Advanced Cycle Analysis - page 2

 

I think the mtf call for trend should query buffer "...SortBartels,4,y);" instead of "...SortBartels,5,y);" since you changed the buffer definitions. Puts the color back in mtf trend.

 
adeo:
I think the mtf call for trend should query buffer "...SortBartels,4,y);" instead of "...SortBartels,5,y);" since you changed the buffer definitions. Puts the color back in mtf trend.

You are right

Boxter, took a liberty and changed it (it affects the work only in multi time frame mode - in regular mode the results are exactly the same as before)

 

look very similar to rsx on macd

 

Advanced Cycle Adapted Ehlers Indicators

Here is an interesting article with Cycle Adapted Ehlers Indicators implemented in mql5, that adapt to a current cycle period of the market. The Ehlers indis use periods extracted from a dedicated Cycle Period indicator. Great indis which can be used in addition to the Goertzel Browser.

Some new ideas:

- Extend the Cycle Period indicator with Bartels cycle significance test

- Using extracted Goertzel periods to adapt indis, e.g. the described Ehlers Indis or RSI.

 

Fixed Goertzel Browser

dasssi: rsx on macd can be taken as main signal and BartelsGoertzel as additional signal confirmation

jahMon,mladen: thanks for the quick fix of MTF multicolor ....

A further updated version will follow later.

 

Fixed Goertzel Browser 5.61

...Attached is now the further fixed version. There were still some switching issues between smoothing, detrending and MTF. Main issues were:

- cycle list was not updated correctly when switching MTF (fixed now)

- composite cycle was always adding all UseTopCycles, even if Bartels filter calculated less cycles. When switching and less significant cycles were shown, the related 2-dim array didn't delete the former entrys. All this lead to an overlay of the new composite cycle with some unwanted hidden old cycle values (drove me crazy to find it, fixed now).

I also checked the Ehlers roofing filter as another alternative for detrending. In my opinion it's not delivering real value so I didn't add it. If you compare now the different detrending methods you see no big difference. I added a spezial "Goertzel Bandpass filter" as DT method: from Bartels filtered cycles of Native data, cutting largest 1-2 periods is offered for eliminating the trend and cutting periods below e.g. 10 to eliminate noise.

In my opinion it is now working pretty stable and shows really amazing results when combining e.g. M1 with M5 or M5 with M30 on one chart.

Files:
 

Thanks for the update. I've had good success with '...- Using extracted Goertzel periods to adapt indis...' this is why I asked Mladen for a version (maybe .dll) that exposed more cycle related info via another buffer.

 
Boxter:
...Attached is now the further fixed version. There were still some switching issues between smoothing, detrending and MTF. Main issues were:

- cycle list was not updated correctly when switching MTF (fixed now)

- composite cycle was always adding all UseTopCycles, even if Bartels filter calculated less cycles. When switching and less significant cycles were shown, the related 2-dim array didn't delete the former entrys. All this lead to an overlay of the new composite cycle with some unwanted hidden old cycle values (drove me crazy to find it, fixed now).

I also checked the Ehlers roofing filter as another alternative for detrending. In my opinion it's not delivering real value so I didn't add it. If you compare now the different detrending methods you see no big difference. I added a spezial "Goertzel Bandpass filter" as DT method: from Bartels filtered cycles of Native data, cutting largest 1-2 periods is offered for eliminating the trend and cutting periods below e.g. 10 to eliminate noise.

In my opinion it is now working pretty stable and shows really amazing results when combining e.g. M1 with M5 or M5 with M30 on one chart.

Hi Boxter,

Thank you for this great indicator. I tried backtesting it with trade simulator, however, I got the error message: customs indicator name must be a string. Can this be fixed ?

pooh

 
pooh123:
Hi Boxter,

Thank you for this great indicator. I tried backtesting it with trade simulator, however, I got the error message: customs indicator name must be a string. Can this be fixed ?

pooh

Hello pooh, sorry for coming back to you so late. Please describe your error more in detail:

did you use the GB in the running timeframe or did you use it in another timeframe using the MTF function ?

When you call the GB in your EA you are using a pretty big iCustom call. Did you check in detail whether you used the correct and complete variables ?

If you want you can post your iCustom call or you can send it to me with a PM.

 

Guys

I have tested the version 5.601 right now and all is OK in regular work as well as in multi time frame work

Reason: