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Yes, Tigertrader - you should explain your idea on the chart - it's quite different from described in atricle Qualify CCI with Ergodic November 2003 Trading Tips Newsletter One way to use the Ergodic indicator is as a qualifier for the CCI indicator. The blue line is the Ergodic study superimposed on the Commodity Channel Index study. Ergodic confirms the CCI extreme trades very well. We used to get a 50/50% win/loss ratio on these trades. The last few days it is running more like 80% winners. This method is only used for reversals when the CCI is in the extreme range. ____________ Quote:
just want to remind : http://www.forex-tsd.com/151836-post23.html "Well known FX Sniperīs Ergodic CCI Trigger is based on multiple smoothing of instantaneous price velocity (C-C[1]) and have not nothing common with CCI formula. pq, pr, ps - periods of smoothing (EMA) trigger - period of trigger (EMA)" Last edited by fxbs; 11-19-2008 at 10:52 PM. |
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Tiger, FXSniper's Ergodic, limit (counted bars) : Igorad, post 23:
just want to remind : http://www.forex-tsd.com/151836-post23.html Last edited by fxbs; 11-20-2008 at 11:44 AM. |
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i dont understand what this indicator for.. sorry.. hope u tell me more.. regards, cipyu |
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CCI and which version Ergodic? Thanks, I want to try and time like in the chart shown. |
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Is anyone trading and making money using this indicator. If so please let us know and also let us know what if any type of filter you use. Thanks. |
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no, thats what i see (clear beckground):
all bars count (pos = Bars - 1; ) and Bars-counted bars and the more stuff you have running, the more load you pushing recounting all the bars over and over |
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FX_Sniper's_Ergodic_CCI_Trigger_Alert_Fast basically revritten by Mladen
"CCI" in FXSniper's Ergodic name - deep tradition, has nothing to do with CCI double alphaPq = 2.0/(1.0+pq); double alphaPr = 2.0/(1.0+pr); double alphaPs = 2.0/(1.0+ps); double alphaTrigger = 2.0/(1.0+trigger); for(i=limit,r=Bars-limit-1; i >=0; i--,r++) { buffer[r][mtm] = Close[i]-Close[i+1]; buffer[r][absmtm] = MathAbs(buffer[r][mtm]); buffer[r][var1] = buffer[r-1][var1] + alphaPq*(buffer[r][mtm] -buffer[r-1][var1]); buffer[r][var2] = buffer[r-1][var2] + alphaPr*(buffer[r][var1] -buffer[r-1][var2]); buffer[r][var2a] = buffer[r-1][var2a] + alphaPq*(buffer[r][absmtm]-buffer[r-1][var2a]); buffer[r][var2b] = buffer[r-1][var2b] + alphaPr*(buffer[r][var2a] -buffer[r-1][var2b]); buffer[r][var2c] = buffer[r-1][var2c] + alphaPs*(buffer[r][var2] -buffer[r-1][var2c]); buffer[r][var2d] = buffer[r-1][var2d] + alphaPs*(buffer[r][var2b] -buffer[r-1][var2d]); if (buffer[r][var2d]!=0) ErgoCCI[i] = (500*buffer[r][var2c]/buffer[r][var2d]); else ErgoCCI[i] = 0; MainCCI[i] = MainCCI[i+1] + alphaTrigger*(ErgoCCI[i]-MainCCI[i+1]); } if (alertsOn) { if(MainCCI[1] <= ErgoCCI[1] && MainCCI[0] > ErgoCCI[0]) doAlert("short"); if(MainCCI[1] >= ErgoCCI[1] && MainCCI[0] < ErgoCCI[0]) doAlert("long"); } Thank you, FxSniper; Thank you Igorad, Thank you, Mladen ![]() Last edited by fxbs; 11-21-2008 at 09:42 PM. |
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