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Old 07-22-2006, 03:30 PM
Andrew2 Andrew2 is offline
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Post Volatility Quality Index
VQ.mq4

WARNING!!!
This indicator is all experimental.
DO NOT trade real money.
It shows a lot of false signals.
Use Your own technical analysis, to confirm signals.
This is volatility indicator, not trend, it could show opposite direction to current trend
See post #4

Raff
Last edited by Andrew2 : 12-21-2006 at 07:22 PM.
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Old 07-22-2006, 04:09 PM
Andrew2 Andrew2 is offline
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Can You translate it to mq4

Code:
Type : Indicator, Name : Volatility Quality Index 
Variables: 
VQI(0), 
SumVQI(0);

If TrueRange <> 0 and (High - Low) <> 0 Then
VQI = ((Close - Close[1]) / TrueRange + (Close - Open) / (High - Low)) * 0.5
Else
VQI=VQI[1];
VQI = AbsValue(VQI) * ((Close - Close[1] + (Close - Open)) * 0.5);
SumVQI = SumVQI + VQI;
Plot1(SumVQI,"");
Plot2(Average(SumVQI,9),"");
Plot3(Average(SumVQI,200),"");
I think, in easylanguage:

TrueRange = max([high]-[low], max([high]-val([close],1), val([close],1)-[low]));

Thank You

Raff
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File Type: gif t-i-Volatility_Quality_Index.gif (16.8 KB, 7262 views)
Last edited by Andrew2 : 07-29-2006 at 10:04 AM.
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Old 07-22-2006, 05:56 PM
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elihayun elihayun is offline
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I tried to translate it, but with no success. So I decided to add another line to Chaikin volatility and here the result. Very useful. Thank you for the idea.

Just a reminder, even before down trend we will see the indicators lines going up.

Eli
Attached Images
File Type: jpg Volatility.JPG (80.6 KB, 6894 views)
Attached Files
File Type: mq4 Chaikin's Volatility.mq4 (2.6 KB, 1063 views)
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Old 07-27-2006, 02:00 PM
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raff1410 raff1410 is offline
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While waiting for coders answers...
Hi
I made Volatility Quality indicator. I add some smoothing and filter for it. Best results are in H1 and H4 timeframe, with higher timeframe (H4 and D1) as a signals filter. I think it will help to find good entry points.

Also it need good settings to work.
I think the best are:
Length from 3 to 8;
Method as moving average methods: 0-simple, 1-expotential, 2-smoothed, 3-linear weighted;
Smoothing 0 to 10, I suggest 1;
Filter 0 to whatever You want;
For example length 3, method 2, smoothing 1, and filter set to 1 and increase it to find the best one

Any suggestions, comments, please post here

Raff vel ANDy


You will find new version of VQ at post #1
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File Type: gif 2.gif (51.6 KB, 5622 views)
File Type: gif 3.gif (47.2 KB, 5640 views)
__________________
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Lost in action ;-)... just_raff1410[at]yahoo.com
Last edited by raff1410 : 07-29-2006 at 10:13 AM.
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Old 07-27-2006, 02:25 PM
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DOMIANDR000 DOMIANDR000 is offline
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Vq
Nice one raff ......lets FW test based on the signals...
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Old 07-27-2006, 04:17 PM
bullwinkle bullwinkle is offline
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Nice Work .. Raff !!

Could you please post yer TRIX indicator too ??

Thnx ..
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Old 07-27-2006, 04:52 PM
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raff1410 raff1410 is offline
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Quote:
Originally Posted by bullwinkle
Nice Work .. Raff !!

Could you please post yer TRIX indicator too ??

Thnx ..
You will find it there:
Trend Deviation (TRD)

Raff
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Old 07-27-2006, 05:02 PM
Devil2000 Devil2000 is offline
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Quote:
Originally Posted by raff1410
Hi
I made Volatility Quality indicator. I add some smoothing and filter for it. Best results are in H1 and H4 timeframe, with higher timeframe (H4 and D1) as a signals filter. I think it will help to find good entry points.

Also it need good settings to work.
I think the best are:
Length from 3 to 8;
Method as moving average methods: 0-simple, 1-expotential, 2-smoothed, 3-linear weighted;
Smoothing 0 to 10, I suggest 1;
Filter 0 to whatever You want;
For example length 3, method 2, smoothing 1, and filter set to 1 and increase it to find the best one

Any suggestions, comments, please post here

Raff vel ANDy
Do you mind to put the mq4 file here? thanx
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Old 07-27-2006, 05:43 PM
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raff1410 raff1410 is offline
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Quote:
Originally Posted by Devil2000
Do you mind to put the mq4 file here? thanx
Hi...
I knew that someone will ask for it
Everything You need to do now is to test it and find how to use it

Raff
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http://www.gummy-stuff.org/raff-regression.htm

http://www.try-your-luck.com/

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Old 07-27-2006, 06:52 PM
67-17454 67-17454 is offline
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Now this is an impressive Indicator
I look forward to learning more and watching this indicator as it progresses!

I just did some 'back of the envelope' analysis if this was an EA and I let it autotrade on GBPUSD and EURUSD and the results were impressive.

For 1 week, +308 pips on GBPUSD (no losing trades) and +100 pips on EURUSD (two losing trades). I know, mileage may vary.

Looking forward to forward testing.

Is there any way when there's a reversal to add an alert screen with market details at that time to make it a little easier (rather than just ring a bell)?
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File Type: gif Pic_002.gif (16.7 KB, 5235 views)
Last edited by 67-17454 : 07-27-2006 at 06:56 PM.
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