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Search: Posts Made By: Fat Tails
Forum: Traders Hideout April 23rd, 2017, 03:42 PM
Replies: 65
Views: 81,647
Posted By Fat Tails
3 years later. LOL. :sarcastic: The chart...

3 years later. LOL. :sarcastic:

The chart compares a SMA(20) to a 3-pole SuperSmoother(20).


However, the bar period has no meaning for many filters.


In order to find comparable bar...
Forum: Traders Hideout June 6th, 2014, 08:09 AM
Replies: 65
Views: 81,647
Posted By Fat Tails
John Ehlers has originally coded is indicators...

John Ehlers has originally coded is indicators for TradeStation. It should therefore easy to find them somewhere. The collection by piersh was coded for NT 6.5. I have just made a few modifications...
Forum: Traders Hideout March 2nd, 2014, 06:12 PM
Replies: 65
Views: 81,647
Posted By Fat Tails
krzysiaczek99: If you tell me that a pair of...

krzysiaczek99: If you tell me that a pair of scissors is superior to a pencil, I would certainly respond that my preference depends on the case. :)

The SMA is a finite response filter which is not...
Forum: Traders Hideout November 12th, 2013, 10:05 AM
Replies: 65
Views: 81,647
Posted By Fat Tails
If you increase the period of a moving average,...

If you increase the period of a moving average, it becomes smoother and you increase the lag. If you decrease the period both smoothness and lag are reduced. For a SMA or an EMA the typical lag is...
Forum: Traders Hideout November 12th, 2013, 03:49 AM
Replies: 65
Views: 81,647
Posted By Fat Tails
I would simply set the Roofing Filter parameters...

I would simply set the Roofing Filter parameters to 37/37 instead of 48/19 (default setting).

https://nexusfi.com/attachment.php?attachmentid=128335
Forum: Traders Hideout November 9th, 2013, 06:25 PM
Replies: 65
Views: 81,647
Posted By Fat Tails
PurelyRandom: I see. In my implementation of the...

PurelyRandom: I see. In my implementation of the 2-pole SuperSmoother filter I had used the formula published by John Ehlers in his book "Cybernetic Analysis for Stocks and Futures". It is slightly...
Forum: Traders Hideout November 7th, 2013, 12:11 PM
Replies: 65
Views: 81,647
Posted By Fat Tails
The formula Filt = (c1*(arr + Ref(arr,-1))/2) ...

The formula
Filt = (c1*(arr + Ref(arr,-1))/2) + c2*Ref(Filt,-1) + c3*Ref(Filt,-2);


looks strange to me. Where did you take that from?
Forum: Traders Hideout September 8th, 2013, 02:10 PM
Replies: 65
Views: 81,647
Posted By Fat Tails
Here are links to gapless versions of the...

Here are links to gapless versions of the SuperSmoother Filter and the Roofing Filter.

https://nexusfi.com/ninjatrader-programming/4882-gapless-indicators-3.html#post355365...
Forum: Traders Hideout June 19th, 2013, 05:22 PM
Replies: 65
Views: 81,647
Posted By Fat Tails
Thank you for checking it. In that case a...

Thank you for checking it. In that case a lookback period should be introduced with a default setting of 48 that can be changed by the user if needed.
Forum: Traders Hideout June 19th, 2013, 05:03 PM
Replies: 65
Views: 81,647
Posted By Fat Tails
I have noticed the same little bug in the Ehlers...

I have noticed the same little bug in the Ehlers paper that can be found here:

www.mesasoftware.com/Seminars/SpectralDilation.pdf‎

The litte bug appears on page 16. Actually 48 is the default...
Forum: Traders Hideout June 13th, 2013, 04:42 PM
Replies: 65
Views: 81,647
Posted By Fat Tails
I have tried to reduplicate your chart. The main...

I have tried to reduplicate your chart. The main difference seems to be that the Stochastics indicator, which uses the Roofing Filter as input series in your panel 4, displays values over 100 and...
Forum: Traders Hideout June 13th, 2013, 01:52 PM
Replies: 65
Views: 81,647
Posted By Fat Tails
Looks right. I use mergebackadjusted charts and...

Looks right. I use mergebackadjusted charts and have already switched to ES 09-13, the values are therefore different, but the shape is identical. The indicator needs a zeroline, I will add it.
Forum: Traders Hideout June 13th, 2013, 11:48 AM
Replies: 65
Views: 81,647
Posted By Fat Tails
supermht: If you post a screenshot and ask...

supermht:

If you post a screenshot and ask questions about an indicator, please make sure

-> that you hide the instrument
-> that you hide the chart settings such as bars type and bar period...
Forum: Traders Hideout June 13th, 2013, 10:46 AM
Replies: 65
Views: 81,647
Posted By Fat Tails
For those, who have already downloaded the...

For those, who have already downloaded the Roofing Filter: I have replaced the indicator file in #11.

The original version was not properly initialized for the first values. As all IIR filters...
Forum: Traders Hideout June 12th, 2013, 08:50 PM
Replies: 65
Views: 81,647
Posted By Fat Tails
Roofing Filter

Big Mike: I have taken the formula from the presentations and converted it into an indicator. The indicator is attached. The recursive part of the formula is only calculated once per bar, the...
Forum: Traders Hideout June 12th, 2013, 07:18 PM
Replies: 65
Views: 81,647
Posted By Fat Tails
Big Mike: Unfortunately I did not have the time...

Big Mike: Unfortunately I did not have the time to attend the webinar this evening, although I admire the work of John Ehlers. I am the proud owner of one of his books, and have read many articles...
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