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Hilbert sine wave indicator
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Hilbert sine wave indicator

  #51 (permalink)
Market Wizard
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yet another 'adaptation' of SW with this one you can change price factor, look back period and alpha. Disclaimer:I have no idea of what are various calculations that I cut and paste from multiple internet sources.

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Hilbert sine wave indicator-es-12-13-5-min-10_22_2013.jpg  
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Register to download File Type: cs SWave.cs (21.7 KB, 185 views)
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  #52 (permalink)
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cory. have you made change to volume stop? i use you r volumestop7 on es 5min chart, but it is different from yours

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  #53 (permalink)
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supermht View Post
cory. have you made change to volume stop? i use you r volumestop7 on es 5min chart, but it is different from yours

I haven't posted any chart with volstop lately and I haven't change the core logic since ver. 3 so any version is good.

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  #54 (permalink)
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akso73 View Post
Just realized I had the selection for snr set to false. Cancel that request.

Is there Hilbert Sine Wave also for the new MT4?
Thanks Hermes
P.S. Ha, ha, ha... I am stars away from FX pupil.


Last edited by hermes777; March 10th, 2014 at 03:27 PM.
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SWave revisited

Coding of recently posted SWave indicator was a resource hog and a general mess, so without further ado, here is a (hopefully) improved version.

You will be able to run this one on COBC false if you are so inclined, without causing your processor to explode.

Rounding reduces the amount of wasted CPU load due to calculations that go past any reasonable number of significant digits.

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  #56 (permalink)
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Optimized sine wave - anybody using?

Looks as though, for most instruments, rounding to only five decimal places has no effect on the output. The one exception so far is the 6J, where 7 decimal precision seems to be needed.

Which raises the question of whether the CPU cycles needed for the rounding are less than those saved by reducing the precision of the calculations. I suppose this could be answered by measuring the backfill time for different configurations and printing it to the output window, but I haven't done that.

Has anyone tested my version against Cory's to see if they plot identically? I haven't bothered to do that yet, either.

Such laziness shows why I will never become a FUNded Trader®.

Maybe we should try using JFE's new, Even BETTER Sine Wave, to paint support and resistance lines on price charts.

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“Lack of proof that something is true does not prove that it is not true - when you want to believe.” -Humpty Dumpty, 2014
“The greatest shortcoming of the human race is our inability to understand the exponential function.”
Prof. Albert Bartlett
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Zondor View Post
Looks as though, for most instruments, rounding to only five decimal places has no effect on the output. The one exception so far is the 6J, where 7 decimal precision seems to be needed.

Which raises the question of whether the CPU cycles needed for the rounding are less than those saved by reducing the precision of the calculations. I suppose this could be answered by measuring the backfill time for different configurations and printing it to the output window, but I haven't done that.

Has anyone tested my version against Cory's to see if they plot identically? I haven't bothered to do that yet, either.

Such laziness shows why I will never become a FUNded Trader®.

Maybe we should try using JFE's new, Even BETTER Sine Wave, to paint support and resistance lines on price charts.

Sounds like an interesting idea.

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  #58 (permalink)
Market Wizard
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Zondor View Post
...
Has anyone tested my version against Cory's to see if they plot identically? I haven't bothered to do that yet, either.

Such laziness shows why I will never become a FUNded Trader®.

Maybe we should try using JFE's new, Even BETTER Sine Wave, to paint support and resistance lines on price charts.

no, they don't plot the same

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Hilbert sine wave indicator-zs-05-14-1-min-3_11_2014.jpg  
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  #59 (permalink)
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Volunteer needed

Who would like to check my code and find the error? My version is not plotting correctly. So for now, don't use it.

However, I found the problem. The b2 coefficient must be calculated on every tick, AFTER Smooth[0] is known, because it is dependent on Smooth[0].

So the calculation of b2 can be left where it is, but the portion of it that depends on Smooth[0] must be stripped out of it and put into the Detrender calculation.
 
Code
                         if(FirstTickOfBar)   
                        {....                     
                         b1= Math.Round(3*price_val[1]+2*price_val[2]+price_val[3],NumberOfSignificantDigits); // rev march 11 2014
                         b2= Math.Round(-2*Smooth[1]+Smooth[2],NumberOfSignificantDigits);
                         ....}

                        Smooth[0]=(4*price_val[0]+b1)/10; // rev march 11 2014
			
			if (CurrentBar < barsback+7)   Detrender[0]=(price_val[0]-2*price_val[1]+price_val[2])/4;
			else			
			Detrender[0]=Math.Round((a12*(Smooth[0]+b2)+b3),NumberOfSignificantDigits); // rev march 11 2014
Another problem is that Smooth[0] does not seem to apply the correct weightings to the priceval terms. I think it should be (4*priceval[0]+3*priceval[1]+2*priceval[2]=1*priceval[3]) /10. That's why the calculation of Smooth[0] and of b1 should be changed as indicated above, and why this version does not plot identically to the one posted by @cory.

Now that I have revealed the problems, who would like to fix them? My updated version plots exactly the same as other versions of SineWave that I have seen, and loads EXTREMELY fast.

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"If we don't loosen up some money, this sucker is going down." -GW Bush, 2008
“Lack of proof that something is true does not prove that it is not true - when you want to believe.” -Humpty Dumpty, 2014
“The greatest shortcoming of the human race is our inability to understand the exponential function.”
Prof. Albert Bartlett

Last edited by Zondor; March 12th, 2014 at 02:33 AM.
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  #60 (permalink)
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Zondor View Post
Who would like to check my code and find the error? ..

looks good enough, who knows what it suppose to do any way?

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