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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. 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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Volume
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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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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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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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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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LinkBack to this Thread: http://www.forex-tsd.com/suggestions-trading-systems/9227-oscillator-mba-thesis.html
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| Posted By | For | Type | Date |
| The Chimp`s | This thread | Refback | 07-08-2008 11:40 PM |
| The Chimp`s | This thread | Refback | 04-18-2008 05:21 AM |
| The Chimp`s | This thread | Refback | 03-26-2008 05:53 PM |
| The Chimp`s | This thread | Refback | 03-26-2008 12:48 PM |
| The Chimp`s | This thread | Refback | 03-23-2008 06:12 AM |
| The Chimp`s | This thread | Refback | 03-10-2008 05:04 PM |
| Discover From Your Favorite Topic or Web Page: aroon oscillator | This thread | Refback | 02-20-2008 01:14 PM |
| The Chimp`s | This thread | Refback | 02-04-2008 04:51 PM |
| The Chimp`s | This thread | Refback | 11-17-2007 12:10 AM |
| | mbathesis.info | This thread | Pingback | 11-08-2007 10:43 AM |
| why isn't it plotting the formula? - MQL4 forum | Post #5 | Refback | 08-23-2007 08:12 PM |
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