Hi igorad, AllAverages_v4.0ea 600+.mq4 is not working for me as an expert advisor
Is it an ea (experts folder) to test AllAverages_v4.0 600+.mq4 or am I wrong?
Thanks
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Hi igorad, AllAverages_v4.0ea 600+.mq4 is not working for me as an expert advisor
Is it an ea (experts folder) to test AllAverages_v4.0 600+.mq4 or am I wrong?
Thanks
Hi FendeTestas,
AllAverages_v4.0ea 600+ is indicator.
What is the difference between AllAverages_v4.0ea 600+ and AllAverages_v4.0 600+?
As far as I know - indicator with the name as [name]ea is ready to be used with EA. For example, if someone asks to create EA using AllAverages_v4.0 so the coder will use AllAverages_v4.0ea 600+ indicator for the EA. Because AllAverages_v4.0ea 600+ indicator was coded especially for the EAs.
I mean - many indicators need to be adapted to work with/in EAs so this is adapted version: AllAverages_v4.0ea 600+
So, both are indicators.
Hi, Igor
I hope you are still coming here...
I have found a new mod of VWMA - it is called eVWMA
Introduction is here http://christian-fries.de/evwma/PDF/evwma_intro.pdf
More info is here http://christian-fries.de/evwma/
Very helpful indeed.
You can add this stuff to your all averages' bunch ;-)
Thanks
D.P.
Hi Dr.Phoenix,
Especially for you I added this kind of moving averages to the list in the version 4.1 only because I think it's a bit strange to enter MA_Period = 5000 or even 10000.
Attachment 16819
Regards,
Igor
Hi,
Please check out the updated AllAverages indicator where the Simple Decycler was added instead of the eVWMA.
Attachment 16821
Regards,
Igor
Hi Igor
On post # 92 the following image appears. Is the green line a StepMA indicator ?
Attachment 16881
Hi the__searcher,
I am not sure but I think it is the same indicator (AllAverages indicator) in MTF mode (Timeframe= ...):
Attachment 16885
Hi! Igorad. Is it possible to rework old Allaverages_v3 MT5 ver. indicator to new 4.2 version for MT5? Especially with normal alerts as in MT4 versions.
Igor,
First of all, Happy New Year of 2016, Be happy, be smart, be strong.
Second, I have just found that you made eVWMA, I do not know why MA_Period is so high. Anyway, I will try it and, if needed, give you a call.
Third, many pages ago I said that would be very nice to integrate bands of the standart deviations as it was made in that Market Statistics indicator - you ask me why? - the matter is that I have found that price react on these band clearly (see the picture 1 of mine). That is VWMA plus bands.
Fourth, at the FF there was published a picture (pic. 2) that shows MAs ( The Club! - Page 1029 @ Forex Factory ). These MAs are of yours. :(grin): it is the first version of your indicator. It is attached below.
I have two questions to ask. How does the indicator do manage printing the bands (yellow dotted lines on picture 2) ? And why did you remove the label possibility from your indy?
I may resume - there would be great to have pissibilities:
- switch on/off standart deviations bands;
- switch on/off labels.
Best,
D.P.
As to the MA_Period, I have found the following.
https://www.linnsoft.com/techind/evw...moving-average
eVWMA = [(N - v) * eVWMA.1 + v*p] / N where... p = price v = volume of bar N = volume "period". This period can either be specified (as a constant value) or computed as a multiple of the recent average volume.
Let us try to ubdertsand.
1. P is price, understandable, no comments;
2. V - volume of a bar - it seems to undersandable as well;
3. N is volume "period". This period can either be specified (as a constant value) or computed as a multiple of the recent average volume.
Here we have a problem. In the original formula N is the number of shares floating. However we have no shares in FOREX. That is why we have difficulties up on this issue.
So, look at the picture at the abowe link. You can see eVWMA(DELL, 10000). I suppose, N = constant and is qual to be 10000. That is the answer why we should take MA-period to be a high number.
Let us discuss.
Best,
D.P.
Hi Dr.Phoenix,
Please check out the updated AllAverages(v4.11) with the eVWMA modified formula where I use sum(Volume,N) instead of the volume"period". I think this modification looks much better than the original version.
Attachment 17733
Regards,
Igor
Hi Igor & ND,
Can you check attached graphs? Its really interesting...It has the band squeeze and then it expand...Very very interesting...i dont know exact technical word but i would say that it just break the band and it expand...so as soon as it squeeze there will be a good move and good signal...
Attachment 18811
Attachment 18812
Attachment 18813
Attachment 18814
Attachment 18815
Good work...thanks
regards
Hi,
Please check out the updated AllAverages indicator with the new set of 32 MAs(including eVWMA mod).
Regards,
Igor
Hi,
Please check out the updated AllBollingerBands indicator with the new of MAs and with the price lebels.
Attachment 19041
Regards,
Igor
Hi, Igor
I do not get it.
this indicator consist of BBs or deviations to be calculated.
Actually these are different algorythms.
How did you manage to consolidate them?
D.P.
Thanks, Igor.
it is unusual but functional. you have mixed two algorythms. :(handshake): Very good.
Below there is a chart that represents prices quite well. Look at it.
