I am getting periods slightly different from those that you have posted. I did an analisys from the middle of November to December 13 on the H1 GBPUSD chart, and it could only confirm the 35 and 51 periods. The next peak seems to be somewhere near 85. Am I right in using a period as long as a month to determine the peak values? I am not sure that I am looking for what I should be..
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.
If you are referring to the cyclic model of GBPUSD for 1h..I do not use it,too unreliable for my taste,I use the daily cycles,those that I have been able to test for high Bartels,and I presume,that since markets are fractal,they will be more or less reliable on lower timeframes..my personalexperience confirms this..and also that you can go up to the weekly tf with good results too...
But my personal experience has taught me to avoid using the Hurst method exclusively on 1H,you need ,at the minimum,the 4H TF,and then you can go down for refining your entry..also using 4H as the base can be very dangerous in trending periods like the one from beginning April to mid May..you run the risk of anticipating the top,by several figures...AND THIS IS WHERE USING THE SimbaConMan WILL GIVE YOU THE EDGE,KEEPING YOU SAFE.
I do not use(anymore) the Hurst smas for trading,I use them only as an additional view to have in the back of my mind.What I use for trading is his methodology,but instead of smas,I use digitalfilters(usually SATL),and,since delay is minimal,I do not need to center them,I can just trade the slope of the SATL.
is a very good indicator.
Please read the Time series analysis and forecasting
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
we can forecasting this time series
with my small program.
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)?
Thanks again and Regards.
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!
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.
I had to put the source there also.... Strange
et_phonehome_2 and erwin1680
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..
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.