AllTrendEnvelopes

The Hodrick Prescott filter is well known in economics. It is very good for those purposes.

It is very clunky. OK for long term economic time series, to eliminate the trend from the cycle. Very clever.

However, it does not address a lot of questions sufficiently. What trend? The residual is the cycle. What lamda? It needs an entire array to compute, not just the last 20 data points or whatever.

Without seeing the code, I question whether it is "true". Can Metatrader perform minimization procedures?

To do this stuff I simply refer to Mr Ehlers cyber cycle, which is freely available. It chops out the trend element, however defined. Or bandpass, if you want to concentrate on a specific frequency.

From the supplied chart, HP seems to be anticipating a reversal at times. This is very good, if you have deep pockets and don't mind stress.

Hello Igorad,

Would you please incorporate the breakout mode parameter that you have added to the VoltyChannel Stop indicator (ability to choose the breakout price mode), to All trend envelopes v2 as well?

So that the trend envelope line changes direction when the pertaining band price is broken. Thank you very much in advance.

AllTrendEnvelopes_v2 600+ indicator is on this post. This version works with Metatrader 4 build 600 and above.

// MA_Method=26: MD - McGinley Dynamic

If I put that in, the indicator disappears.

Originally Posted by Gods_Clown

// MA_Method=26: MD - McGinley Dynamic

If I put that in, the indicator disappears.

Hi Gods_Clown,

Please check out the fixed AllTrendEnvelopes indicator.

Attachment 7942

Regards,
Igor

Thx, good job.
I didn't test it, but does the ManuelTrader EA also works with MA_Method=26: MD - McGinley Dynamic? Since it's based on the AllTrendEnvelopes indicator?

And is it possible to add the Kijun-sen to the system?

Best regards

Hi,

Please check out the AllTrendEnvelopes indicator in the histogram form.

Attachment 10402

Regads,
Igor

Igorad

Thanks for prompt reaction!

Will use nxt week

Thanks again!
Mosiskv

Hi Igorad,

First of all I would like to express my thanks & appreciation for coding all the amazing indicators. You are really amazing, thanks a lot.
I would like to ask whether the AllTrendEnvelopes can have another extra AllAverages - Quad MA, MA x 4. And the option to set MA = personal setting (>4 for testing purpose) example.
Thanks in advance.

Thanks & Best Regards,
LearnAlways

Originally Posted by igorad

Hi,

Please check out the AllTrendEnvelopes indicator in the histogram form.

Attachment 10402

Regads,
Igor

This is good indicator to filter false signals for example.