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Direct MessagesDate/Time: Thu, 02 May 2024 18:32:25 +0000
Adpative Moving Percentile - Length Input doesn't work
View Count: 1039
| [2019-05-03 19:10:53] |
| jakesans - Posts: 50 |
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Hi SC, Within SC's User Contributed Studies section there is a study of interest called "Adaptive Moving Percentile" where the study "Length" input does not work. I wanted to check the source code to fix myself, but when I look within the User Contributed Studies Source Code page I'm not able to find it. User Contributed Advanced Custom Study System Source Code So can either the "length" input be fixed within the study or can the Source Code be added to the User Contributed Studies Source Code section in which case I can fix myself. Thanks, Jake S. |
| [2019-05-03 21:52:40] |
| Ackin - Posts: 1865 |
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check this code: https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=3116 I hope it helped you Date Time Of Last Edit: 2019-05-03 22:03:50
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| [2019-05-03 22:38:03] |
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We will see if we can add this study into the main list of studies.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-05-03 22:38:14
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| [2019-05-05 23:43:25] |
| jakesans - Posts: 50 |
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Hi Ackin, I'm not sure I understand the new inputs, but I couldn't get it things to work as expected. Hi SC, That would be great. Any idea which release to expect it? Thanks, Jake S. |
| [2019-05-06 04:57:55] |
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We will see if we can get this out, this week.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-05-14 17:23:45] |
| SC Support Tom - Posts: 450 |
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Hi Jake, just a quick update. I am still working on this. The code for this study is an adaptation of the code in John Ehlers' book Rocket Science for Traders, and it is based on advanced electrical engineering theory (digital signal processing). I have been researching this both from Ehlers' book and from my old EE books, and I am just about ready to rewrite the code. I expect to be finished this week.
Date Time Of Last Edit: 2019-05-14 17:25:03
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| [2019-05-22 21:20:05] |
| SC Support Tom - Posts: 450 |
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Hi again Jake. We are still looking into adding our own version of this study. There is a considerable amount of background material to go through. However, I have learned enough about this study to address your issue now. The Input Adaptive Period? (1-Yes.0-No)? is set to 1 by default, which means that Ehlers' algorithm for an adaptive period (length) is used. This circumvents the setting of the Length Input. If you set Adaptive Period? (1-Yes.0-No)? to 0, then you will be able to change the Length as desired. Date Time Of Last Edit: 2019-05-22 21:21:19
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| [2019-05-24 21:16:39] |
| jakesans - Posts: 50 |
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Hi Tom, I appreciate you helping with this study. So you are saying when the adaptive input setting is turned true, length plays no part within the calculations. Huh, I guess that explains my issue, but seems odd. When you are completed will the source code be available like the other SC studies. I would like to review for better understanding. Thanks, Jake |
| [2019-06-03 18:15:06] |
| SC Support Tom - Posts: 450 |
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Hi again Jake, Sorry for the delay in getting back to you. I have been working on another project. Ehlers is a proponent of the idea that static periods are not appropriate for rapidly changing markets, so he developed an algorithm based on digital signal processing that automatically adapts the period based on price movement. That is where the "Adaptive" in "Adaptive Moving Percentile" comes from. The Length Input is the old familiar static period, and so it is short-circuited when the Adaptive Period is active. It will be some time before I am able to look into this further, but feel free to examine the code for the User-Contributed Study (attached). It is best understood in the light of Ehlers' book Rocket Science for Traders. In this book, Ehlers discusses electrical engineering theory as applied to price signals. However, he leaves out many details, and I will not be able to account for his results until after I have carefully gone through the corresponding material in an EE book. This is as much as I can tell you at this time. Date Time Of Last Edit: 2019-06-03 18:42:18
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 scsf_AdaptiveMovingPercentile.cpp - Attached On 2019-06-03 18:15:02 UTC - Size: 5.85 KB - 297 views |
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