Goertzel Algorithm

 

Hello!!!!

I´m really interested in the Goertzel Algorithm to extract cycles of ssa´s ( not price ).

https://en.wikipedia.org/wiki/Goertzel_algorithm

Someone else??

________________________________

Forexf20@gmail.com

 
CROM wrote >>

Hello!!!!

I´m really interested in the Goertzel Algorithm to extract cycles of ssa´s ( not price ).

https://en.wikipedia.org/wiki/Goertzel_algorithm

Someone else??

________________________________

Forexf20@gmail.com

The Goertzel algorithm is based on fitting the ARMA(2,2) model to a price series. Quinn and Fernandes gave an algorithm to compute the frequencies of this model. I coded this algorithm here:

'Extrapolator'

 
Gpwr great job!!!!

I've seen great results when you extract cycles of smoothed series.


Really thanks.

________________________________

Forexf20@gmail.com

 

Another examples of this algorithm.


I try to extract cycles wit it.



Forexf20@gmail.com

Files:
 
CROM:


this indicator does not work, the last cycle is not generated correctly. Why?

You have one that works?