Trading Strategies Based On Digital Filters - page 10

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EURUSD D1

1. frequency zone = 4 ( Fmin=3; Fmax=5)

2. frequency zone = 7 (Fmin=6;Fmax=8)

3. frequency zone = 9 (Fmin=8;Fmax=10)

4. frequency zone = 14 (Fmin=13;Fmax=15)

5. frequency zone = 18 (Fmin=17;Fmax=19)

6. frequency zone = 21 (Fmin=20;Fmax=22)

7. frequency zone = 24 (Fmin=23;Fmax=25)

8. frequency zone = 27 (Fmin=26;Fmax=28)

9. frequency zone = 34 (Fmin=33;Fmax=35)

10. frequency zone = 63 (Fmin=61;Fmax=65)

11. frequency zone = 90 (Fmin=88;Fmax=92)

Files:
df_8.jpg  62 kb
 

EURUSD D1

Not Filtered:

0. frequency zone = 2 ( Fmin=2; Fmax=128)

Filtered:

1. frequency zone = 4 ( Fmin=3; Fmax=5)

2. frequency zone = 7 (Fmin=6;Fmax=8)

3. frequency zone = 9 (Fmin=8;Fmax=10)

4. frequency zone = 14 (Fmin=13;Fmax=15)

5. frequency zone = 18 (Fmin=17;Fmax=19)

6. frequency zone = 21 (Fmin=20;Fmax=22)

7. frequency zone = 24 (Fmin=23;Fmax=25)

8. frequency zone = 27 (Fmin=26;Fmax=28)

9. frequency zone = 34 (Fmin=33;Fmax=35)

10. frequency zone = 63 (Fmin=61;Fmax=65)

11. frequency zone = 90 (Fmin=88;Fmax=92)

 

Line Color Lime:

Not Filtered:

0. frequency zone = 2 ( Fmin=2; Fmax=128)

~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Filtered:

Line Color Red:

1. frequency zone = 8 ( Fmin=6; Fmax=10)----correct value--->( Fmin=2; Fmax=10)

2. frequency zone = 14 (Fmin=12;Fmax=16)

3. frequency zone = 18 (Fmin=17;Fmax=19)

4. frequency zone = 22 (Fmin=21;Fmax=23)

5. frequency zone = 26 (Fmin=25;Fmax=27)

6. frequency zone = 35 (Fmin=33;Fmax=37)

7. frequency zone = 48 (Fmin=46;Fmax=50)

8. frequency zone = 76 (Fmin=74;Fmax=78)

9. frequency zone = 118 (Fmin=115;Fmax=121)

 

Frequency zones

barnix:
Fast Fourier Transform

EURUSD 4h

1. frequency zone = 8 ( Fmin=6; Fmax=10)

2. frequency zone = 14 (Fmin=12;Fmax=16)

3. frequency zone = 18 (Fmin=17;Fmax=19)

4. frequency zone = 22 (Fmin=21;Fmax=23)

5. frequency zone = 26 (Fmin=25;Fmax=27)

6. frequency zone = 35 (Fmin=33;Fmax=37)

7. frequency zone = 48 (Fmin=46;Fmax=50)

8. frequency zone = 76 (Fmin=74;Fmax=78)

9. frequency zone = 118 (Fmin=115;Fmax=121)

Hi barnix,

Congratulations for your knowledge of digital filters and creation of the FFT indicators,I will toy with them because I believe they can be extremely useful..

One question only, for the moment ,I believe that the digital filters generator gives you the peaks in PERIODS,not in Frequencies..so ,if that were true,period 8 means frequency 0.125(as you already know, frequency=1/period)..could you check,please?

 
Files:
_i_fft_spectrum_close.mq4  3 kb
df_9.gif  18 kb
 

EURUSD W1

Period zones:

1. period zone = 5 ( Fmin=2; Fmax=6)

2. period zone = 7 (Fmin=6;Fmax=8)

3. period zone = 9 (Fmin=8;Fmax=10)

4. period zone = 11 (Fmin=10;Fmax=12)

5. period zone = 14 (Fmin=13;Fmax=15)

6. period zone = 17 (Fmin=16;Fmax=18)

7. period zone = 19 (Fmin=17;Fmax=20)

8. period zone = 24 (Fmin=23;Fmax=25)

9. period zone = 27 (Fmin=26;Fmax=28)

10. period zone = 37 (Fmin=36;Fmax=38)

11. period zone = 46 (Fmin=45;Fmax=47)

12. period zone = 60 (Fmin=59;Fmax=61)

13. period zone = 100 (Fmin=99;Fmax=101)

Files:
df_9.jpg  66 kb
 

EURUSD W1

FILTERED

Period zones:

1. period zone = 5 ( Fmin=2; Fmax=6)

2. period zone = 7 (Fmin=6;Fmax=8)

3. period zone = 9 (Fmin=8;Fmax=10)

4. period zone = 11 (Fmin=10;Fmax=12)

5. period zone = 14 (Fmin=13;Fmax=15)

6. period zone = 17 (Fmin=16;Fmax=18)

7. period zone = 19 (Fmin=17;Fmax=20)

8. period zone = 24 (Fmin=23;Fmax=25)

9. period zone = 27 (Fmin=26;Fmax=28)

10. period zone = 37 (Fmin=36;Fmax=38)

11. period zone = 46 (Fmin=45;Fmax=47)

12. period zone = 60 (Fmin=59;Fmax=61)

13. period zone = 100 (Fmin=99;Fmax=101)

 
barnix:
Digital Filtration

EURUSD 4h

1. frequency zone = 8 (6-10)

2. frequency zone = 14 (12-16)

3. frequency zone = 18 (17-19)

4. frequency zone = 22 (21-23)

5. frequency zone = 26 (25-27)

6. frequency zone = 35 (33-37)

7. frequency zone = 48 (46-50)

8. frequency zone = 76 (74-78)

9. frequency zone = 118 (115-121)

Hi Barnix,

Thanks for sharing this interesting stuff. By the way, I got a question:

How do you determine each of the frequency gap? For example:

1. frequency zone = 8 (6-10) : gap 2, 6-7-(8)-9-10

5. frequency zone = 26 (25-27) : gap 1, 25-(26)-27

Is there any special consideration? Thanks

Cheers,

 

You can see on Fequency spectrum analysis chart.

For high period domain the gap is +/-2

And for low period domain the gap is +/-1

wibitiens:
Hi Barnix,

Thanks for sharing this interesting stuff. By the way, I got a question:

How do you determine each of the frequency gap? For example:

1. frequency zone = 8 (6-10) : gap 2, 6-7-(8)-9-10

5. frequency zone = 26 (25-27) : gap 1, 25-(26)-27

Is there any special consideration? Thanks

Cheers,
Files:
df_9_1.jpg  67 kb
 

Composite

barnix:
You can see on Fequency spectrum analysis chart.

For high period domain the gap is +/-2

And for low period domain the gap is +/-1

Hi barnix,

Have you thought about doing a composite of the sinewaves?..of course if we just add all we will obtain something similar to price and not useful for trading..what I suggest is doing 2 composites(your last digfilters picture)

1-Composite1:ADD sinewaves of 3/4 Higher period 100,60,46(add fft of 98/102,58/62,45/47)

2-Composite2:ADD sinewaves of 3 "intermediate periods" with higher amplitude 37,27,14..the rest we consider noise for trading effects

These 2 cyclic composites will be helpful for prediction...I would use them separately to know where the long and intermediate cycles are..or we can use jointly by just adding the 2....

1...34567891011121314151617...138
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