• hybc
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Re: Wider Time Frame (WTF) Indicators

Please write MTF RSI indi as i can comprise two different value of 6 in h1 and 2 in h1 cross and higher and lower of each other!

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  • krog
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Re: Wider Time Frame (WTF) Indicators

Spy'n'Trade wrote:

hi krog,

got a nice mq4 already translated by footon, but still looking for the mtf , i mean WTF:
http://forexsb.com/forum/topic/2664/rep … -request/
http://forexsb.com/forum/misc.php?actio … ownload=1 (repulse.cs)
http://forexsb.com/forum/misc.php?actio … download=1 (repulse1.1.mq4)
http://forexsb.com/forum/misc.php?actio … ownload=1 (mtf-repulse1.1.mq4)

this mtf indicator is a pearl, hopes you can make it a WTF.
Thanks in advance.

Hi Spy'n'Trade,
I'm working on it, thanks for submitting this, it helped me find one thing I have to check, that it will make all the WTFs run faster, better for the Optimizer. I'm not sure when I'll have something ready, maybe a few days or next week.
thanks

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  • From: Egypt- Saudi Arabia
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Re: Wider Time Frame (WTF) Indicators

I need to understand the logic behind the WTF calculations

Do the indicator Calculate the bigger time frame" weekly for example" from Weekly data .csv file or it calculate it from the daily data bars " 5 days " i.e from 1440.csv file!!!!!!!

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  • krog
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Re: Wider Time Frame (WTF) Indicators

It tries to figure out from the current time frame data file.

Ex: your strategy is on 1-day time frame. You add WTF with higher time frame set to Weekly. It tries to approximate the Weekly time frame from your 1 day data (or, from the 1440.csv file).

Ex 2: current = 1 hour, higher time frame = 4 hour
It will figure out which bars are 00:00 to 03:00, then approximate open (00:00), high (highest from 00:00 to 03:59), low (lowest from 00:00 to 03:59), and close (03:59).

It may not match. If your data lost the bar for 03:00, then it would be from 00:00 to 02:59. This is a big problem -- sometimes data is missing, or holidays, or half-days, etc.

This thread has the details on how it works, and conventions used:
http://forexsb.com/forum/topic/2145/htf … ta-series/

The claim: open 2 FSB, one with lower time frame data and a WTF, second with the higher time frame data. The WTF indicator set to the higher time frame should match the values you see in the FSB with the higher time frame data.

Anyways, I hope that is how it works. I tested a bit, but there is always the possibility of something I missed. If you find anything, please post, they are very important to find and fix, I appreciate all the help from users, I hope to make it useful for everyone.

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  • From: Egypt- Saudi Arabia
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Re: Wider Time Frame (WTF) Indicators

This is what i think also

I have an idea i don't if it could be applicable because in my point of view it will be the solution

" example of MA": MA daily rise also the Weekly rise So Buy

The idea is : calculate the weekly data from previous week data .csv and plotted as histogram on the daily data chart   and to consider the weekly indicator data histogram as an entry point " if existed so we look to the daily data if not so not looking" 
Example last week candle ends at " 1 December " so the new week days will be " 4,5,6,7,8 December " so weekly indicator MA data will be active on these days only as a base and start point to calculate the daily data , 4hr data and so on" and to be terminated and start that process again next week

Am i crazy or that could be applicable smile

regards

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  • Registered: 2011-09-24
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Re: Wider Time Frame (WTF) Indicators

Hi krog & all
stochastics WTF versions not working at all, whats the problem? and WTFs are slow, why?

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  • krog
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Re: Wider Time Frame (WTF) Indicators

gladio wrote:

Hi krog & all
stochastics WTF versions not working at all, whats the problem? and WTFs are slow, why?

Yes, I have this week found 2 bugs:

- 2 line indicators: "the ... line is higher than the ... line" (not level) -- only works in early part of data; if it's "... rises/falls", or " than the level line", they should be ok

- performance: they are slow, I am currently working on a workaround for it, about 80% complete

I will post these when the forum allows attachments again.

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  • From: Egypt- Saudi Arabia
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Re: Wider Time Frame (WTF) Indicators

i looked to the base indicators specifically for  DateTime  and time frames  i find nothing about 5min. 15,30 1 hr 4 hr  .... and so on


And my Question is  if these parameters were set in the base indicators dose that make us making accurate MTF indicators using the time parameters as references of the calculations?


Regards

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  • krog
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Re: Wider Time Frame (WTF) Indicators

ahmedalhoseny wrote:

i looked to the base indicators specifically for  DateTime  and time frames  i find nothing about 5min. 15,30 1 hr 4 hr  .... and so on


And my Question is  if these parameters were set in the base indicators dose that make us making accurate MTF indicators using the time parameters as references of the calculations?


Regards

Each bar is the MTF of 5min, 15,30, 4hr and so on.

I don't know for sure, but my guess -- the MTF are close to accurate because they count number of bars, not the time of the bar. However, the MTF could be inaccurate -- if the data is missing bars. Then the MTF values in FST in real time (assume have all the data and bars) would not match the MTF values in FSB later when you backtest (if you are missing data and bars). FSB will alert if there is a lot of missing data.

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  • krog
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Re: Wider Time Frame (WTF) Indicators

Thank you everyone for your patience. I've posted v4 pack to fix 2 issues:

Performance - very bad, should be faster now, more like regular indicators.

