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Author: Subject: Custom indicator
jptann
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[*] posted on 2-8-2017 at 03:33 PM
Custom indicator


If I have a custom indicator called MOM1_IL and this is a custom function in TS or MC, I would like to use it in the following expression as an indicator value:

LinearRegValueFC(XAverage(MOM1_IL,XLen), LRLen,0)

XLen and LRLen are variables that I want to optimize from the following:

XLen (75 to 250, by 5)
LRLen (5 to 100, by 5)

Wider steps can also be used. How do I put this in a custom indicator. The MOM1_IL function is already in the TS or MC function lists and is verified.

Is this possible? I think it is if I understand your example



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admin
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[*] posted on 3-8-2017 at 12:12 AM


in ts make a function called mom1

The rest should be simple if you look at the custom indicator docs. If your stuck let me know.





mom1.png - 13kB


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cyrus68
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[*] posted on 4-8-2017 at 01:35 AM


After deciphering the doc guide, it seems to me that GSB constructs a new and independent custom indicator based on the values created by the original.

The parameters of the new custom indicator are optimised in GSB and are re-optimised in the walk-forward process.

The new hybrid indicator could very well be superior to the original. But it isn't possible to do a comparison between the original fixed-parameter version and the new customised version within GSB.

The way GSB treats custom indicators is dramatically different from the way Builder does it. In the latter, the parameters are fixed in the EL code you provide. There is no optimisation whatsoever, but you remain strictly with the original indicator.


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admin
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[*] posted on 4-8-2017 at 01:49 AM


You can always make a GSB custom indicator that has no steps. I dont see the point as its a backwards move.
Your correct about Builder custom indicator being fixed. No other indicator is fixed in GSB or Builder, so why make the exception to custom indicators?
I suspect the only reason they are fixed in Builder is its too hard to make Builder do it. (though its possible)


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cyrus68
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[*] posted on 4-8-2017 at 02:21 AM


I think I posted this in the wrong forum. There are 2 fora with almost the same name and this is unnecessarily confusing. I should repost it in the correct forum and pick up the conversation over there.


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