Fast Fourier Transform - Cycle Extraction - page 81
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Mladen...I know I sound like a broken record...and don't know if it useful or not...but what about extrapolation of SSA?...if you think it makes sense:)...
Mladen...I know I sound like a broken record...and don't know if it useful or not...but what about extrapolation of SSA?...if you think it makes sense:)...
Pava
If you are referring to SSA that would be on chart then might be helpful to see this post : https://www.mql5.com/en/forum/175938/page19 so you can use the one that mrtools made instead (the one using centered TMA since the results are going to be very, very similar)
If you are referring to normalized SSA, something very similar to that was made a week or two ago for advanced elite section and unfortunately I can not post it here too
Fourier extrapolation of stochastic
Was thinking what would be a logical way to calculate bands for Fourier extrapolation of some indicator. This would be one possible way : it uses standard deviation of indicator values in order to draw bands. It seems to be giving logical results with 1 standard deviation used for bands width and is also very easy to adapt it to show Fourier extrapolation of any indicator
As an example : this one is a Fourier extrapolation of stochastic
PS: if sombody wants to avoid current bar calculation, simply set the LastBar to some value other than 0 (1 would be a first closed bar, and so on)
Was thinking what would be a logical way to calculate bands for Fourier extrapolation of some indicator. This would be one possible way : it uses standard deviation of indicator values in order to draw bands. It seems to be giving logical results with 1 standard deviation used for bands width and is also very easy to adapt it to show Fourier extrapolation of any indicator
As an example : this one is a Fourier extrapolation of stochastic
PS: if sombody wants to avoid current bar calculation, simply set the LastBar to some value other than 0 (1 would be a first closed bar, and so on)Absolutley Brilliant!
Dare I ask for an MTF version?
shoot!...someone beat me to it!:) (TMA one, jumps around like a snake:)
Pava
If you are referring to SSA that would be on chart then might be helpful to see this post : https://www.mql5.com/en/forum/175938/page19 so you can use the one that mrtools made instead (the one using centered TMA since the results are going to be very, very similar)
If you are referring to normalized SSA, something very similar to that was made a week or two ago for advanced elite section and unfortunately I can not post it here tooWas thinking what would be a logical way to calculate bands for Fourier extrapolation of some indicator. This would be one possible way : it uses standard deviation of indicator values in order to draw bands. It seems to be giving logical results with 1 standard deviation used for bands width and is also very easy to adapt it to show Fourier extrapolation of any indicator
As an example : this one is a Fourier extrapolation of stochastic
PS: if sombody wants to avoid current bar calculation, simply set the LastBar to some value other than 0 (1 would be a first closed bar, and so on)Hi Mladen
you are really a master!
Is it possible to extrapolate DSS Bressert?
Thanks in advance
Lucmat
Fourier extrapolation of DSS
Hi Mladen
you are really a master!
Is it possible to extrapolate DSS Bressert?
Thanks in advance
LucmatLucmat
This is a Foruirer extrapolation of DSS
Am glad to see the speed by which the CPO model has been adopted and morphed into something useful for everyone. You gotta love Forex-TSD!
Pava
If you are referring to SSA that would be on chart then might be helpful to see this post : https://www.mql5.com/en/forum/175938/page19 so you can use the one that mrtools made instead (the one using centered TMA since the results are going to be very, very similar)
If you are referring to normalized SSA, something very similar to that was made a week or two ago for advanced elite section and unfortunately I can not post it here toohi mladen,
related to the post you linked:
- you wrote "Snake uses the method they decided to use (the same method is added to the indicator I posted - code looks different, but in essence it is the same) It is by far not the best method there is for extrapolation but it is used in those two indicators." Could you say which indicator can be used instead that use a more effective method?
- i couldn't find the SSA indi you used in the chart of your post in simba's thread, could you pls add it here?
many thanks in advance
hi mladen,
related to the post you linked:
- you wrote "Snake uses the method they decided to use (the same method is added to the indicator I posted - code looks different, but in essence it is the same) It is by far not the best method there is for extrapolation but it is used in those two indicators." Could you say which indicator can be used instead that use a more effective method?
- i couldn't find the SSA indi you used in the chart of your post in simba's thread, could you pls add it here?
many thanks in advanceengula
That "extrapolation" method is good because of one thing : it is a logical continuation of triangular moving average calculation, and, in the end, one must admire how Bookkeeper came to that idea - there is a certain elegance in the solution where triangular moving average (TMA) slowly transforms with each additional step into linear weighted moving average (LWMA) which is the end point of that indicator. Any other extrapolation method, does not matter how good or bad it is, could not so "naturally" (without interruption) add extrapolated values to triangular moving average
Of SSA : that is the SSA of price and it was posted in the elite section of TSD