Below I have shown VWMA with bands (I published the indicator at this thread as well). The lines are dotted.
Look, they are almost the same and validate each other. Perfect !
Best
D.P.
Attachment 19275
Igor, at last I would like to ask you to do a favour for me personally, I think, it is not a problem for you.
Can you cut off everything, excepting the VWMA stuff, from your bands indicator? So, the indicator should have BB based on VWMA only. It will be a VWMA MOD of yours.
The matter is that the overall weight of the compiled binary file is 148Kb.
Thanking in advance.
Best
D.P.
Hi Dr.Phoenix,
Please check out the eVWMA_BBands indicator.
Attachment 19304
Regards,
Igor
Hi Dr.Phoenix,
Ok, no problem. The VWMA_BBands is in the attachment.
Attachment 19325
Regards,
Igor
Igor, you made it.
Look at the chart below.
I use both of the indicators and they give one the better performance if used consolidatedly.
Best,
D.P.
P.S. Igor, I see you have much experience, programing MT4. I have some thoughts that can be used to make some kind of EA.
If you have time and wishes to discuss and possibly make it, I would very appreciate it.
The matter is that I am searching for such a pro very long.
@dr. phoenix
Your setup looks interesting. Could you explain the logic behind the settings (lenght,deviations) ?
Guys, I will give you some links that can help you to understand the logic behind it.
VWAP is volume-weighted average price. VWAP is the ratio of the value traded to total volume traded over a particular time horizon (usually one day). It is a measure of the average price of a stock traded at over the trading horizon [1].
VWAP trading concept is discussed in [2]. Examples found on the net are in here [3].
Indicators mostly used are Market statistics v.4.2 (VWAP) and v.7.1 (VWMA) can be found at the FF or on the net. They can picture VWAP line, three pairs of bands [-1 SD; +1 SD], [-2 SD; +2 SD], [-3 SD; +3 SD] and PVP. SD is the Standard Deviation that is discussed in [4]. The areas of the first sigma, the second sigma and the third sigma are [-1 SD; +1 SD], [-2 SD; +2 SD] and [-3 SD; +3 SD] respectively.
Mu in the picture [4, 5] is similar to the VWAP line in the indicator of Market statistics v.4.2. So the price fluctuates mostly in the range of the first sigma that is almost 70% of all prices traded in the day. Deviation of prices in the zones of the second sigma and the third sigma are extreme deviations, what means the price is imbalanced and is about to go backward to the balance area of the first sigma – the price tends to be in this area. If the price ends a trading day in the price areas of more than the first sigma, the next day might be the trend day because of the imbalanced state of price.
VWMA is VWAP MA.
Note. Both indicators are almost the same. I now use both of them to see the areas of standart deviations. There is no logic to use both, one is needed on the whole. But they can be complementary.
Note. The parameters of the indicators above are taken empirically in order to fit the prices as much as possible.
Links
[1] http://en.wikipedia.org/wiki/Volume-..._average_price
[2] Trading With Market Statistics - LINKS - Traders Laboratory - 4803
[3] https://www.bigmiketrading.com/commo...rice-vpoc.html
[4] http://en.wikipedia.org/wiki/Standard_deviation
[5] http://en.wikipedia.org/wiki/File:St...on_diagram.svg
@dr. phoenix
Thanks a lot m8!
igorad, can you please make this indicator to be a filled version ?
I mean I want to use this indicator as 2.0 & 2.5 deviation, but I don't want my chart to be very messy like a lot of noodles.
So if you can make it filled between 2.0 -2.5 deviation, it'll be very good.
Thanks in advance.
Hi Igor, thanks for the allaverages indicators! Are you please able to update the "AllAveragesConsensus_v1.1" (27 choices) to have the same choice of averages as for "allaverages_v4.2_600" (31 choices)?
Also are you able to please make it so that each one can be turned off/on from the consensus? eg "display MA_Method= 0: SMA" = true/false (default = true)
I believe that this will be a helpful indicator for the thread viewers to visually study the effects of the various moving averages
Also are you please able to update the EA to match the new versions?
I promise to keep this thread going with the results/findings :)
Regards,
Sharedood
Hi Sharedood,
Please check out the updated AllAveragesConsensus indicator with the new set of MAs and with ability to calculate in normalized scale(ShowNormalized=true) and as the Upcounter/Downcounter difference. Also you can use various sets of MAs to calculate the indicator.
Attachment 22476
Regards,
Igor
Hallo newdigital and igorad, how do you do. Very long time not see you. I was the member of Forex-tsd.
Igorad , could you help me to make AllBollingerBands_v2.600+.mq4 be filled ? like this screen shoot below :
thank you.
Dear Igor,
It is possible to make the update indicator FerruFx_light_indy and FerruFx_light_indy_HIST for the new version of MT4 and place the buffer Down / Up?
Thank you,
Rogério
Hi ServerUang,
Please check the updated AllBollingerBands indicator with ability to be filled if ShowFilled=true.
Attachment 22511
Regards,
Igor
Hi Igor,
Thanks for the update.
Regards,
Rogério
Hi igor
Thanks for providing the update
Appreciated
Cheers