Indicator 75 and Lomb Periodogram

 

Hi there,

Does anyone know what's the methods used in GFT's Indicator 75 in their DealbookFX software?

Another one that I've been wondering about is the Lomb Periodogram that's in Wave59.

Anyone know?

It would be nice to have it for MT4...

Morgan

 
Morgan:
Hi there,

Does anyone know what's the methods used in GFT's Indicator 75 in their DealbookFX software?

Another one that I've been wondering about is the Lomb Periodogram that's in Wave59.

Anyone know?

It would be nice to have it for MT4...

Morgan

hi Morgan..

Here is the formula the Indicator 75..

indicator Indicator_75;

input price = close;

draw line("I75"), baseline("Zero") = 0;

begin

line := sma(price, 9) - displace(sma(price, 18), 3);

end.

Do u know whats mean displace in the formula?

Thank u

 

From GFT's web site:

"A displaced moving average plots the moving average value of a previous bar or later bar on the current bar."

maybe it's similar to shift in MT?

 

Thanks for the code! where on earth did you get it? i could'nt find it anywhere

That is the correct def for a displaced MA, and yes, it's the same as "shift" in metatrader

 
Morgan:
Thanks for the code! where on earth did you get it? i could'nt find it anywhere That is the correct def for a displaced MA, and yes, it's the same as "shift" in metatrader

Hi!

Can you post that Indicator 75 when made?

THX!

Nina

 

I've found the following on the Lomb Periodogram --

It's a formula modified by N. R. Lomb and published in his 1975 book "Least-squares frequency analysis of unequally spaced data"

I've found the following formula for it: http://www.cbi.dongnocchi.it/glossary/Lomb.html

but i'm not _that_ mathematically inclined... maybe someone here can "translate" it for us into a MT4 indicator?

Nina: i'll have a friend of mine have a look and see if he can code it for us. i do not understand the first thing about programming, unfortunately. but i'll post it here as soon as i have something.

maybe someone on this board can also look and see if they can code and share these indicators

 

Well,

If I understand the formula in post #2, it should be an SMA(9) - SMA(18) from 3 bars ago.

If that is correct, then I believe the following indicator is correct.

It's in MTF form, so you can choose your time frame. You don't need any orginal indicator since it's based on standard MAs.

Let me know if this isn't what you want.

Keris

Files:
mtf_75.mq4  5 kb
 

Keris,

Indeed it seems to be the same -- i loaded your indicator up and did a quick visual compare to the one in dealbook and it looks exacly the same.

Many thanks!

 
Morgan:
I've found the following on the Lomb Periodogram --

It's a formula modified by N. R. Lomb and published in his 1975 book "Least-squares frequency analysis of unequally spaced data"

I've found the following formula for it: http://www.cbi.dongnocchi.it/glossary/Lomb.html

but i'm not _that_ mathematically inclined... maybe someone here can "translate" it for us into a MT4 indicator?

Nina: i'll have a friend of mine have a look and see if he can code it for us. i do not understand the first thing about programming, unfortunately. but i'll post it here as soon as i have something.

maybe someone on this board can also look and see if they can code and share these indicators

LSMA i think is Least Squares

hope it helps its atached

who knows

Files:
Reason: