Some references :
Understanding this Haar Wavelet Example - Signal Processing Stack Exchange
Newest version of rsi adaptive ema posted here : https://www.mql5.com/en/forum/178733/page66
Do we have Elastic volume weighted moving average (described here : eVWMA: work in progress) for metatrader?
Try out this version. Added angle calculation as the one used in the angle of average indicator. If the AngleTreshold is > 0 then it measures the angle and if the slope is right (they are showing in the same direction) then the indicator shows according colored histo bar. If the angle is <= 0, then purely the slope of the kaufman ama is used (it works the the same way as before - without the angle treshold).
Upgraded version (new mt4 compatible, and some more changes) : kaufman_-_price_filtered_slope__alerts_2_1.mq4
No, wavelets and cohen's class distributions (I can recommend the Choi-Williams-Distribution) are only for offline use. But I don't think that this approach is reasonable for forex. You can't compare (quantum) physical laws and finacial laws, these are two completely different worlds.
i'm sorry but that statement is misleading. Quantum laws can be viewed as universal laws that apply to anything and everything that has a form. Financial markets have a form. The law is the law is the law. Nothing escapes the law. The financial markets Must obey the quantum laws.
The way i see it, if the financial markets did not obey quantum laws of the universe they would not manifest in this physical world and they would not exist at all!
I disagree : one of the basic principles of quantum laws is the quantum principle of uncertainty (I am quite sure that you are familiar with it). If we apply it to financial time series, then, according to it, we would never know what is the exact current price. And nothing is further from the financial markets than that
Didn't Einstein fail to make the Big theory that would make one out of the micro and macro laws?
You and I talk about completly different things:further reading check Haar Wavelets filtering:Filtering Using Haar Wavelets