ryaz Posted October 8, 2009 Report Share Posted October 8, 2009 Here's a Hodrick Prescott "MA" by me http://stashbox.org/654646/hm.rar p.[hm]ryaz It is based on an HP filter implementation by gwpr (http://translate.google.com/translate?hl=el&sl=ru&tl=en&u=http%3A%2F%2Fcodebase.mql4.com%2F5169) and doesn't repaint as HP filter. More information on HP filter in http://en.wikipedia.org/wiki/Hodrick-Prescott_filter regards Quote Link to comment Share on other sites More sharing options...
zennchew Posted October 9, 2009 Report Share Posted October 9, 2009 Re: Hodrick Prescott Indicator Great effort,thanks a lot man . Quote Link to comment Share on other sites More sharing options...
ryaz Posted October 9, 2009 Author Report Share Posted October 9, 2009 Re: Hodrick Prescott Indicator Peachy ;) Cheers peachess Here's ver 1.01 for you with a lot more features, like selectable trend strength, no trend detection, filter bands and selectable price bands (disabled if band=0) and display of the Hodrick Precott filter (disabled if trend=0). The HP filter repaints and it's use resembles Center of Gravity, it is disabled from screen for trend=0. The HPMA and the bands don't repaint except for the last bar where repainting can be turned off by setting repaint=false. Increasing the nobs param will increase execution time, the smoothness is increased as labda increases, and trend change detection tends to be slower as trend param increases. [spoiler:1uztao4u]http://stashbox.org/655677/h1.rar p.[h1]ryaz[/spoiler:1uztao4u] regards Quote Link to comment Share on other sites More sharing options...
barbara1713006084 Posted October 9, 2009 Report Share Posted October 9, 2009 Re: Hodrick Prescott Indicator Cheers peachess Here's ver 1.01 for you with a lot more features, like selectable trend strength, no trend detection, filter bands and selectable price bands (disabled if band=0) and display of the Hodrick Precott filter (disabled if trend=0). The HP filter repaints and it's use resembles Center of Gravity, it is disabled from screen for trend=0. The HPMA and the bands don't repaint except for the last bar where repainting can be turned off by setting repaint=false. Increasing the nobs param will increase execution time, the smoothness is increased as labda increases, and trend change detection tends to be slower as trend param increases. [spoiler:ozbmrmx9]http://stashbox.org/655677/h1.rar p.[h1]ryaz[/spoiler:ozbmrmx9] regards Thank you :D I will try it out .. its so nice to have some experts here \m/ Barbara p.s. I like your new avatar Quote Link to comment Share on other sites More sharing options...
100pips Posted October 9, 2009 Report Share Posted October 9, 2009 Re: Hodrick Prescott Indicator bro, problem with code i get the following error msg: 99:8;'lamda' - variable not defined Quote Link to comment Share on other sites More sharing options...
ryaz Posted October 9, 2009 Author Report Share Posted October 9, 2009 Re: Hodrick Prescott Indicator 'lamda' - variable not defined change "lamda" to "lambda" regards Quote Link to comment Share on other sites More sharing options...
100pips Posted October 9, 2009 Report Share Posted October 9, 2009 Re: Hodrick Prescott Indicator initial feedback: <<if it does not repaint...>>>> You have created a gem, a master piece, the best forex inicator This might be IT. Just added to GBPUSD 5M chart, would have kept me in the trade for most of the profits. AWESOME. I didn't even pay attention to all the values, just using default value I thickened the red and blue lines in settings and voila. Complete feedback: NEXT FRIDAY Quote Link to comment Share on other sites More sharing options...
rcbarlow Posted October 9, 2009 Report Share Posted October 9, 2009 Re: Hodrick Prescott Indicator I keep getting "CRC Failed" Wrong password? Any ideas what's wrong? Thanks Quote Link to comment Share on other sites More sharing options...
benny3 Posted October 10, 2009 Report Share Posted October 10, 2009 Re: Hodrick Prescott Indicator the password is [h1]ryaz Quote Link to comment Share on other sites More sharing options...
ryaz Posted October 10, 2009 Author Report Share Posted October 10, 2009 Re: Hodrick Prescott Indicator ...Can any one put alert on this for colour changes? ... Just wait because ver 1.02 will have audio and visual aletrs among other (I even consider some type of convergence/divergence equivalent that I'm testing and looks very promising). For now I'd like your opinion on its usefulness compared to low lag MAs or other indies like CoG (for the filter). regards Quote Link to comment Share on other sites More sharing options...
