jaguar1637
Lyapunov__HP
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
But this indicator got a flaw on graphic.
I should ask jack1 to help me on this.
Thank you anyway.
This indie is very cool :) Testing it now...
Thank you both guys for all your impossible and impressive work!
You are the best!
Thank you.
Jag,
excellente !
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
really really good job Jaguar, this indi is a masterpiece
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
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,
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
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¨:)
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 ?
THank you indeed.
for myself. only.
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
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.
LOL
means it's a good one too !
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;
I have an idea of another local lyapunov indicator but I will need your help.
OK I just wrote the Lyapanov based on the Inverse of hodrick Prescott !! lol
OK tell me which kind of local lyapunov you need by email !