Hilbert sine wave indicator - NinjaTrader | futures io social day trading
futures io futures trading


Hilbert sine wave indicator
Updated: Views / Replies:48,212 / 77
Created: by ntsst3 Attachments:27

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors – all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you don’t need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 27  
 
Thread Tools Search this Thread
 

Hilbert sine wave indicator

  #51 (permalink)
Market Wizard
virginia
 
Futures Experience: Intermediate
Platform: ninja
Favorite Futures: ES
 
cory's Avatar
 
Posts: 5,215 since Jun 2009
Thanks: 628 given, 6,312 received

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.

Attached Thumbnails
Hilbert sine wave indicator-es-12-13-5-min-10_22_2013.jpg  
Attached Files
Register to download File Type: cs SWave.cs (21.7 KB, 178 views)
Reply With Quote
The following 7 users say Thank You to cory for this post:
 
  #52 (permalink)
Elite Member
Naperville IL
 
Futures Experience: Intermediate
Platform: ninjatrader
Broker/Data: NT broker
Favorite Futures: NQ ES 6E GC CL
 
Posts: 954 since Feb 2010
Thanks: 1,184 given, 650 received

cory. have you made change to volume stop? i use you r volumestop7 on es 5min chart, but it is different from yours

Reply With Quote
 
  #53 (permalink)
Market Wizard
virginia
 
Futures Experience: Intermediate
Platform: ninja
Favorite Futures: ES
 
cory's Avatar
 
Posts: 5,215 since Jun 2009
Thanks: 628 given, 6,312 received



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.

Reply With Quote
The following 2 users say Thank You to cory for this post:
 
  #54 (permalink)
Trading Apprentice
Toronto
 
Futures Experience: Advanced
Platform: Metatrader
Broker/Data: fx primus, hot forex, FXDD Malta
Favorite Futures: Forex
 
Posts: 8 since Mar 2014
Thanks: 3 given, 0 received


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 04:27 PM.
Reply With Quote
 
  #55 (permalink)
Elite Member
Portland Oregon, United States
 
Futures Experience: Beginner
Platform: Ninjatrader®
Broker/Data: CQG, Kinetick
Favorite Futures: Gameplay Klownbine® Trading of Globex
 
Zondor's Avatar
 
Posts: 1,327 since Jul 2009
Thanks: 1,246 given, 2,635 received

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.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

"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
Attached Files
Register to download File Type: cs __SWave.cs (20.6 KB, 152 views)
Reply With Quote
The following 8 users say Thank You to Zondor for this post:
 
  #56 (permalink)
Elite Member
Portland Oregon, United States
 
Futures Experience: Beginner
Platform: Ninjatrader®
Broker/Data: CQG, Kinetick
Favorite Futures: Gameplay Klownbine® Trading of Globex
 
Zondor's Avatar
 
Posts: 1,327 since Jul 2009
Thanks: 1,246 given, 2,635 received

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.

"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
Reply With Quote
The following user says Thank You to Zondor for this post:
 
  #57 (permalink)
Elite Member
Indianapolis, IN USA
 
Futures Experience: Advanced
Platform: Ninjatrader TOS Custom
Broker/Data: Several
Favorite Futures: ES CL ZB
 
Posts: 370 since Dec 2009
Thanks: 218 given, 369 received


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.

Reply With Quote
 
  #58 (permalink)
Market Wizard
virginia
 
Futures Experience: Intermediate
Platform: ninja
Favorite Futures: ES
 
cory's Avatar
 
Posts: 5,215 since Jun 2009
Thanks: 628 given, 6,312 received


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

Attached Thumbnails
Hilbert sine wave indicator-zs-05-14-1-min-3_11_2014.jpg  
Reply With Quote
 
  #59 (permalink)
Elite Member
Portland Oregon, United States
 
Futures Experience: Beginner
Platform: Ninjatrader®
Broker/Data: CQG, Kinetick
Favorite Futures: Gameplay Klownbine® Trading of Globex
 
Zondor's Avatar
 
Posts: 1,327 since Jul 2009
Thanks: 1,246 given, 2,635 received

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.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

"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 03:33 AM.
Reply With Quote
The following 3 users say Thank You to Zondor for this post:
 
  #60 (permalink)
Market Wizard
virginia
 
Futures Experience: Intermediate
Platform: ninja
Favorite Futures: ES
 
cory's Avatar
 
Posts: 5,215 since Jun 2009
Thanks: 628 given, 6,312 received



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?

Reply With Quote
The following user says Thank You to cory for this post:

Reply



futures io > > > > Hilbert sine wave indicator

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Blue Wave Trading BigDog Trading Reviews and Vendors 17 January 9th, 2014 06:49 AM
latest in 'wave' indicator with special affect. cory Off-Topic 0 May 3rd, 2011 01:35 PM
Sine Weighted MA (SWMA) Sam7768 NinjaTrader 16 November 28th, 2010 12:55 PM
Wave indicator Big Mike The Elite Circle 27 January 7th, 2010 12:01 PM
Next Wave down will be bigger ! ?? max-td Traders Hideout 11 August 17th, 2009 01:17 PM


All times are GMT -4. The time now is 05:06 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-11 in 0.13 seconds with 40 queries on phoenix via your IP 54.226.132.197