Trading Strategies Based On Digital Filters - page 95

[wolero7]

Thanks

Thanks mr tools.Although i cant access it but thank all d same.

[BigJoe]

Hey guys, something interesting

[homestudy]

Big Joe:
Hey guys, something interesting

This is my version

[leledc]

Big Joe:
Hey guys, something interesting

H1 of GbpJpy...Good work Joe

[BigJoe]

homestudy:
This is my version

Where you find the kalman ? I would like to test the ff of it ?

Was it uploaded ? I missed it ?

Thanks

[BigJoe]

leledc:
H1 of GbpJpy...Good work Joe

Yes nice work you too !

I think everyone have to find his "own mix", and we should associate cycles with other indics, but it can give very useful informations on the current trend !

[leledc]

Big Joe:
Yes nice work you too !

I think everyone have to find his "own mix", and we should associate cycles with other indics, but it can give very useful informations on the current trend !

Exactly!FFt is a "filter"not a signal generator...If someone doesn't know how to trade he is wasting his time searching for Holy Grail here...

[solaiman]

Triangular Cycles

Pava:
Every indicator lags a little...so why place cycle on an indicator?...then cycle will lag more.....

Hi,

The Cycles ( if we can find them ) will not be LAGGING tools,

They will be .....

Please test these example:

1- in any spreadsheet or any graphical_mathematical software or your MQL coding , make some triangular waveform ( phase = random , max_min or P_P = 2*AMPLitude : Ampl1 < Ampl2 < Ampl3 < Ample4 .... ,

Freq : F1 < F2 < F3 < F4 .... )

2- add them all together. and see the result

3- change the phases ( start point of each waveform ) and see the result

4- change the number of waveforms till 10 , and see the result

5- compare the results by weekly chart of UJ , GU , EU , EJ , etc...

6- you will find the similarity between your waveforms and pairs.

7- you will ask : if it possible to find the waveforms that match more precisely to chart ?

8- the answer : may be yes if we can find a good mathematical tool for extracting sub cycles.

9- the start point is : use FFT for finding spectrum of a 8 year or 12 year daily Close price data ( 8 *264 or 12 *264 points )

10- try to seperate each sinusoid harmonic

( the difference to my example is : in FFT the periods of harmonics are integer multiple of base frequency, but In my example they don't need to be integer multiple of base(lowest) frequency)

11- convert sinus to Triangle ( freq = same , phase = same , Ampl = k * Pi / 3 ; k = variable

12- add together them , compare to chart

13- find an algorithm for changing the ( Ampl , Freq , Phase ) for best matching.

14- if we find the algorithm then we now have the best tool ,

I have done manual tests in Excell , Mql4 , FFT_dll ,...

I have not found the precise solution yet.

at 2008/10/25 I have made an excell file as above and the chart attached below ( yellow ) ,

if good Coders or Mathematical Professionals are interested , we can make a workgroup for developing the system

Regards

OTR

[AZJeff]

Hello OntheRoad,

Check out this impressive indicator. It might be helpful to you.

TradingArsenal.com - TradingArsenal.com

Regards,

Jeff

OnTheRoad:
Hi,

The Cycles ( if we can find them ) will not be LAGGING tools,

They will be .....

Please test these example:

1- in any spreadsheet or any graphical_mathematical software or your MQL coding , make some triangular waveform ( phase = random , max_min or P_P = 2*AMPLitude : Ampl1 < Ampl2 < Ampl3 < Ample4 .... ,

Freq : F1 < F2 < F3 < F4 .... )

2- add them all together. and see the result

3- change the phases ( start point of each waveform ) and see the result

4- change the number of waveforms till 10 , and see the result

5- compare the results by weekly chart of UJ , GU , EU , EJ , etc...

6- you will find the similarity between your waveforms and pairs.

7- you will ask : if it possible to find the waveforms that match more precisely to chart ?

8- the answer : may be yes if we can find a good mathematical tool for extracting sub cycles.

9- the start point is : use FFT for finding spectrum of a 8 year or 12 year daily Close price data ( 8 *264 or 12 *264 points )

10- try to seperate each sinusoid harmonic

( the difference to my example is : in FFT the periods of harmonics are integer multiple of base frequency, but In my example they don't need to be integer multiple of base(lowest) frequency)

11- convert sinus to Triangle ( freq = same , phase = same , Ampl = k * Pi / 3 ; k = variable

12- add together them , compare to chart

13- find an algorithm for changing the ( Ampl , Freq , Phase ) for best matching.

14- if we find the algorithm then we now have the best tool ,

I have done manual tests in Excell , Mql4 , FFT_dll ,...

I have not found the precise solution yet.

at 2008/10/25 I have made an excell file as above and the chart attached below ( yellow ) ,

if good Coders or Mathematical Professionals are interested , we can make a workgroup for developing the system

Regards

OTR

[solaiman]

Thank you Jeff

azjeff:
Hello OntheRoad,

Check out this impressive indicator. It might be helpful to you.

TradingArsenal.com - TradingArsenal.com

Regards,

Jeff

Hi azjeff

I am checking it out.

Thank you .