Jurik

newdigital · #1 (**permalink**) 10-28-2005, 02:12 AM

Jurik Moving Average.

About this indicator and some others read http://www.forex-tsd.com/showthread.php?t=197

newdigital · #2 (**permalink**) 10-28-2005, 08:57 PM

Other Jurik indicators.

quksilver · #3 (**permalink**) 10-28-2005, 11:36 PM

Could you possibly provide an explanation of JCFBaux? I read Jurik's website and CFB itself isn't an indicator. But it looks like there is an indicator included in that package. Is JCFBaux that indicator?

quksilver · #4 (**permalink**) 10-29-2005, 12:18 AM

Nevermind, I figured out how to use it. When I get some time to write the code, I'll post an adaptive version of JRSX based on CFB.

newdigital · #5 (**permalink**) 10-29-2005, 10:06 AM

quksilver,

All that I know they used Jurik for Wealth Lab (attached) and some indicators for mt3 (attached as well). And JCFBaux should not be attached to the chart.

I translated those mt4 indicators from russian language (some important comments and alarms). See attached as well.

mezarashii · #6 (**permalink**) 10-29-2005, 07:01 PM

Hi newdigital.

I created a nice trend following setup on the 30 minute chart using the following 2 indicators...

JRSX3 10
guppy long
guppy short

buy when jrsx crosses above the zero line and price is above the gmma's take profits, moe stops break even once the jrsx registers a 5. Same for shorts.

my only concern is that there is something wrong with te jrsx. there is a 3rd color in the indicator which can be seen on older data, but on current data only two colors are seen. Is there an error in calculation?

newdigital · #7 (**permalink**) 10-29-2005, 07:12 PM

I think some of Jurik indicators may be with small errors. Because all the indicator posted here was created to be Jurik indicators. Try some an othet indicator, a lot of them were posted here already.

quksilver · #8 (**permalink**) 10-30-2005, 02:12 PM

The Jurik indicators are pretty hard to understand and troubleshoot. But they certainly look worthwhile. I've been trying to use CFB to code an adaptive RSX, as described in the pdf manual. It keeps giving me odd values that I can't find anywhere in the array of CFB. Could someone look at the code and try to find an error? Here's the code... I think the problem is somewhere in the for loop.

This portion normalizes CFB to a value between 0 and 1.

Code:

      if(CFB.result > CFB.max) 
         CFB.max=CFB.result;
      else if(CFB.result < CFB.min) 
         CFB.min=CFB.result;
      
      denominator=CFB.max-CFB.min;
      if(denominator>0)
         stoch.ratio=(CFB.result-CFB.min)/denominator;
      else
         stoch.ratio=0.5;

This portion uses the normalized CFB to determine a length for JSRX between the hi and lo values input by the user:

Code:

      JRSX.length=MathCeil(Lo.RSI.Period+stoch.ratio*(Hi.RSI.Period-Lo.RSI.Period));

The problem is that the high is always 0.64626709 and the low is always 0. At least, that's how they print out. They should change as CFB finds new highs and lows. And as far as I can tell, CFB never returns those values. So I'm very confused because I've looked over the code a million times and can't figure it out. Many thanks to anyone who can help..

cheers,
-lcg

Code:

//+------------------------------------------------------------------+
//|                                                JRSX Adaptive.mq4 |
//|       JCFBaux: Copyright © 2005,            Weld, Jurik Research | 
//|                                          http://weld.torguem.net | 
//|          MQL4: Copyright © 2005,                Nikolay Kositsin | 
//|                                   Khabarovsk, violet@mail.kht.ru |   
//| JRSX Adaptive: Copyright © 2005,                    Loren Gordon |
//|                                    forex1[at]lorengordon[dot]com |
//+------------------------------------------------------------------+
#property  copyright "Copyright © 2005, Loren Gordon"
#property  link      "http://www.metaquotes.net/"
//---- indicator settings
#property  indicator_separate_window
#property  indicator_buffers 1
#property  indicator_color1  Magenta
#property  indicator_level1  70
#property  indicator_level2  50
#property  indicator_level3  30

//---- indicator parameters
extern int Lo.RSI.Period=8;
extern int Hi.RSI.Period=24;
extern int CFB.Depth=24;
extern int Input.Price.Customs=2;
//(0-"Close", 1-"Open", 2-"High+Low", 3-"High", 4-"Low", 5-"Open+High+Low+Close", 6-Open+Close", ïî óìîë÷àíèþ-2.) 

