MQL to NinjaScript translation request: StepMA 7.1

[Elliott Wave]

This is a really amazing and unique moving average created by Igorad from the Trend Laboratory and Forex-TSD forums.

I find it extremely useful because it has very low lag when the market is trending but is 100% flat when the market is ranging. I like it even better than the JurikJMA.

Here is the code if anyone is able to translate it. I'm sure many people would find it useful...

[max-td]

ThanX a lot for the converting !
max-td

LOL - i was to fast - it isnt converted yet
its a request for translation ... well - maybe time for a break

[mrlogik]

Hey Elliott,

Can you post a screen shot of it as well please?

[Elliott Wave]

The screen shot should be there in the first post. Its the light blue 'stepped' line below the green price line...

There is a similar indicator created by the same person in the file sharing section called 'Non Lag Moving Average'

http://www.ninjatrader-support.com/vb/local_links.php?catid=1&sort=n&pp=15&page=3

The really unique features are the filter and split tick, which you really need to play around with to see how powerful they are in my opinion.

[RJay]

The screen shot should be there in the first post. Its the light blue 'stepped' line below the green price line...

There is a similar indicator created by the same person in the file sharing section called 'Non Lag Moving Average'

http://www.ninjatrader-support.com/vb/local_links.php?catid=1&sort=n&pp=15&page=3

The really unique features are the filter and split tick, which you really need to play around with to see how powerful they are in my opinion.

Hi Elliott Wave,

I've played around with the 'Non Lag Moving Average' Indicator too.

I was investigating its use of math functions in its calculations.

I love the way it can straight line ranging markets.

I located a couple of programming guides for mq4 metatrader online.

Learning this language is on the long "to do list". Ugh!!!

RJay

[mrlogik]

Attached is my first crack at it.

Take a look and please give me feedback.

I also posted this code in the File Sharing Section in BETA form.

thanks.

Updates 1.
Changed MA_Mode to only allow SMA or WMA
Updates 2.
Allow kV input minimum value to be 0
Allow Percentage input to be positive or negative

[Elliott Wave]

This is looking really good! Thank you so much for your conversion. The logik seems right to me

When I get home I'll test it more thoroughly and add some additional filter/MA types (T3, Ehler's filter etc). I'm really interested how this will work as the JurikJMA as the MAType rather than SMA...

[scjohn]

Is there some docs somewhere that explains the parameters and how to use them together?

Thanks

[mrlogik]

I dont have any documentation for it.

Elliott, do you?

Also, I don't think the percentage input works correctly. It seems to bias up vs down trends. This is also a problem in the code originally converted from MT to NT. I will post updates as I make corrections.

[Elliott Wave]

I dont have any documentation for it.

Elliott, do you?

Also, I don't think the percentage input works correctly. It seems to bias up vs down trends. This is also a problem in the code originally converted from MT to NT. I will post updates as I make corrections.

I can take a look, but I think the only public info would be on the forex-tsd forum, and perhaps the trend laboratory yahoo group, but that is subscription based. This big thread may be of some help. The poster Igorad was the original creator of this indicator (and countless others).

http://www.forex-tsd.com/indicators-metatrader-4/2613-nonlagging-tools.html

From the original code

Length: Volty Length
Kv: Sensivity Factor
StepSize: Constant Step Size (if need)
MA_Mode: Volty MA Mode : 0-SMA, 1-LWMA
Advance: Offset
Percentage: Percentage of Up/Down Moving
HighLow: High/Low Mode Switch (more sensitive)
ColorMode: Color Mode Switch

Also I don't know if the different MA types are functioning correctly at this point. It doesn't seem to make a difference which type I select...

[mrlogik]

Yes, I don't see a difference either.

Do you have MT? Can you try to change them and see how if it works. I'm pretty sure the MA chosen only has a an effect on some alfa variable. The MA itself isn't even used for any calculation...

[scjohn]

ColorMode parameter.

ColorMode = 0 then the line is always printed as yellow.

ColorMode = 1 the the line can be printed as either Magenta for down, or Cyan for up. If you look at plot(s) closely it would appear there is a problem.

ColorMode = 2 the the line can be printed as either Magenta for down, or Cyan for up. It appears that everything is plotting correctly.

Either ColorMode 1 or 2 is suppose to plot the yellow line. Reading some of the documentation for the nonlagging indicator. It would appear that colormode =1 is used to print the yellow line.
See: http://www.forex-tsd.com/indicators-...ing-tools.html posts 3 and 4. But taking a quick look at the mq4 code would seem to suggest the colormode = 2 should control the printing of a yellow line. But I could be wrong.

[Elliott Wave]

I just checked in MetaTrader and the MA Mode does little to nothing. There is a slight difference between mode 0 and the other modes, but its meaningless.

Any idea with the parameter is for? Maybe it effects the other parameters in some way as you suggest.

[mrlogik]

Elliott,

The SMA, or any Moving Average is not used at all in this code. The relevant part in the code is...

if (SMA) 
    alfa= 1.0; 
else
    alfa = 1.0 * (iLen - i) / iLen;

I'm going to change the input MA_MODE input to be something more intuitive like, Simple, or Weighted. Thats actually what it is.

As far as the barcolor input, there is no yellow for 1 or 2. The link given was for a NonLagMA; the yellow only shows a change in direction.

I believe the only difference between 1 and 2 is that
ColorMode = 1 includes a step * percentage to offset the line above / below more. I guess you could use this as a support / resistance line since it pushes the line away from the price.

ColorMode = 2 does not do this displacement.

For 1 and 2 the colors computed the same way.

I dont' believe 1 is an error; I'm not sure you can plot a connecting vertical line in NT like that. We have to check against MTs code.

Thoughts.

[scjohn]

I will have to sit down and spend some time studying the MQ4 code. This is what I am looking at regarding the ColorCode parameter:

	  if ( ColorMode == 0) 
	     LineBuffer[shift]=StepMA;
	  else if ( ColorMode == 1){
	     if ( trend[shift]>0 ) {
	        UpBuffer[shift]=StepMA-Step*Point;DnBuffer[shift]=EMPTY_VALUE;
	        }
        else if ( trend[shift]<0 ) {
           DnBuffer[shift]=StepMA+Step*Point;UpBuffer[shift]=EMPTY_VALUE;
           }
	     }
	  else if ( ColorMode == 2){
	     if (trend[shift]>0){
	        UpBuffer[shift]=StepMA;
	        if ( trend[shift+1] < 0 ) UpBuffer[shift+1] = DnBuffer[shift+1];
	        DnBuffer[shift]=EMPTY_VALUE;
	        }
	     else if (trend[shift]<0){
           DnBuffer[shift]=StepMA;
	        if ( trend[shift+1] > 0 ) DnBuffer[shift+1] = UpBuffer[shift+1];
	        UpBuffer[shift]=EMPTY_VALUE;
	        }
	     }
     else{	
	     UpBuffer[shift]=EMPTY_VALUE; DnBuffer[shift]=EMPTY_VALUE;
	     }
	  }

I see an additional else statement at the end of the the mq4 code that I do not see in the NT code. I could be missing something. I will have to line up all of the {} with the IF statements and see when the

     else{	
	     UpBuffer[shift]=EMPTY_VALUE; DnBuffer[shift]=EMPTY_VALUE;
	     }

gets executed.