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Forex Trading Laboratory Thread, The Chimp`s "Forex Trades" in The Financial Markets; Originally Posted by walterw It plots historically that way, but on real time he is no better than ccit3 wich ...
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Re: The Chimp`s "Forex Trades"  

  #141  
Old 10-29-2007, 11:59 AM
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Originally Posted by walterw View Post
It plots historically that way, but on real time he is no better than ccit3 wich I find good if you wanted to time on 5 minutes...

So far for cycle detection chimp is ok, if you wanted to time the inflections on 5 min ccit3 its about one of the best oscillator for that...

I post later on that issue... cheers Walter.
Hi Walter.

I downloaded the CCIT3 in order to test it, it seems very good.

The main problem that I see in Fisher indicator is the re-paint, and I believe it is an implicit problem of the original formula, it is not a problem of the signals (Lime/Magenta) that I added.

All your comments about it indicator are very important to me. I guess the comments of coders will be good for us.

Thanks again.

cattus
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Re: The Chimp`s "Forex Trades"  

  #142  
Old 10-29-2007, 12:50 PM
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Hi Walter.

I would like to check with you the inputs of the lines on 5 min chart. The name of the indicators over the price chart are:
ADXVMA6_16bar
ADXVMA6_12bar
TLOMI NonLagMA_v4

When I use the template you attached before, called "Chimp 5 min chart" and after that I check the inputs of the ADX's lines, I find these inputs:
ADXVMA6_16bar (the input for ADX_Bars is 40)
ADXVMA6_12bar (the input for ADX_Bars is 4)
TLOMI NonLagMA_v4 (inputs are 0,9,0,0,0,1,0.0)

I don't see any problem at TLOMI NonLagMA_v4, but the name of the others two tell me that the inputs must be 16 and 12.

What are the correct inputs?:
ADXVMA6_16bar: 16? or 40?
ADXVMA6_12bar: 12? or 4?

Note: I asume that you know that with a single indicator called ADXVMA6 we have the source to put any ADXVMA6 with different inputs, but may be you add at each indicator the annex _16, _12, _6, etc. for not confuse us.

Thanks for your help.

AgustÃÂ*n
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Re: The Chimp`s "Forex Trades"  

  #143  
Old 10-29-2007, 01:24 PM
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so far it is 40 and 4... names are mixted... sorry about that... little messy research on here...


Cattus : since your inputs about timeframes, I had been looking arround a 60 min against a 5 min thats 1/12th relation between timeframes... it could call for more robust scalps at 5 min (still good lifestyle issues under control) with a very solid trend definition at 60 min in this case using a rainbow for good momentum determination...

Must confess we have so many combinations with vma`s and I am working almost 14 hours per day testing combinations... we will get to the best one... I just dont want to loose interaction with you guys, thats why I started this last thread, dont want to loose momentum on the interaction process as I
am learning together with all of you... thanks so much for inputs... even when they turn out "maybe" futile... its 1 lamp test less

Edison tested 3000 bulbs until success... even thought he was deaf..
so I find refreshing all your interactions...

About oscillators Cattus, ccit3 its the first on my list after extensive research... chimp looks good for cycle recognition, not timing...

we keep this process ongoing...

One thing somehow its finished for me.. its the "setuping" issues with the centrifugal and centripetal setups... thats a finished topic for me... what context of indicators and time frames, I believe there is more to be done on optimization...

one nice frase from Edison : "Genius is one percent inspiration, ninety-nine percent perspiration." - Thomas Alva Edison

here is a nice link about him http://en.wikipedia.org/wiki/Thomas_Edison very nice inspiration from this guy...


cheers Walter.
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Thumbs down Inverse Fisher Transform of Stochastics  

  #144  
Old 10-29-2007, 01:29 PM
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Originally Posted by walterw View Post
uups... re-painting issues on the fisher oscillator as well... lol
Hello Walter and Cattus;

The implementation of the fisher oscillator that you are using is incorrect.
This implementation goes back to the "step rsi" and "step stochastics" indicators, that start the computation loops at the last bar and propagate the calculations to the past. This is a trick that makes the step indicators look good but of course has the result of re-computation and thus "re-painting".

The iFisher stochastic uses the inverse Fisher transform
inverse_fisher_value = 0.5 * log ( (1 + osc_Value) / (1 - osc_Value) ) ;

on the stochastic oscillator after it has been rescaled to have values in the range (-1, +1)
osc_value = 2 * stoch(fast_periods, slow_periods) -1;

It is a stochastic that has been stretched a little bit. Similar to iFisher_rsi as explained by John Ehlers at his site.

If you like try the attached implementation (developed by member "feb2006" at the site where you probably got your mq4). Let us know your evaluation.
Attached Files
File Type: mq4 Fisher_m11.mq4 (6.0 KB, 80 views)
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Question Re: The Chimp`s "Forex Trades"  

  #145  
Old 10-29-2007, 01:34 PM
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Originally Posted by PYenner View Post
You had to ask the complicated question...
I sure did.

Thanks Bruce.

regards. Unicorn.
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Re: Inverse Fisher Transform of Stochastics  

  #146  
Old 10-29-2007, 02:18 PM
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Originally Posted by unicorn View Post
Hello Walter and Cattus;

The implementation of the fisher oscillator that you are using is incorrect.
This implementation goes back to the "step rsi" and "step stochastics" indicators, that start the computation loops at the last bar and propagate the calculations to the past. This is a trick that makes the step indicators look good but of course has the result of re-computation and thus "re-painting".