//---- indicator buffers
double     ind_buffer0[];
int        draw_begin;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- drawing settings
   IndicatorBuffers(1);
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,1);
   draw_begin=CFB.Depth+Lo.RSI.Period+Hi.RSI.Period;
   SetIndexDrawBegin(0,draw_begin);
   IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+1);
//---- indicator buffers mapping
   if(!SetIndexBuffer(0,ind_buffer0))
      Print("cannot set indicator buffers!");
//---- name for DataWindow and indicator subwindow label
   IndicatorShortName("JRSX Adaptive("+Lo.RSI.Period+","+Hi.RSI.Period+","+CFB.Depth+")");
   SetIndexLabel(0,"JRSX Adaptive");
//---- initialization done
   return(0);
  }
//+------------------------------------------------------------------+
//| JSRX Adaptive                                                    |
//+------------------------------------------------------------------+
int start()
  {
   int limit,i;
   double denominator=0,stoch.ratio=0,CFB.result=0,CFB.max=0,CFB.min=99999,JRSX.length;
   int counted_bars=IndicatorCounted();
//---- check for possible errors
   if(counted_bars<0) return(-1);
   if(counted_bars<1)
      for(i=1;i<=draw_begin;i++) ind_buffer0[Bars-i]=0; 
//---- last counted bar will be recounted
   if(counted_bars>draw_begin) limit=Bars-counted_bars-1;
   else limit=Bars-counted_bars-draw_begin-1;

//---- JSRX adaptive counted in the 2-nd buffer
   for(i=limit; i>=0; i--)
     {
      CFB.result=iCustom(NULL,0,"JCFBaux",CFB.Depth,Input.Price.Customs,0,i);

      if(CFB.result > CFB.max) 
         CFB.max=CFB.result;
      else if(CFB.result < CFB.min) 
         CFB.min=CFB.result;
      
      denominator=CFB.max-CFB.min;
      if(denominator>0)
         stoch.ratio=(CFB.result-CFB.min)/denominator;
      else
         stoch.ratio=0.5;

      JRSX.length=MathCeil(Lo.RSI.Period+stoch.ratio*(Hi.RSI.Period-Lo.RSI.Period));
      Print("JSRX.length=",JRSX.length,
            " stoch.ratio=",stoch.ratio,
            " CFB.result=",CFB.result,
            " CFB.max=",DoubleToStr(CFB.max,8),
            " CFB.min=",DoubleToStr(CFB.min,8));
      ind_buffer0[i]=iCustom(NULL,0,"JRSX",JRSX.length,0,i);
     }
//---- done
   return(0);
  }

Alex.Piech.FinGeR · #9 (**permalink**) 11-02-2005, 03:24 PM

have found..
JMA Serie
calculate indicators ADX MACD.... with JMA

is GREAT

Alex.Piech.FinGeR · #10 (**permalink**) 11-02-2005, 03:28 PM

JMA SERIE inside

...\MetaTrader4\Expert\include

.::JJMASeries.mqh

...\MetaTrader 4\Expert\Indicators

.:: 3c_JDemark_H.mq4
.:: 3c_JMACD.mq4
.:: 3c_JRSX_Hs.mq4
.:: J2JMA.mq4
.:: JADX.mq4
.:: JFatl.mq4
.:: JJMA.mq4
.:: JMACD.mq4

--