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Lyapunov__HP

Lyapunov__HP
By jaguar1637 3292 days ago Comments (22)

Hi

As always, I trust much better my own indicators than the classical ones, that are in my humble opinion becoming more and more obsolete. And in fact, it works.. sorry to repeat it, but if you follow the threads here, there are plenty of possibilities to build profitable strategies from all ideas and concepts from John Last, and use also some of my indicators

This one, is in fact, a simple fractal applied on a Hodrick Prescott to remove distorsions. If you follow all the posts, from the begin of the thread "Optimizing Trend Trading" on FF, this is one of the main idea, to get a reliable data series, b4 applying any strategies. 

So, just take a look . Of course, regarding some logic (may be good for a Ranging market)  : -  if there is a crossing up, this is a confirmation of a LONG, the opposite, a confirmation of a SELL

Exceptionnaly, I will put this indicator for all public, like preeching my internal convictions to everybody

Comments

  • jaguar1637 3292 days ago

    But this indicator got a flaw on graphic.

    I should ask jack1 to help me on this.

  • JohnLast 3291 days ago

    Thank you anyway.

  • zkogan 3291 days ago

    This indie is very cool :) Testing it now...

    Thank you both guys for all your impossible and impressive work!

    You are the best!

  • JonnoB 3291 days ago

    Thank you.

  • CamaRon 3290 days ago

    Jag,

    excellente !

  • jaguar1637 3290 days ago

    Thank you

    The next step is 2 create a particule Optimization Swarm (you can download the both releases , same results ) , by filling up a bunch of data w/ ticks and launching the PSO on this

  • siegfriednovell 3258 days ago

    really really good job Jaguar, this indi is a masterpiece 

  • jaguar1637 3258 days ago

    Well, in my humble opinion,  I would remind you the IFT_RSI_HPm is better

    http://beathespread.com/file/view/18646/ift-rsi-hp-a-bug-found-by-bonhomme-new-release

    becoz you can fetch entries and exit signals easily

    If I want to resume, here , on Beathespread, we got good adn reliable indicators, allowing us to build strategies in trending mode. But... we are not yet able to detect huge manipulations from central banks. May be the next answer will be on analyzing unexpected volumes size

  • jaguar1637 3257 days ago

    I have noticed the similirality between the RSI (fractal period = 1) and the Lypunov calculation.

    It's quite the same except, the Lyapunov adds the mathLog function, to detect chaostic event from a previous situation to another one

  • Piotr 3255 days ago
    Re : strange graph. after first step- first next bar
     
    do anyone know how to call/execute any function which will simply restart  (reset) indi after single one time step (in anyM- depending of timeframe surely...)
    (what automatically reloads indi with correct graph)
     
    being fully conscious of unscientific approach... I am sorry Gentleman, maybe this ¨bulldozer¨ would be useful for the time being... and apply it as well for other ..HP.
  • jaguar1637 3255 days ago

    Piotr,

    about this unscientific approach, it's possible to make something between 1 or 2% per day w/ the IFT_RSI_HPm w/ a limitation when the market is going mad or into hight volatility  (either by BB_STop or by the indicator from J-philippe Botton fractals_bands)

    so, 1 or 2% on EU per day for 20 trades a day in M1. I think you should try if you have time 

    The bulldozer attitude comes from the fact, I have read and understood what breakcoder and after john last said ti us, means all data series need to be purified from distorsions

    I tried SSA, DF, Laguerre and some other filtering process. At this point, even this algorithm is perfectible , the Hodrick Prescott is light

    SSA can give better result but it's high consuming CPU

  • Piotr 3253 days ago

    THanks,

    I could´nt get ift_rsi_hp .. might be I am not allowed to see it... 

    By the way, since a days I´m watching (paralelly) Your simple fractal _ HP. Definitely perfect. 1/5/15M. Its Important feathure is, that is ¨not lossy¨ indeed, (even of its characteristic recalc. VS. a little bit of ability of common sense - is enough. (Therefor my forcing of reseting of indi while every new bar)) 

    I think we will return to SSA yet. (and we will buy faster ordenador with faster CPU ! :)) - if it would be the only obstacle.  

    Great Job Jaguar. Thanks again.

    looks, I become full time ¨forex-worker¨:)

  • jaguar1637 3253 days ago

    OK Piotr,

    I just put you as friend. so you should access to those files. And tell us what you think about 

    Well, you are now a full time forex worker ! for yourself or for a forex company ?

  • Piotr 3253 days ago

    THank you indeed. 

    for myself. only. 

  • JohnLast 2951 days ago

    I have just found a link with ours indicator which has been corrected with optimized code.

    http://fxcodebase.com/code/viewtopic.php?f=17&t=59063

  • JohnLast 2951 days ago

    For the mt4 version check here

    http://www.fxcodebase.com/code/viewtopic.php?f=38&t=59344

    Someone had made a request. That is the power of the open source code.

    However a little bit of courtesy would include to include the beathespread.com and jaguar in the property code.

  • jaguar1637 2951 days ago

    LOL

    means it's a good one too !

  • JohnLast 2951 days ago

    It is the same indicator of yours but the code is reworked to correct the refreshing problem.

    The core idea is the same:

    L_HP[i]=MathLog(MathAbs(hpf[i]/hpf[i+1]))*100000;

     

  • JohnLast 2951 days ago

    I have an idea of another  local lyapunov indicator but I will need your help.

  • jaguar1637 2951 days ago

    OK I just wrote the Lyapanov based on the Inverse of hodrick Prescott !! lol

  • jaguar1637 2951 days ago

    OK tell me which kind of local lyapunov you need by email !