The iFisher stochastic uses the inverse Fisher transform
inverse_fisher_value = 0.5 * log ( (1 + osc_Value) / (1 - osc_Value) ) ;

on the stochastic oscillator after it has been rescaled to have values in the range (-1, +1)
osc_value = 2 * stoch(fast_periods, slow_periods) -1;

It is a stochastic that has been stretched a little bit. Similar to iFisher_rsi as explained by John Ehlers at his site.

If you like try the attached implementation (developed by member "feb2006" at the site where you probably got your mq4). Let us know your evaluation.

thanks unicorn for input, question: this one does not repaint ?

thanks Walter.
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Re: Inverse Fisher Transform of Stochastics  

  #147  
Old 10-29-2007, 03:28 PM
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Originally Posted by unicorn View Post
Hello Walter and Cattus;

The implementation of the fisher oscillator that you are using is incorrect.
This implementation goes back to the "step rsi" and "step stochastics" indicators, that start the computation loops at the last bar and propagate the calculations to the past. This is a trick that makes the step indicators look good but of course has the result of re-computation and thus "re-painting".

The iFisher stochastic uses the inverse Fisher transform
inverse_fisher_value = 0.5 * log ( (1 + osc_Value) / (1 - osc_Value) ) ;

on the stochastic oscillator after it has been rescaled to have values in the range (-1, +1)
osc_value = 2 * stoch(fast_periods, slow_periods) -1;

It is a stochastic that has been stretched a little bit. Similar to iFisher_rsi as explained by John Ehlers at his site.

If you like try the attached implementation (developed by member "feb2006" at the site where you probably got your mq4). Let us know your evaluation.

Hi unicorn.

/This conversation is becoming more interesting: The cat, the chimp and the unicorn are talking! Oh God!, jeje/

I threw a glance to the codes of the "fisher m11" and I could not discern it because I am not a coder, I believe that I prefer to use it, sorry, but I prefer to be a practical cat, jeje. May be it is the finish of the topic of Fisher Yur4ik_v2, because it is incorrect...

Thanks a lot for your value comments and for the file you attached, I will review it in comparison with the chimp indicator... unless somebody considers another thing.

cattus
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Re: The Chimp`s "Forex Trades"  

  #148  
Old 10-29-2007, 04:09 PM
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Originally Posted by walterw View Post
so far it is 40 and 4... names are mixted... sorry about that... little messy research on here...
I understand, thanks.


Originally Posted by walterw View Post
Cattus : since your inputs about timeframes, I had been looking arround a 60 min against a 5 min thats 1/12th relation between timeframes... it could call for more robust scalps at 5 min (still good lifestyle issues under control) with a very solid trend definition at 60 min in this case using a rainbow for good momentum determination...
Thanks for this comment. I always see the chart of 1 hour, and frequently I change it to 4 hour and 15 min, looking for to understand better what it is making the market. My intention is to trade on the 1 min chart, and if I detect a bigger movement, then I would try to climb the trade, this mean that at that moment I climbed the trade I had to think in terms of the 5 min chart and I would leave the chart of 1 min. I do not know if it strategy would be, it is an intention at this moment. If it result I will comment you.


Originally Posted by walterw View Post
One thing somehow its finished for me.. its the "setuping" issues with the centrifugal and centripetal setups... thats a finished topic for me... what context of indicators and time frames, I believe there is more to be done on optimization...
I guess all your first efforts were enough to understand the setuping. The videos and the examples charts are excellents, but if it is possible, I would like to see more example videos of real trades. I do not know what think the others...

I would like to put some charts with mark the patterns difficult to recognize in order to obtain orientation of you and the other members of the club.

And... to see the method working with more pairs (pros and contras), where we must put the stop loss, I think it is very important, I do not know which part of the process of the car construction it is.... but, it is important, jeje.

Thanks Walter.


AgustÃÂ*n
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Question Re: Inverse Fisher Transform of Stochastics  

  #149  
Old 10-29-2007, 04:27 PM
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Originally Posted by walterw View Post
this one does not repaint ?
Walter;
I am not using MT4.

I had a look at it in the past, but did not like the "programming Language".
However, I do read indicators in mq4.

This version should not repaint. It was coded by feb2000 (MartinG) for this specific purpose.
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Re: The Chimp`s "Forex Trades"  

  #150  
Old 10-29-2007, 05:52 PM
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Originally Posted by cattus View Post
I understand, thanks.




Thanks for this comment. I always see the chart of 1 hour, and frequently I change it to 4 hour and 15 min, looking for to understand better what it is making the market. My intention is to trade on the 1 min chart, and if I detect a bigger movement, then I would try to climb the trade, this mean that at that moment I climbed the trade I had to think in terms of the 5 min chart and I would leave the chart of 1 min. I do not know if it strategy would be, it is an intention at this moment. If it result I will comment you.




I guess all your first efforts were enough to understand the setuping. The videos and the examples charts are excellents, but if it is possible, I would like to see more example videos of real trades. I do not know what think the others...

I would like to put some charts with mark the patterns difficult to recognize in order to obtain orientation of you and the other members of the club.

And... to see the method working with more pairs (pros and contras), where we must put the stop loss, I think it is very important, I do not know which part of the process of the car construction it is.... but, it is important, jeje.

Thanks Walter.


AgustÃÂ*n

I will try to keep updated on examples Cattus, so the idea can get even more clear on the mind... so far I like to get focused at one pair, so the research process doesnt get so congested... cheers Walter.
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