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Old 08-21-2007, 06:33 PM
jjk2 jjk2 is offline
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oscillator from MBA Thesis

UPDATE November 18, 2007


The MBA Thesis paper is finally available. plz send me a private message if you want the copy. if ur worthy i shall give u.
Attached Images
File Type: gif scr4.gif (22.7 KB, 1516 views)
Attached Files
File Type: mq4 MBA Thesis Indicator.mq4 (3.0 KB, 418 views)

Last edited by jjk2 : 11-18-2007 at 10:18 PM. Reason: update. forgot to thank omellette and other ppl who helped earlier.
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Old 08-21-2007, 08:31 PM
NiCForce NiCForce is offline
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Volume

I dont knows,
pherhebs this can help u
New Voume Indicator is here !!
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Old 08-21-2007, 09:46 PM
omelette omelette is online now
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Hi. You are making a few errors defining buffers and using the iMAonArray function. You also need an explicit check for zero divide situations.

Anyway here is what results. Any pointers on its usage?
Code:
#property copyright "Metatrader4 Code by jjk2. Based on MBA Thesis from Simon Fraser University written by C.E. ALDEA."
#property link      ""
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Red
 
//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicator drawing
   IndicatorBuffers(2);
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,3,Green);
   SetIndexBuffer(0,ExtMapBuffer1);
  
   SetIndexStyle(1,DRAW_NONE,STYLE_SOLID,3,Yellow);//DRAW_NONE,EMPTY,EMPTY);
   SetIndexBuffer(1,ExtMapBuffer2);
  
    
///-----Name of Indicator  
   string short_name = "ZigZag BETA    Current value calculated by indicator:";
   IndicatorShortName(short_name);

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
  
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int counted_bars = IndicatorCounted();
   int pos = Bars - counted_bars - 9;
   int temp = pos;
 //----
  
  
   if (counted_bars<0) return(-1);
    
    
   if (counted_bars>0) counted_bars--;
  
   while(pos>0)
    {
          
         //string xxx = "pos";  
                
         double MACD = iMACD(NULL,0,12,26,9,PRICE_CLOSE,0,pos);
         double Stoch = iStochastic(NULL,0,9,6,2,MODE_SMA,1,0,pos);
         double RSI = iRSI(NULL,0,9,PRICE_CLOSE,pos);
         double moment = (iMomentum(NULL,0,9,PRICE_CLOSE,pos));
         //double momentum = (Close[pos]-Close[pos+9]);
         //double Roc = (Close[pos]/Close[pos+9])*100;
         double Volu = iVolume(NULL,0,pos);
        
         //Main Forumla
         //double preFormula = (/Momentum);
         if (moment != 0)
          ExtMapBuffer2[pos] = Stoch*(RSI)/moment;        
          
         //Alert("MACD: ", MACD," ","Stoch: ", Stoch," ", "RSI: ", RSI," ","Momentum: ", momentum," ","Volume: ", Volu);
        
         //Alert(Stoch*(RSI)/Roc);
        
         pos--;
     }
         
         while (temp > 0) {
          double Formula = iMAOnArray(ExtMapBuffer2,0,2,0,MODE_SMA,temp);
          ExtMapBuffer1[temp] = Formula;
          temp--; }
//----
   return(0);
  }
//+------------------------------------------------------------------+

Last edited by omelette : 08-21-2007 at 10:44 PM.
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Old 08-21-2007, 11:37 PM
jjk2 jjk2 is offline
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http://www.sfu.ca/%7Ejjk2/DSCF3535.GIF
http://www.sfu.ca/%7Ejjk2/DSCF3536.GIF
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Old 08-23-2007, 02:25 AM
jjk2 jjk2 is offline
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screenshot and a few other comments

deleted the crappier verison.

Last edited by jjk2 : 11-11-2007 at 01:59 AM. Reason: deleted the crappier verison.
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Old 08-24-2007, 12:09 AM
walterw walterw is offline
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From what I see in terms of usage, this indicator is showing some key pivots where some kind of reversal is going to happen, using it in conjunction with other tools could make it usefull... my question is, does it repaint ? did you try it on intraday data like 4 hours 1 hour charts ? its interesting to see it, would be nice to test it... cheers Walter.
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Old 08-29-2007, 02:03 AM
jjk2 jjk2 is offline
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deleted the crappier verison.

Last edited by jjk2 : 11-11-2007 at 01:59 AM. Reason: deleted the crappier verison.
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Old 11-08-2007, 08:19 PM
jjk2 jjk2 is offline
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oh a few extra notes.

also note, its very hard for choppy markets, but for quite markets its okay on higher time frames.....5M charts look "livable" but defnitely 1H appears optimal.


also, another important thing i forgot to mention from the papers, the system described ignores peaks that are lower than a serires of past 3~5 peaks....so if today's peak is lower than the previous 3, we ignore it.....the logic is to avoid false signals.

im wondering if someone can help me implement this.....thanks.
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Old 11-09-2007, 09:29 PM
richest richest is offline
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I don't know if this indicator can make money or not, but wouldn't it better if hte histogram has 2 colors that can show whether the trend is up or down?
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Old 11-09-2007, 10:30 PM
jjk2 jjk2 is offline
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well i guess u could do something like if previous histogram bar is higher than current get a signal....im not sure. i am still forward testing, its taking a while.

before it wouldn't show on 1M but now it does. so i will try and post results here.
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