Indicators: Fourier extrapolation of price - page 8

[Stanislav Korotky]

Here is an example of Fourier traces on history in the tester, but I'm not sure this is what you mean.

The source code is attached.

[Robert72]

Stanislav Korotky #:

Here is an example of Fourier traces on history in the tester, but I'm not sure this is what you mean.

The source code is attached.

Yes, you understand correctly. 

I need coding solution for that static curve. 

My initial idea was that trigonometric fitting better "represents" the price action compared to say nonlinear/polynomial fitting. Looking at your picture - blue line (fourier extrapolator) does it almoust perfectly. For sure much better than this:

https://www.mql5.com/en/code/20480

Only issue is that entire curve change at new data arrival. 

As i understand  from your post - static curve wont be so precize in following price movement and future predictions will be eliminated? 

They arent exactly to much accurate and predictive (mostly) anyway. 

Smoothness will also deteriorate i supose?

What rapresent yellow(ish) curve on your example? 

Thanks for posting source code but i already have it. Or you modify something that produce yellow curve instead of original blue one? 

Thanks. 

[Stanislav Korotky]

Robert72 #:
Yes, you understand correctly. 

I need coding solution for that static curve. 

My initial idea was that trigonometric fitting better "represents" the price action compared to say nonlinear/polynomial fitting. Looking at your picture - blue line (fourier extrapolator) does it almoust perfectly. For sure much better than this:

https://www.mql5.com/en/code/20480

Only issue is that entire curve change at new data arrival. 

As i understand  from your post - static curve wont be so precize in following price movement and future predictions will be eliminated? 

They arent exactly to much accurate and predictive (mostly) anyway. 

Smoothness will also deteriorate i supose?

What rapresent yellow(ish) curve on your example? 

Thanks for posting source code but i already have it. Or you modify something that produce yellow curve instead of original blue one? 

Of course I modified something - you said that I understood correctly, but from your next words it looks like you did not understand what I did. So the orange line is the trace of the point where blue and red curves connect to each other - the static estimation of fitting over time. Technically you can take a snapshot of any point on the curves, or even "freeze" all the curves.

[Robert72]

Stanislav Korotky #:

Of course I modified something - you said that I understood correctly, but from your next words it looks like you did not understand what I did. So the orange line is the trace of the point where blue and red curves connect to each other - the static estimation of fitting over time. Technically you can take a snapshot of any point on the curves, or even "freeze" all the curves.

Thanks a lot for clarify. 

I do understand now. 

Orange curve is basically a "dance" that connection point do over time. 

A graph consisting of connection points  thrue time. 

You were right its a significant downgrade. Precision and smoothness are also deteriorated. 

Thanks a lot for helping and modifications you did. I will take a look and test  your source code asap. Having some issues with my home network connection. 

Again thank you a lot. Regards.