Trading Strategies Based On Digital Filters - page 34
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Anyone still follow this thread?
Anyone still follow this thread?
Sure. Just at a dead end in this DSP maze @ this time.
is fft algorythm right?
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,
thank you for sharing. I appreciate fft library so much,
but are you sure that "fastfouriertransform" algorythm is right?
I have checked the results and they differ from say MS Excel fourier transform results and others (i.e. from some "c" language algorythms available across the net)
I see that you use realfastfouriertransform in your indicators though, so i guess it must be correct.
aplication in strategies (thx Alexolo)
p.s. doc. in russian - who too lasy to read the text or google translate (like i am) - just read the pictures (read the charts - that what i mean!)
aplication in strategies (thx Alexolo) p.s. doc. in russian - who too lasy to read the text or google translate (like i am) - just read the pictures (read the charts - that what i mean!)
Yo, thanks for this!
FTLM/STLM theory needed
I recently became very interested in digital filters. All I know is that they are based on spectral analysis and they filter out high frequency oscillations (someone may correct me here). I would like to be able to construct these by myself. The way I see it, such filters need to be calibrated for a specific pair and time frame and/or time period, reflecting recent behavior of the markets. However, acquiring the knowledge is a daunting project by itself.
I was wondering whether any one might have some practical examples with popular software like matlab,octave,R, etc. For example, how do we arrive to the coefficients in the attached indicator?
I have seen a bit on Russian message boards but nothing too useful.
Please help.
Everything was posted here so I moved your post to this thread. You can read it from the beginning. Also look at whole the section https://www.mql5.com/en/forum/trading_systems
here is the ATCF document translated in English...
beware the text is broken in a lot of place....also the text for a particular chart may PRECEED the chart...sometimes it will come after i think...
i was too lazy to fix it after copying and pasting in babelfish.
the signals make a great deal of sense from a trading perspective....glad to have this document.
best
cl
here is a corrected document....there were a couple of charts out of order....sorry about that but i just noticed it....
should be good now..
cl
I recently became very interested in digital filters. All I know is that they are based on spectral analysis and they filter out high frequency oscillations (someone may correct me here). I would like to be able to construct these by myself. The way I see it, such filters need to be calibrated for a specific pair and time frame and/or time period, reflecting recent behavior of the markets. However, acquiring the knowledge is a daunting project by itself.
I was wondering whether any one might have some practical examples with popular software like matlab,octave,R, etc. For example, how do we arrive to the coefficients in the attached indicator?
I have seen a bit on Russian message boards but nothing too useful.
Please help.http://www.may.nnov.ru/mak/
Just a little something to wet your whistle.
Peace
F.F.L.