Fortuna1713006009 Posted October 11, 2009 Report Share Posted October 11, 2009 Re: Hodrick Prescott Indicator Can you make the first version of this MA in MTF (Multi Time Frame) version and post it here, please ? Quote Link to comment Share on other sites More sharing options...
digitalman88 Posted October 12, 2009 Report Share Posted October 12, 2009 Re: Hodrick Prescott Indicator how to trade with this? Quote Link to comment Share on other sites More sharing options...
ryaz Posted October 13, 2009 Author Report Share Posted October 13, 2009 Re: Hodrick Prescott Indicator how to trade with this? Just follow the trend Quote Link to comment Share on other sites More sharing options...
Fortuna1713006009 Posted October 13, 2009 Report Share Posted October 13, 2009 Re: Hodrick Prescott Indicator Ryaz, can you make the first version of this MA in MTF (Multi Time Frame) version and post it here, please ? I would be good to see this MA on every Time Frame. If someone is a good Coder please help us to do it to increase this topic. Quote Link to comment Share on other sites More sharing options...
dr0o69 Posted October 13, 2009 Report Share Posted October 13, 2009 (edited) Re: Hodrick Prescott Indicator thank you indo-investasi... now i become a better trader... Edited August 7, 2010 by dr0o69 Quote Link to comment Share on other sites More sharing options...
massa Posted October 13, 2009 Report Share Posted October 13, 2009 Re: Hodrick Prescott Indicator Hi ryaz... I have downloaded the HPA v1.01, copied to MT/Experts/Indicator, restarted MT, and tried to attach to charts, buts no response, the earliest version can be attached? Any suggestion why? need help with this.... Quote Link to comment Share on other sites More sharing options...
ryaz Posted October 13, 2009 Author Report Share Posted October 13, 2009 Re: Hodrick Prescott Indicator ...i try to figure out how this stuff works... pls advise... Actually it isn't a real MA like HMA but shows the HPF value at any given bar. The HPF constantly changes to best fit the data and shows the current trend by removing the noise from the data. So it's basically a trend indicator that you can use it in many ways either alone or as a tool to establish trend for other systems or even set limits for entering/exiting, to name a few. need help with this.... Correct "lamda" to "lambda" as mentioned earlier regards Quote Link to comment Share on other sites More sharing options...
dr0o69 Posted October 13, 2009 Report Share Posted October 13, 2009 (edited) Re: Hodrick Prescott Indicator thank you indo-investasi... now i become a better trader... Edited August 7, 2010 by dr0o69 Quote Link to comment Share on other sites More sharing options...
ryaz Posted October 13, 2009 Author Report Share Posted October 13, 2009 Re: Hodrick Prescott Indicator ...may i know how u 'personally' use this stuff?... I'm currently researching it's use with some trend following systems and also some systems that use CoG. For the time I'm considering large TF's. regards Quote Link to comment Share on other sites More sharing options...
ryaz Posted October 23, 2009 Author Report Share Posted October 23, 2009 Re: Hodrick Prescott Indicator Ver 1.02 MTF with more features http://codebase.mql4.com/6100 http://codebase.mql4.com/c/codebase/2009/10/hpi.JPG Don't ask me how I use it I'd like your feedback regards Quote Link to comment Share on other sites More sharing options...
Fortuna1713006009 Posted October 23, 2009 Report Share Posted October 23, 2009 Re: Hodrick Prescott Indicator Great job. Seems you to be a good Coder. The second MA what for it is, please ? Quote Link to comment Share on other sites More sharing options...
ryaz Posted October 23, 2009 Author Report Share Posted October 23, 2009 Re: Hodrick Prescott Indicator The second MA what for it is, please ? The second MA is the HPF which is repainting. regards Quote Link to comment Share on other sites More sharing options...
teknomage Posted October 29, 2009 Report Share Posted October 29, 2009 Re: Hodrick Prescott Indicator This is a really cool indicator, Ryaz! Thanx for sharing your creation! :shand: I am using it in conjunction with NonLagMA (which is another awesome trend indicator)... Quote Link to comment Share on other sites More sharing options...
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