stevehopwoodforex.com
https://www.stevehopwoodforex.com/phpBB3/
Print view

Baluda Indicators
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=629
Page 7 of 81
Author:  NeoTrader [ Sat Jun 23, 2012 10:20 am ]
Post subject:  Re: Baluda Indicators

Hi zah1231,
zah1231 wrote:Do these indicators repaint on H1 TF? Thanks.
ootb the standard tma mode is active therefor it repaints...
In my Indicator "NT TMA-CSS-SP" you can select tmaTrueMode=true then it doesn't repaint.
in Baludas Indicators (CSS & CSSDiff) you must select ignoreFuture=true to have "non repainting" activated.

happy weekend,

NeoTrader

P.S.: Further questions regarding my indicator please on my thread here

-
Author:  zah1231 [ Sat Jun 23, 2012 4:39 pm ]
Post subject:  Re: Baluda Indicators

Thanks Neo, really appreciate.
Author:  kelisa [ Sat Jun 23, 2012 4:46 pm ]
Post subject:  Re: Baluda Indicators

NeoTrader wrote:Hi Kelisa,
kelisa wrote:Anyone feel the CSSDiff indi crunches alot of processing power? Or is my notebook out-of-date?
Try my version NT TMA-CSS-SP at http://www.stevehopwoodforex.com/phpBB3 ... f=37&t=639.
It needs much less resources and is also faster in the calculations... ;)
Set showHisto to true and all showxxxSlope to false except the showDiffSlope.
It also has a tmaTrueMode if you prefer it.
It gives you the same values as CSSDiff does...and you can also set the Level freely to your needs.

happy weekend,

NeoTrader
Thanks NT - Loaded, waiting for monday's action. ;)

Great job NT!!
Author:  garyfritz [ Sat Jun 23, 2012 6:52 pm ]
Post subject:  Re: Baluda Indicators

Paul (or Neo or anybody else), I'm trying to understand the code in your indicators so I can re-implement them for some testing in Tradestation. I have a few questions... specifically about TMA, which I know you didn't develop, but hopefully you understand it well enough to clear up a few things.

* TMA appears to be a simple weighted average -- (21 * Close[0] + 20 * Close[1] + ...) / (21 + 20 + ...) -- correct?

* The "if (jnx < shift)" code in calcTMA() makes no sense to me, on several counts: you sum into dblSum and dblSumw twice, and you sum values from "future" bars to the right of the "shift" bar. (E.g. if shift is 5, then the first time through the loop you sum bars 6 and 4, then 7 and 3, then 8 and 2, ...) To me that code seems wrong and should be removed. Am I missing something?

* Why does the ATR calculation in GetSlope grab the ATR of 10 bars ago?

* The values I get (not using 10-bar-old ATR) are similar to your indicator's, but your results are smoother than mine -- see attached pic. (For some bizarre reason the magenta line I used for JPY is a barely-visible dark gray in this uploaded image, but it's there...) I would expect some jagged results without smoothing, but I don't see any smoothing in your code. Do you have some smoothing in there somewhere?

* For some reason my values are about 2.5x larger than yours. No idea why but I'll have to track it down.

Thanks!
Gary
Author:  dietcoke [ Sat Jun 23, 2012 7:58 pm ]
Post subject:  Re: Baluda Indicators

garyfritz wrote:Paul (or Neo or anybody else), I'm trying to understand the code in your indicators so I can re-implement them for some testing in Tradestation. I have a few questions... specifically about TMA, which I know you didn't develop, but hopefully you understand it well enough to clear up a few things.

Gary

It does seem very complicated doesn't it, especially as the tmatrue function appears to just do an LWMA. I thought the tma was a triangular average

I took a look at the code in order to try and speed it up but gave up because I really couldn't work out what was going on in the calculation and

In fact, the whole tma indicator and the arguments about it repainting or not just confuse the hell out of me
Author:  garyfritz [ Sat Jun 23, 2012 9:16 pm ]
Post subject:  Re: Baluda Indicators

Actually, now that you mention it... the future-looking stuff seems to be what was confusing me. I looked at the code again and saw that calcTma() uses the forward/backward stuff that I still think is incorrect. But calcTmaTrue() just does a LWMA, as you said.