Stochastics -- for logic like "%K is higher than the %D line", the WTF indicators did not work. This should be fixed.

Possible bugs that may come up -- keep watch for if you change a parameter, then always get "Index Out of Bounds Error". Please post if you see it, let me know which indicator it was, and any other helpful information. Thanks !!

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  • From: Australia
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Re: Wider Time Frame (WTF) Indicators

krog wrote:

Possible bugs that may come up -- keep watch for if you change a parameter, then always get "Index Out of Bounds Error". Please post if you see it, let me know which indicator it was, and any other helpful information. Thanks !!

http://img254.imageshack.us/img254/1800/strategygeneratoraudcad.png

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  • Registered: 2010-09-06
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Re: Wider Time Frame (WTF) Indicators

WTF v4

Is this the most recent pack of WTF indicators....?

Thank you

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  • krog
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Re: Wider Time Frame (WTF) Indicators

Blaiserboy wrote:

WTF v4

Is this the most recent pack of WTF indicators....?

Thank you

yes, posted Feb 11 / 2012, on first post.

thanks

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  • Registered: 2010-09-06
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Re: Wider Time Frame (WTF) Indicators

Thanks to you, Krog. This is an amazing contribution.....!

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  • Registered: 2012-02-21
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Re: Wider Time Frame (WTF) Indicators

Ok, so i replaced the HTF parabolic SAR with a WTF parabolic SAR,
but in the FSB it went from having trades over 11 years to 0 trades... is there a flaw
am I missing something?

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  • Registered: 2010-09-06
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Re: Wider Time Frame (WTF) Indicators

the results from HTF indicators have to be discarded and ignored....

Start over.......

Results from HTF indicators are incorrect.

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  • Registered: 2009-12-12
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Re: Wider Time Frame (WTF) Indicators

I had problem with WTF Parabolic SAR indicator, the FSB uses it as one of the indicators but in the FST it does not show up as an indicator, even with me copying the entire custom indicators from FSB to FST.

Is it the indicator problem or is it FST's problem ?

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Re: Wider Time Frame (WTF) Indicators

mel8331 wrote:

I had problem with WTF Parabolic SAR indicator, the FSB uses it as one of the indicators but in the FST it does not show up as an indicator, even with me copying the entire custom indicators from FSB to FST.

Is it the indicator problem or is it FST's problem ?

You will have to copy all the WTF indicators into FST and then all will be good.

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  • krog
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Re: Wider Time Frame (WTF) Indicators

mel8331 wrote:

I had problem with WTF Parabolic SAR indicator, the FSB uses it as one of the indicators but in the FST it does not show up as an indicator, even with me copying the entire custom indicators from FSB to FST.

Is it the indicator problem or is it FST's problem ?

Did you copy in to the folder when FST was running? If so, have to reload custom indicators. Try this:

1) Tools > Custom Indicators > Reload the Custom Indicators

2) Close FST and restart

Let me know if this does not work, thanks

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  • Registered: 2009-12-12
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Re: Wider Time Frame (WTF) Indicators

krog wrote:
mel8331 wrote:

I had problem with WTF Parabolic SAR indicator, the FSB uses it as one of the indicators but in the FST it does not show up as an indicator, even with me copying the entire custom indicators from FSB to FST.

Is it the indicator problem or is it FST's problem ?

Did you copy in to the folder when FST was running? If so, have to reload custom indicators. Try this:

1) Tools > Custom Indicators > Reload the Custom Indicators

2) Close FST and restart

Let me know if this does not work, thanks


Follow all the above instructions but still did not see the WTF Parabolic SAR indicator in the FST chart.
I had copy all the custom indicators from FSB into FST so there is no issue of FST not having the custom indicators FSB uses.

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  • krog
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Re: Wider Time Frame (WTF) Indicators

mel8331 wrote:

Follow all the above instructions but still did not see the WTF Parabolic SAR indicator in the FST chart.
I had copy all the custom indicators from FSB into FST so there is no issue of FST not having the custom indicators FSB uses.

Thanks for your help on this, there are a couple more ideas that could cause this, let's see if we can find it.

My first guess is the WTF is set to equal or less than your current time frame; in this case, it does not show, this avoids errors.

If that doesn't solve it, sorry, have to go the long way, here are some questions in order to help me figure out what's going on on your FST:



Can you see the indi listed after: FST> Add an Opening Logic Condition? Verify after setting first logic slot to Bar Opening or Bar Closing.


Can you verify the indi is included in your strategy?


If the indicator is included in your strategy, can you see the indi info on the right when viewing the chart, in the dynamic info?
Example:
http://s14.postimage.org/eq4yi1fkt/dyn_Info.jpg


If you cannot see it in the dynamic info, can you verify the Wider Time Frame is higher than your current time frame? To prevent errors, if the Wider Time Frame is set to equal or lower than the current time frame (ex, current = m30, WTF = m5), it does not show up.


If you can see the dynamic info, does it have reasonable values? Example, for EURUSD, values around 1.32000, not values around 1320.000.


If it has reasonable values, are they within the range of the display axis of the chart?


If they are outside the display axis, what if you change the parameters to be very big or very small?


Thanks for your patience, let me know how that goes. If that hasn't found it, I'll have to think about this some more to figure it out ....

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