The Simba Con Man - page 3

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Hi SIMBA,

is a very good indicator.

Please read the Time series analysis and forecasting

on http://www.gistatgroup.com/cat/

I have this CatSSA.dll and I have a small Delphi program for

generating a forecasting for the price time series.

If you can generate a *.csv file with your indicator

values:

2001.09.07 00:00,1.461

2001.09.10 00:00,1.4562

2001.09.11 00:00,1.4754

...

we can forecasting this time series

with my small program.

Best regards,

barnix

Files:
ssa_gbpusd_h1.gif  19 kb
 

Barnix

barnix:
Hi SIMBA,

is a very good indicator.

Please read the Time series analysis and forecasting

on http://www.gistatgroup.com/cat/

I have this CatSSA.dll and I have a small Delphi program for

generating a forecasting for the price time series.

If you can generate a *.csv file with your indicator

values:

2001.09.07 00:00,1.461

2001.09.10 00:00,1.4562

2001.09.11 00:00,1.4754

...

we can forecasting this time series

with my small program.

Best regards,

barnix

Hi Barnix,

Thanks for your kind comment and for the link on Singular Spectrum Analysis..I will check during next week and test its appliability regarding currency pairs forecasting,will post here if interesting.If you can elaborate about your experiences with SSA,it could be very helpful for everybody.

Which .csv time series do you want me to generate with "my indicator values"?

The SimbaConMan values?

The Hurst smas "centered",so as to project them into their "meeting" point?

The closing price of GBPUSD daily(these are the values that you posted in your 3 examples)?

Please inform.

Thanks again and Regards.

Simba

 

Hi, Simba,

SIMBA:

If you are referring to some of the pics I posted with hourly charts,I used 35 del 17,69 del34,103 del51,205 del102.

Thank you for your quick reply. I tried to use the spectral analysis tool, built in the Digital Filter calculator, as you kindly suggested in your previous post. The problem is with the results I got from the calculations - they differ slightly from the periods that you have determined, and so I've reached the conclusion that I am doing a mistake somewhere..

The problem is that I get approx. 85 instead of 103, and cannot see any periods higher than 150 in the result box of the spectral analysis tool, which is probably due to wrong settings.. My question is about the amount of data that one should feed to the analysis tool in order to determine the most accurate and up-to-date periods, as I suppose that they vary in time. Any help? Thanks in advance!

Regards,

Wananohoshi

 

manual

interesting work simba...

have you mad a manual for the system, including everything from installing onto the platform into which currency to use with and how..or would you like someone to help with that?

 

Hate sounding like a noob

I know this is a ridicoulous question. But for some reason I can not get the indicator to load. I pasted in my indicator folder on three different instances on mt4 and I close and reopen my platform and it is not there. I then go back and look in my indicator file and the file is not even there. any suggestions. Market Cycles has always interested my and simba I actually love the way you teach. Keep it comin.

Thanks in advance.

 
erwin1680:
I know this is a ridicoulous question. But for some reason I can not get the indicator to load. I pasted in my indicator folder on three different instances on mt4 and I close and reopen my platform and it is not there. I then go back and look in my indicator file and the file is not even there. any suggestions. Market Cycles has always interested my and simba I actually love the way you teach. Keep it comin. Thanks in advance.

I had to put the source there also.... Strange

 

et_phonehome_2 and erwin1680

et_phonehome_2:
I had to put the source there also.... Strange

Hi,

The indicator is very "heavy",it could create an overload in some(slow,old,already overloaded) systems or with some data providers,but this is extremely unusual,if counted bars are less than 450 then it returns 0.

You should download to MT4/EXPERT/INDICATORS..close/reopen..and it should be there..

Regards

Simba

 

Ali-walji5

ali_walji5:
interesting work simba... have you mad a manual for the system, including everything from installing onto the platform into which currency to use with and how..or would you like someone to help with that?

Dear Ali,

Thanks for your kind offer.

At the moment I haven`t had neither the intention nor the time to do a manual as you suggest.

If ,in the near future I decide to do this kind of manual,I would be very glad to accept any help that has been offered to me,and,in that case I would inform you accordingly.

Thanks again and Regards

Simba

 

wananohoshi

wananohoshi:
Hi, Simba,

Thank you for your quick reply. I tried to use the spectral analysis tool, built in the Digital Filter calculator, as you kindly suggested in your previous post. The problem is with the results I got from the calculations - they differ slightly from the periods that you have determined, and so I've reached the conclusion that I am doing a mistake somewhere..

The problem is that I get approx. 85 instead of 103, and cannot see any periods higher than 150 in the result box of the spectral analysis tool, which is probably due to wrong settings.. My question is about the amount of data that one should feed to the analysis tool in order to determine the most accurate and up-to-date periods, as I suppose that they vary in time. Any help? Thanks in advance!

Regards,

Wananohoshi

Hi wananohoshi,

The periods you should obtain,by playing with the digfiltergenerator should be,in THIS order :FOR DAY TF:45,35,98,27,63(disregarding a very short term spurious peak).odd numbers are better for centering so you transform 98 to either 97 or 99 and delay acordingly for centering(97del48 or 99del49).

FOR 60M TF:22,5,13,27,9,29,61..Iwould use the daily on all TFs ,for reasons explained in previous posts..but,if you want to use the 1h,or tweak the periods of some indicator for 1htf I would choose 5del2,9del4,13del6,27del13 forcentered smas or 3,5,7,14 for indicator timing

So,you can use (27del13 or 35del17),45del22,(63del31 or 97del48) as your 3 basic centered smas.

I used different periods because I have additional cyclical software that helps me in adding periods,and,specially in seeing the Bartels of thecycles that I want to use..but in practice ,the difference is irrelevant.use the periods that your digfiltergenerator shows as peaks..and take care to use approx 2000 periods for finding the cycles.

FOR DAY TF:

The 45 cycle is very constant between eur,gbp,chf vs usd pairs

the Jpy has a 46/51/55 cycle depending vs what pair eur,usd,aud you compare it

ALL MAJORS AND MAJOR CROSSES have a very constant cycle in the 96 to 105 range..and another very constant cycle in the 198/215 range

CONCLUSION:You can use 47del23,99del49,199del99 as a basic and consistent analysis tool for all majors and major crosses ,across all timeframes and you will obtain fairly robust results.

Regards

Simba

 
mangman:
Where do you get this Hurst book?

Send me a PM with your e mail.

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