Playing with the VMAR`s open research

[PYenner 10]

I see Walter, dunno why I could misunderstand what you wrote by so much,

must be the lack of sleep.:doh:

 

Weeell, I can't find a reason why the indicators would be miscalculated atm, I hope I can do something about it.

 

Cheers

Sparrow, sorry I should have been helping, some of the stuff is confusing and undocumented. Only MT4 needs to use repainting loops, on other platforms use normal loops or normal ways of counting bars and ticks. In MT4 iMAonArray has to be in its own repainting loop, on other platforms it should be used normally with no funny repainting timing. I will try to look at the NT versions over the weekend and see if there are any "MT4 diseases" in there that don't need to be there. They have tripped everyone up, so don't go nuts or you end up having tantrums like me...

Sorry, not keeping up.

Bruce

[Sparrow 10]

Hi Bruce, no worries porting was easy, I didn't mess with anything just replaced the arrays with dataseries and that was about it. This pretty much ensures that results should be the same and I wanted to play it safe. Since calculations are exclusively on dataseries/arrays there shouldn't be a problem. That there is of course means that I am missing something.

 

Cheers

[walterw 10]

Hi Sparrow, do you remember de ADXVMA , the one that only has one input... could we get a version with a signal line ? with ma type alternatives as you did with the other cases... I am experimenting some things... thanks Walter.

[Sparrow 10]

Hi Walter, sure here is it, hope it helps your research. For indicator on indicator in NT you'll have to wait for version 7, that could take a while.

 

Cheers

ADXVMA_v1.1.zip

[walterw 10]

Hi Walter, sure here is it, hope it helps your research. For indicator on indicator in NT you'll have to wait for version 7, that could take a while.

 

Cheers

 

 

Thanks Sparrow ¡¡ very usefull for research purposes... By the way, ADXVMA does not have any plotting issues... cheers Walter.

[Sparrow 10]

Thanks Sparrow ¡¡ very usefull for research purposes... By the way, ADXVMA does not have any plotting issues... cheers Walter.

 

Interesting Walter, does the fantailvma1 or vma3 have such issues or only the rainbow? The rainbow without lines is drawn, so it is only refreshed when there is a) action on the charts, b) you move your mouse over the window.

If you'd use lines instead of the fill there shouldn't be any issues at all.

 

I tested your setup using the adxvma this week on the gbpusd 11/22ticks this week, sadly enough it doesn't trend enough to give many oscialtor entries if you wait for the slow adxvma to break above/below the magenta. If you watch for M reversals though you can get some, but the slow adxvma is still above the magenta.

Maybe it was just the market over the last few days, just my observations.

 

Cheers and thanks again for all the superb videos

[walterw 10]

Just to add something else into the mix , I've coded up the ADXVMA6 into a CCi.

 

Don't know if it will have any benefit, but you can play around with it, to see if you find it useful.

 

I've coded it up for TS and MT4 ( Don't hold your breath on the MT4 version :shocked:) as it's the first one I've got to work.

 

Test it and see..................

 

 

Cheers

 

Blu-Ray

 

Sparrow, this was an oscillator made by Blu-Ray on post #460... as weekend is coming in and the chimp is inspired, could this be translated into NT ?... if you can only... LOTS OF THANKS in advance.... cheers Walter.

 

pd: could he have a signal line included ?

[Sparrow 10]

I'll look into it, I don't have the time to do it right away. But you'll have it in a few days.

 

Cheers

[PYenner 10]

Is it possible to add IMaOnArray to the CCI_T3_2???

Hi NiCForce

I didn't answer your question properly the first time.

Adding an ema line with iMAOnArray would need an extra array and we already ran out.

Would have to drop the red and green histogram lines that use up two arrays.

Cheers Bruce

[PYenner 10]

How did this thread get so big??

Can't find anything, just like my indicators folder.

 

Well, the bad news is...

theres a BUG in ADXVMA6

yeah, I know, executions at dawn...

 

This piece of code...

if (Out>Out[i+1]){HHV=Out;LLV=Out[i+1];}

else {HHV=Out[i+1];LLV=Out;}

for(j=1;j<ADX_Bars;j++)

{

if(Out[i+j+1]>HHV)HHV=Out[i+j+1];

if(Out[i+j+1]<LLV)LLV=Out[i+j+1];

}

 

Should look like this...

if (Out>Out[i+1]){HHV=Out;LLV=Out[i+1];}

else {HHV=Out[i+1];LLV=Out;}

for(j=1;j<ADX_Bars-1;j++)

{

if(Out[i+j+1]>HHV)HHV=Out[i+j+1];

if(Out[i+j+1]<LLV)LLV=Out[i+j+1];

}

 

What difference does it make?

