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Old 10-30-2007, 05:05 PM   #465

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Re: Playing with the VMAR`s open research

Quote:
Originally Posted by walterw »
Unicorn has coded his version of vma`s for amibroker charting platform... could we code this for mt4 as well ?
Will look into it.
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Old 10-30-2007, 05:48 PM   #466

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Re: Playing with the VMAR`s open research

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Originally Posted by PYenner »
Will look into it.

Thanks Bruce... I forgot to attach code... cheers Walter
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File Type: txt vmar_1[1].afl.txt (4.9 KB, 47 views)
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Old 10-30-2007, 06:48 PM   #467

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Re: Playing with the VMAR`s open research

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Originally Posted by walterw »
what a team we got here ¡¡ now we also have Sparrow who started to program our indis for Ninjatrader platform ¡¡ The chimp is so happy that he is dancing ¡¡
cheers The Chimp.

Just an FYI...the Ninjatrader platform has a great dom (The same one I use with TransActFutures). It lets you place bracket orders, target and stops all with one click. You can also drag and drop your targets and stops. Great control. Thanks Sparrow....Armand


Playing with the VMAR`s  open research-superdomx.jpg
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Old 10-31-2007, 05:42 AM   #468

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Re: Playing with the VMAR`s open research

Vidya3.mq4
This vidya was ported from the VT version by Amritend Maji (Maji).
The settings were for 5min chart.
Seemed to get the thumbs up for matching VT charts.
Chande invented this too, but there are variations around and uncertainty about which are true to Chande.

xpMA_v2.mq4
Universal xpMA by Codersguru.
Change MA_Type to get:

0 Simple moving average,
1 Exponential moving average,
2 Smoothed moving average,
3 Linear weighted moving average.
4 Double Exponential Moving Average.
5 Triple Exponential Moving Average.
6 T3 Moving Average.
7 Jurik Moving Average.
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File Type: mq4 Vidya3.mq4 (2.4 KB, 77 views)
File Type: mq4 xpMA_v2.mq4 (4.9 KB, 72 views)
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Old 10-31-2007, 05:46 AM   #469

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Re: Playing with the VMAR`s open research

PYenner: the xpMA 4 and 5 settings are actually the other way around if you look at the implementation

Here's my first NT verison of unicorn's adaption of the FantailVMA1.
Hopefully someone can test it and tell me if it works fine.

Cheers

Last edited by Sparrow; 10-31-2007 at 07:12 AM.
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Old 10-31-2007, 06:55 AM   #470

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Re: Playing with the VMAR`s open research

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Originally Posted by Sparrow »
PYenner: the xpMA 4 and 5 settings are actually the other way around if you look at the implementation
Sparrow
Thank you, it looks like you are right but I'm not going to mess with it for now. Users of xpMA be warned.

Sparrow, if you are also familiar with T3 this might be a simple question for you, if not just ignore it because I'm being lazy and looking for a quick fix.
I suspect that T3 was intended to use a sequence of ema's but a version I am looking at has used a variable where an array should have been used if ema's were the intended result. The difference is that arrays will work fine on both bars and ticks, but a variable will malfunction on live ticks.
This is what the code using variables looks like and cci[i] is supposed to end up holding a T3 version of a cci input signal. Would e1[i], e2[i] etc make more sense...? W1 and W2 weightings are ema type weightings eg (n-1) and n.

for(int i = Bars - 1; i >= 0; i--)
{
cci[i] = iCCI(NULL, 0, CCI_Period, PRICE_TYPICAL, i);
e1 = w1*cci[i] + w2*e1;
e2 = w1*e1 + w2*e2;
e3 = w1*e2 + w2*e3;
e4 = w1*e3 + w2*e4;
e5 = w1*e4 + w2*e5;
e6 = w1*e5 + w2*e6;
cci[i] = c1*e6 + c2*e5 + c3*e4 + c4*e3;

I am new to just about everything so I will lean on an experienced shoulder if I can. Don't bust a gut on it, just answer if its obvious to you.
Cheers
Lazy PYenner

Last edited by PYenner; 10-31-2007 at 07:02 AM.
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Old 10-31-2007, 07:10 AM   #471

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Re: Playing with the VMAR`s open research

PYenner, my knowledge of how indicators work internally is very limited and my adv. maths skills are lacking unfortunately.
I have a programming backgroung and just got into indicator development but I am a quick learner.

I might have an idea though because I am facing a similar problem at the moment.
My guess is that the value for the previous bar is stored in the variable.
If it's calculated on the close of the bar its value is correct but if you use every tick then it will represent the value of the last tick and not the ema value of the last bar.

Hope it makes sense.

Cheers

Last edited by Sparrow; 10-31-2007 at 07:15 AM.
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Old 10-31-2007, 07:15 AM   #472

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Re: Playing with the VMAR`s open research

Sparrow
Thank you.
You see it the same way I do.
Thanks for quick answer.
Bruce
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