I really don't understand what they were trying to accomplish with that future-looking stuff. Weird.
Author:  NeoTrader [ Sat Jun 23, 2012 9:53 pm ]
Post subject:  Re: Baluda Indicators

Hi gary,
garyfritz wrote:Paul (or Neo or anybody else), I'm trying to understand the code in your indicators so I can re-implement them for some testing in Tradestation. I have a few questions... specifically about TMA, which I know you didn't develop, but hopefully you understand it well enough to clear up a few things.
welcome to the club...;)
garyfritz wrote:* TMA appears to be a simple weighted average -- (21 * Close[0] + 20 * Close[1] + ...) / (21 + 20 + ...) -- correct?
yep, it seems so...the value 20 is originally described as halfLength and is a external Parameter in the orig. TMA. I renamed it as tmaPeriod in my indicator.
garyfritz wrote:* The "if (jnx < shift)" code in calcTMA() makes no sense to me, on several counts: you sum into dblSum and dblSumw twice, and you sum values from "future" bars to the right of the "shift" bar. (E.g. if shift is 5, then the first time through the loop you sum bars 6 and 4, then 7 and 3, then 8 and 2, ...) To me that code seems wrong and should be removed. Am I missing something?
I had the same problems like you... ;) but i think that this has something to do with the repainting effect that we experience in the ordinary tma...since this sequence is not in the tmatrue calculations.
This sequence is only called as long as the jnx <= the shift value. jnx on the other hand <= tmaPeriod, which is 20, that is approximate bars that are repainted in tma and tmaslope. But it is only an assumption..;) could also be related to the smoothing effect...
But the calculation is correct...you can also check in the tmaslope indicator from by nb 10.2...I also had a decompiled version of the Currency Slope Strength true...that was edited by zznbrm. it is correct as it is.
garyfritz wrote:* Why does the ATR calculation in GetSlope grab the ATR of 10 bars ago?
good question....next question... ;) only zznbrm can tell you this i think
garyfritz wrote:* The values I get (not using 10-bar-old ATR) are similar to your indicator's, but your results are smoother than mine -- see attached pic. (For some bizarre reason the magenta line I used for JPY is a barely-visible dark gray in this uploaded image, but it's there...) I would expect some jagged results without smoothing, but I don't see any smoothing in your code. Do you have some smoothing in there somewhere?
I would say that you first use the algorithm to the letter to get e a equal result to tma. And then experiment with atr and tmaPeriod and so on. The algorithm in baludas css and cssdiff is correct and is in sync with the original algo from zznbrm.
I don't know Tradestation...but it should be a much better development Platform than our Empty4.
garyfritz wrote:* For some reason my values are about 2.5x larger than yours. No idea why but I'll have to track it down.
I had same issues when i tried to regenerate the tmatrue and at the and i just had put an - instead of an + and the whole thing didn't line up...;)
I know you are a experienced programmer...but bugman is everywhere...an just wait s for his chance..;)
garyfritz wrote:Thanks!
You,re welcome...don't know if I could really help you, but was worth a shot...maybe baluga can add some more insight.

happy weekend,

NeoTrader

-
Author:  dietcoke [ Sat Jun 23, 2012 10:12 pm ]
Post subject:  Re: Baluda Indicators

NeoTrader wrote:* TMA appears to be a simple weighted average -- (21 * Close[0] + 20 * Close[1] + ...) / (21 + 20 + ...) -- correct?
yep, it seems so...the value 20 is originally described as halfLength and is a external Parameter in the orig. TMA. I renamed it as tmaPeriod in my indicator.

I always thought the default tma period NB used was 56.

When did this change to 20??
Author:  NeoTrader [ Sat Jun 23, 2012 10:21 pm ]
Post subject:  Re: Baluda Indicators

Hi dietcoke,
dietcoke wrote:I always thought the default tma period NB used was 56.
When did this change to 20??
Yes you are right, i also come across the 56 in some other implementations of tma...but in NB's 10.2 the Period in all Indicators is 20.

happy weekend,

NeoTrader

-
Author:  Thunder123 [ Sun Jun 24, 2012 3:05 am ]
Post subject:  Re: Baluda Indicators

Wow amazing indicators Baluda. :shock:

Another possible idea for an indicator you may consider.. How about having an indicator in the same format as the Slope Strength, but it tells distance to nearest S/R/Piviot in pips. Near resistance at the top, near support at the bottom.

Just an idea... May help in quickly seeing which pair may be ready for a trade just by looking at one indicator.
All times are UTC Page 7 of 81