Trading Strategies Based On Digital Filters - page 17

[clahn04]

please correct me if i'm wrong on RSTL...

we had 16 periods.....RSTL is roughly 1.5 times that, +-10%...so, our RSTL should be roughly 24 periods..

Working backwards, to get 24 coefficients, you simply delay the SATL by 8...

hopefully on track?

cl

[SIMBA]

lost

dvarrin:
1. So I notice that there are 3 main peaks at 14, 34 and 115..ok

2. You took 115 for P1 and 14 for D1, and there are 16 coefficients for SATL. So it means that the period is 16? (I'm really lost) yes....looks like yes..wow 16 coefficients to model a market..this means,probably,fast responses.

3. Then for RSTL I took 115 for P1 and 34 instead of 14 for D1, because it makes an error in the code with 14 (0*Close...)Mistake,mistake,my friend(I have committed it,and still commit it,like a hundred times ,so,don`t worry,this is a natural part of our learning experience..TIP:Do not change the P1,for the moment Then I simply changed the delay value so that the curve is changing direction when the price is reaching a top or bottom. It looks quite close to another RSTL I've downloaded :-), but there is no logic or rule for what I did and also, as we said before, the period for RSTL should be one and half bigger than the one for SATL, so if SATL has 16 coefficients, I should have only 24 for RSTL, but I've a lot more...you should have from 22 to 26 at max,at best,you should have from 22 to 25..I would bet for 22 ..Ahh,but you are learning,it took me months to learn what you are learning in a few days,so,don`t be dissapointed.

Have a nice week end and Regards,it is a pleasure to see that there are people that want to UNDERSTAND what they are doing,or going to do ,before risking their hard earned money in these fast markets of ours...just remember to enjoy your free time away from the markets.

[SIMBA]

clahn04:
please correct me if i'm wrong on RSTL...

we had 16 periods.....RSTL is roughly 1.5 times that, +-10%...so, our RSTL should be roughly 24 periods..

Working backwards, to get 24 coefficients, you simply delay the SATL by 8...

hopefully on track?

cl

MMM..How did you do it ?Let`s see what happens?Please be so kind to post a pic of the 2 customized indicators interacting,let`s see if there is rapport

[SIMBA]

pleasure

clahn04:
Simba,

I think you have helped us to realize something truly special...i'm afriad i won't get anything done this weekend now lol..

cl

Clahn04,I decided long ago to only post at forums when somebody deserved something exceptional,I was bored and fed up with repetitions and the usual @holes attacks ..Both Dvarrin and yourself deserve to be helped,you both have interest,are intelligent,suffer my questions(sometimes I read what I write here,and I think it sounds like Dr House on a powertrip..which I am not )and for me it is a pleasure to try to explain,to both of you, the few things I know about digital filters ...And,I am 46 years young,which I presume you are not ,so,I feel entitled to tell you the following:Enjoy your week end..markets will be there on Monday,ususally the best opportunities are found Monday or Tuesday 06:00 to 10:00 GMT...no need to overinvest our quality time,and you will need your quality time to be a trader

Have a nice week end and Regards

Simba

[clahn04]

Simba,

Thanks for the kind words. I'm 25, but the advice is great. WE have had 13 inches of snow in the last 24 hours, so i will make the best of this weekend :-)

Attahced is the pic. I haven't coded the STLM, but i can "picture it". :-)

See you next week,

cl

[dvarrin]

Thank you Simba!

Have a very great and relaxing weekend too!!

[deeforex]

[[Deleted]]

SIMBA:
Have a nice week end and Regards,it is a pleasure to see that there are people that want to UNDERSTAND what they are doing,or going to do ,before risking their hard earned money in these fast markets of ours...just remember to enjoy your free time away from the markets.

Thanks Simba and everyone

I enjoyed and learned lot as an onlooker.

[[Deleted]]

[[Deleted]]

Our Comments

Fig. 2. Spectral density of the power of EUR/USD currency rate calculated with method of maximum entropy.

This result close to Kravchuk result see Fig.1

But this time serie not quasi-stationary!!! Chain average do not decrease (see img.)

While analyzing the time series it is possible to determine the parts where the process is clause to quasi-stationary one and it means that it is possible to apply the analysis methods which are also applicable to quasi-stationary processes and to make a prognosis of the time series behavior in the future. Lets determine the sample of time series which can be considered as quasi-stationary and make a spectral analysis (with method of maximum entropy) on it.

We have determine parts where the process is clause to quasi-stationary and we have made Spectral analisys EUR/USD currency calculated with method of maximum entropy

OUR peaks: 87, 48, 27, 24, 21, 17.5, 12, 14.5, 7, 4 bars (days).

primary EUR/USD cycle :87 trade days (107.17 days according to Vladimir Kravchuk's articles).

1/2 of the primary cycle - 48 trade days

1/3 of the primary cycle - 27 trade days

1/4 of the primary cycle - 21 trade day

1/6 of the primary cycle - 14.5 trade days etc.

We have adjusted FATL and STLM for primary EUR/USD cycle :87 trade days (see img.) parameters: 87-75-60-0.08