When you ask for ADX_Bars=2, you get 2 ok.

But when you ask for 3 you get 4 instead.

And so on, ask for 4 get 5 etc.

Wish my paypacket worked like that...

 

So it looks like ADXVMA7 will be coming.

Walter put that gun away...

Sorry all.

[PYenner 10]

Walter

This might be something like Unicorn's vmar_1.

On the other hand, who knows?

Bruce

VMAR_1.mq4

[PYenner 10]

Well here is the missing link fwiw.

This one is supposed to do 3 bar, but it made little difference.

Maybe I need a head transplant...

ADXVMA6_3bar.mq4

[walterw 10]

Walter put that gun away...

 

Chimp is more relaxed now jejej....

 

Walter

This might be something like Unicorn's vmar_1.

On the other hand, who knows?

Bruce

 

I will test it this week Bruce

 

Maybe I need a head transplant...

 

That would be nice once in a while uhhu ? jejeje.... take care Bruce ¡¡ thanks for this stuff ¡¡ cheers Walter.

[walterw 10]

Sparrow, this was an oscillator made by Blu-Ray on post #460... as weekend is coming in and the chimp is inspired, could this be translated into NT ?... if you can only... LOTS OF THANKS in advance.... cheers Walter.

 

pd: could he have a signal line included ?

 

I'll look into it, I don't have the time to do it right away. But you'll have it in a few days.

 

Cheers

 

 

Hi Sparrow... I was thinking on a code that could be much more powerfull if we could get it on NT... I dont know if its possible, but looks like NT has great programing capabilities...

 

I dont know if you are familiar with Jerrys Statistical work here at TL... for example this are a couple of threads from him

 

http://www.traderslaboratory.com/forums/f6/trading-with-market-statistics-i-volume-1962.html

 

http://www.traderslaboratory.com/forums/f6/trading-with-market-statistics-ii-the-1990.html

 

http://www.traderslaboratory.com/forums/f6/trading-with-market-statistics-iii-basics-2008.html

 

and this goes all the way to 11 threads onthis great aproach...

 

he actually did an excellent research on how to use vwap and sd bands from vwap... combined with the pvp ... I personally think he lacks good timing tools in adition to his excellent setuping method... If we could have his indicators into NT, I would be inspired to make a fussion of vma timing methods into all his great setuping wisdom...

 

On this other thread we have some nice info arround the vwap programing topic http://www.traderslaboratory.com/forums/f6/vwap-q-and-a-and-how-2563.html

 

If this could get done, my first research would be directed into futures on this idea...

 

So this is just an idea... if its possible to take the challenge, you tell me, no hurrys here... its just a nice project I would love to experiment a fussion of methods...

 

take it easy.... cheers Walter.

[Sparrow 10]

Hi guys,

 

Sorry I don't have much time for programming at the moment, although I would really like to.

 

Maybe you find this VWAP indicator useful. Just tell me what you'd like to have added or contact the author Josh, who's very capable but also very busy.

I am also wondering a bit how the VWAP could be applied to FOREX, because there is no volume info. Why not go with the currency futures?

 

Since NT version 6.5 which is still in beta you can use MB Trading/EFX as a data feed, 'just' need to deposit 400 USD. The feed has no back fills/historical data though.

 

See ya

[walterw 10]

Hi guys,

 

Sorry I don't have much time for programming at the moment, although I would really like to.

 

Maybe you find this VWAP indicator useful. Just tell me what you'd like to have added or contact the author Josh, who's very capable but also very busy.

I am also wondering a bit how the VWAP could be applied to FOREX, because there is no volume info. Why not go with the currency futures?

 

Since NT version 6.5 which is still in beta you can use MB Trading/EFX as a data feed, 'just' need to deposit 400 USD. The feed has no back fills/historical data though.

 

See ya

 

Thanks for this info Sparrow ¡¡... So he was already programed into NT, I am testing him right now... for forex, there is some volume data, so its not to be dissmised...

 

I will contact this guys on NT and see if we can create a version that could select time and date where vwap could start its calculation... this could be a possible first step to midas (post #445)....

