed to see that there’s a tendency up to the H1 that for higher TFs the prize…[Read more]

Hi great coders @simplex, @xux99, @lowphat, and others …

I have a beginner question. Is it possible to define our own MA applied_price ??
As we see the formula for calling MA is : https://docs.mql4.com/indicators/ima
And the applied price is : https://docs.mql4.com/constants/indicatorconstants/prices#enum_applied_price_enum
What i want to do i…[Read more]

Hi great coders @simplex, @xux99, @lowphat, and others …

I have a beginner question. Is it possible to define our own MA applied_price ??
As we see the formula for calling MA is : https://docs.mql4.com/indicators/ima
And the applied price is : https://docs.mql4.com/constants/indicatorconstants/prices#enum_applied_price_enum
What i want to do i…[Read more]

@simplex: I knew you were interested. I haven’t read all of Ehler’s papers… yet, so I’m certainly not an expert in his work. The approach here is basically motivated from a general signal processing background. To put it in a nutshell, it is a standard direct filter design / specification approach with a customized optimization criterion…[Read more]

@simplex: I knew you were interested. I haven’t read all of Ehler’s papers… yet, so I’m certainly not an expert in his work. The approach here is basically motivated from a general signal processing background. To put it in a nutshell, it is a standard direct filter design / specification approach with a customized optimization criterion…[Read more]

@simplex: I knew you were interested. I haven read all of Ehler’s papers… yet so im certainly not an expert in his work. The approach here is basically motivated from a general signal processing background. To put it in a nutshell. it is a standard direct filter design / specification approach with a customized optimization criterion…[Read more]

@simplex good call. @gg53 you may can just change near line 438

if (useLowphatAlterateDrawMethod)
{
double b1,b2;
if (displayAUD){bAUD[shift]=phatCalcAUD[shift+1]-phatCalcAUD[shift+2];//change these lines to this?

@simplex good call. @gg53 you may can just change near line 438

if (useLowphatAlterateDrawMethod)
{
double b1,b2;
if (displayAUD){bAUD[shift]=phatCalcAUD[shift+1]-phatCalcAUD[shift+2];//change these lines to this?

@simplex good call. you may can just change near line 438

if (useLowphatAlterateDrawMethod)
{
double b1,b2;
if (displayAUD){bAUD[shift]=phatCalcAUD[shift+1]-phatCalcAUD[shift+2];//change these lines to this?

@simplex, @xux99, @lowphat or other coders ….
I am stuck with iStochastic. Actually it is simple, but as a beginner in coding, i still can not find the solution to call the Stochastic line value with setting X,1,1  …

for (i=limit; i>=0; i–) {
stoMain  = iStochastic(Symbol(),0,14,1,1,MODE_SMA,1,MODE_MAIN,i);
stoSignal = i…

[Read more]

@simplex, @xux99, @lowphat or other coders ….
I am stuck with iStochastic. Actually it is simple, but as a beginner in coding, i still can not find the solution to call the Stochastic line value with setting X,1,1  …

stoMain  = iStochastic(Symbol(),0,14,1,1,MODE_SMA,1,MODE_MAIN,i);
stoSignal = i…

[Read more]

@Joakim: If you’d know simplex, you’d know that he is a true master in what he is doing …

@simplex: Is it really necessary to align CIX with fundamental data? CIX operates on prizes only. And I believe we concur that prizes are the cumulative sentiments of all market participants. Thus, fundamentals should be already visible in prize itself…[Read more]

@TradeFinder! That’s really great! Thanks a lot. Could you or @simplex send them to me?

@simplex: It is based on a constant lockback period but it doesn’t repaint the upper limit (highest high) if it decreases and also not the lower limit (lowest low of period) if it increases. You’ll see what I mean if you try to overlay both images … But surely – I’m not sure if it is better. I just like to start a discussion on it.

@Saver0:…[Read more]

@simplex: It is based on a constant lockback period but it doesn’t repaint the upper limit (highest high) if it decreases and also not the lower limit (lowest low of period) if it increases. You’ll see what I mean if you try to overlay both images …

@Saver0: Thank you that much – will follow!

The era of Eurusdx seems to be over.

@simplex: It is based on a constant lockback period but it doesn’t repaint the upper limit (highest high) if it decreases and also not the lower limit (lowest low of period) if it increases. You’ll see what I mean if you try to overlay both images …

@Saver0: Thank you that much – will follow!

Hi @simplex,

I’m really talking about two indicators. It is what I concluded from both pictures posted @ FF.

I can’t show any code as this is the core question of the whole code. But ok, I’ll ask Mr/Mrs Google. Nevertheless, thank you.

… And here is the proof that I go nuts … I meant for loop …

Hi @simplex,

I’m really talking about two indicators. It is what I concluded from both pictures posted @ FF.

Ok, I’ll ask Mr/Mrs Google. Nevertheless, thank you.

… And here is the proof that I go nuts … I meant for loop …

Hi @simplex,

I’m really talking about two indicators. It is what I concluded from both pictures posted @ FF.

Ok, I’ll ask Mr/Mrs Google. Nevertheless, thank you.