 

Thanks again... cheers Walter.

[PYenner 10]

Walter

My thinking on volume is still unclear, still taking shape.

Jperl tried to do a moving version of vwap on time charts and did not like it.

My vague idea is that any vwap sysem, moving or fixed, is likely to work better on a volume chart than on a time chart.

On a volume chart emas and vmas would be working in say 22 pip steps instead of in 1min steps which might make for interesting differences.

Tick throttling stuffs everything up, really need access to unthrottled ticks for all types of indis especially volume.

Would also like to see the tick data split into bull and bear components much the way an adx tries to do this, but the standard approaches to doing this with volume are primative to the point of being silly.

Even on time charts it might be possible to run volume based emas and vmas (22 tick steps?) but it would help a lot if unthrottled ticks could be used for this.

So getting access to the real unthrottled tick data on NT and MT4 seems a priority for making volume work properly, when they throttled the ticks, volume drops to near zero as a result, it gets censored out.

Just thinking...need a way around their dishonesty.

Bruce PS scalps going nicely thanks

[PYenner 10]

Walter

Seeing evidence that AUD interbank data signal is malfunctioning.

On my CMC platform the chart goes horizonal then jumps up or down 5 pips.

At the same time on MT4 US feed the same thing is happening but the MT4 platform does not show the bars where the price and volume go dead, it just leaves them out of the chart !!!! So you don't see the 3 or so bars of horizontal prices, instead the chart doesn't move for minute after minute, no ticks get sent to it, or to the tick chart for aud.

I have not compared my live charts to historical charts DLd from metaquotes but I do know that my recorded live charts have missing bars in the majors as well, not just in aud, because I see price patterns in some pairs getting out of sequence from other pairs when I go back thru the live history.

[walterw 10]

It is true that the "volume data" on any of this platforms its not reliable... but when you look a chart with this vwap indis its amazing the accuracy of the rejections... it just lets me thinking you know...

 

Glad your scalping is doing ok ¡¡ cheers Walter.

[PYenner 10]

On a volume chart emas and vmas would be working in say 22 pip steps instead of in 1min steps which might make for interesting differences.

Should have said 22 tick steps not 22 pip.

On MT4 the "tick chart" is called Market Watch" but it shows only the throttled ticks not the real uncensored ticks.

[walterw 10]

Should have said 22 tick steps not 22 pip.

On MT4 the "tick chart" is called Market Watch" but it shows only the throttled ticks not the real uncensored ticks.

 

 

Always wondered how could indis be aplied to that one...

[PYenner 10]

It is true that the "volume data" on any of this platforms its not reliable... but when you look a chart with this vwap indis its amazing the accuracy of the rejections... it just lets me thinking you know...

Agree, if the programs are developed using futures charts and futures volume charts, they will be most accurate and reliable because ticks are not censored. But attempting to develop them on forex charts using censored data is likely to give crippled results unless better tick data sources can be found. Trying to minimize the wasting of weeks and months of programming effort, wanting to use the time to maximum benefit, uncertain where is best to invest the effort.

[PYenner 10]

Walter

I found some MT4 programs that attempt to do the vwap thing but they are a bit untidy. When I can find them in my junk pile I will post them as they may be some help (maybe?) for sparrow. The place to start is probably at the simpler level, just display the volume price sums as horizontal bars on the left side of a chart. Then start getting fancy once that is working. This could send poor sparrow nutso...

Bruce

[walterw 10]

I tell you Bruce, NT looks good... I think the key would be selecting the right data feed to it... I am now testing a lot of indis from their forum, very nice stuff... so far last week and this week till now, I did not have any major data issues problems on their forex data... looks very nice... I wonder how they meassure volume on forex as it has volume histograms and I tried some volume based indis and work pretty good... this are some things that demand extra meditation jejeje...

 

Now I am very positive on the Midas proyect, hope to find the willing programers for it... it is terrific the potential if combined with good competitive timing tools.... take care man ¡¡ cheers Walter.

 

 

Just in case I attach again for those interested the Midas documents...

Paul Levine Midas Trading Method 1.zip

Paul Levine Midas Trading Method 2.zip

[walterw 10]

Lets see if I can get you nervous with vwaps amazing dynamic S&R levels... a preamble to a cool midas aproach... combining good timing with excellent vma`s and this key high performing S&R levels.... mmmm could be my next research evolution... cheers Walter.