Fast Fourier Transform - Cycle Extraction - page 85
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Extrapolator from MQL4 codebase uses various methods of spectral extraction. As its best it builds "spectra" by Quinn-Frenandes algorithm. QF- algo was the best known to author - DSP engineer, now living in USA, with russian roots. EVERY other modern spectra extraction algo are using Fourier methods.
After "spectral" extraction the Extrapolator builds the price prediction curve based on sin/cosin extrapolation.
Besides, the Extrapolator also uses almost unknown method of so-called amplitude-frequency fit. It is very important DSP method, invented by scientist from Asia.
Humor: the author of Extrapolator did not understand that his Fit-method (built into Extrapolator) is actually a usefull DSP invention (method).UltraBanker,
Which method # 1-6 in ExtrapolatorEX is this method by Asian scientist please?
Thank you,
Truly,
Jerry
Could not have agreed more!
Batchboy "Jerry" ,
It has been a while for this code so i hope I did it right , the concept is to check if future (open, high, low , close ) interactions between each other or check if future highs /lows have any significant value also if this works as it should , it would help to place not only the trade but will help the trader define a tighter stoploss and takeprofit or even scalp within the bar itself, the sky is the limit for the different options.
I modified the code to show the future values as comments , personally I would dump the entire code into an EA for testing instead of calling it from an indicator , but as Mladen mention the math behind it is heavy and will consume the CPU.
Personally I didn't have the time to investigate the different options
Q_Mouze ;
I agree with mladen, what I suggest to reduce the load on the CPU is to call the functions on each new bar instead of on each tick or save the value and call it after x amount of barsFadi,
Been playing the favorite game : simplifying the code.
Try out this version : it is simpler (as far as code is concerned). Not sure how will it affect CPU load in run-time usage (it still needs to be tested in run-time)
________________________
PS: For some reason when Burg extrapolation was chosen (type 3) in the original indicator it was not working (zero divide error). It works now but I used weighting 1 for cases when zero divide would occur in Burg weighting calculation
have a nice weekend
Fadi,
Been playing the favorite game : simplifying the code.
Try out this version : it is simpler (as far as code is concerned). Not sure how will it affect CPU load in run-time usage (it still needs to be tested in run-time)
________________________
PS: For some reason when Burg extrapolation was chosen (type 3) in the original indicator it was not working (zero divide error). It works now but I used weighting 1 for cases when zero divide would occur in Burg weighting calculation
have a nice weekendGentlemen,
For most indicators StrategyQuant places a special EA in mt4 and launches it then commences Start to make a file of the outputs selected. It would not work with ExtrapolatorEX. I hadn't mentioned it earlier, sorry. And whatever mods going on now probably won't solve. It seems some custom indies don't like operating when there's not anything to start with. If y'all know how to get around this that be cool as I like notions of this like mladen likes.
I think I had same problem with a recent kaufman.
Jerry
Gentlemen,
For most indicators StrategyQuant places a special EA in mt4 and launches it then commences Start to make a file of the outputs selected. It would not work with ExtrapolatorEX. I hadn't mentioned it earlier, sorry. And whatever mods going on now probably won't solve. It seems some custom indies don't like operating when there's not anything to start with. If y'all know how to get around this that be cool as I like notions of this like mladen likes.
I think I had same problem with a recent kaufman.
JerryBatchboy
ExtrapolatorEX is specific in many senses as far as how it keeps data is concerned. You have to know the internals of it. I don't know how StrategyQuant works but I suppose that it is made to use "standard" ways of how majority of indicator work and if it is not so (if the indicator is not how some standard is supposed to be) I guess that it can not find its way
Greetings All,
Below is my latest forecast for EU produced yesterday. According to this forecast EU is expected to move up a bit to around 3360 area before rejecting back down. Once the turn is complete i will update the analysis for the next turn. Used in this forecast are Spectre and CPO.
Cheers,
Pip
Greetings All,
Below is my latest forecast for EU produced yesterday. According to this forecast EU is expected to move up a bit to around 3360 area before rejecting back down. Once the turn is complete i will update the analysis for the next turn. Used in this forecast are Spectre and CPO.
Cheers,
PipHi Pip,
Interesting but , what make you think so?
Cannot it be like that? same as 18-20 Apr 2013 ?
Can you please en-light us with the "Cycle Extrapolator" that you use? share?
Anyway thanks for sharing your point of view.
Have a good trading week.
Tomcat98
Hi Pip,
Interesting but , what make you think so?
Cannot it be like that? same as 18-20 Apr 2013 ?
Can you please en-light us with the "Cycle Extrapolator" that you use? share?
Anyway thanks for sharing your point of view.
Have a good trading week.
Tomcat98Hello TomCat,
Yes it is possible and I would love for it to behave this way since your forecast matches nicely with the up move then the down move. Based on PA I would say there is a good likelihood for EU to head up there over the next few days. Spectr shows possible sideway's action but the forecast on this particular indicator is not as solid. I use both indi's to get a general idea and trade based on PA and other factors.
Cycle extractor is already shared in this thread under the name CPO, scroll back a few posts and you will find it as well as a modified version created (kindly) by MLaden.
Please also note that this entire thread had demonstrated that you can slice the pie in many different ways and ultimately get somewhat similar results, so choose the tool you are comfortable with and march forward.
Regards
Pip
Hello TomCat,
Yes it is possible and I would love for it to behave this way since your forecast matches nicely with the up move then the down move. Based on PA I would say there is a good likelihood for EU to head up there over the next few days. Spectr shows possible sideway's action but the forecast on this particular indicator is not as solid. I use both indi's to get a general idea and trade based on PA and other factors.
Cycle extractor is already shared in this thread under the name CPO, scroll back a few posts and you will find it as well as a modified version created (kindly) by MLaden.
Please also note that this entire thread had demonstrated that you can slice the pie in many different ways and ultimately get somewhat similar results, so choose the tool you are comfortable with and march forward.
Regards
PipHi Pip,
Thank you very much for your enlightenment and time.
Have a good trading week.
Tomcat98
Hi Pip,
Thank you very much for your enlightenment and time.
Have a good trading week.
Tomcat98My pleasure.
So far cycle forecast still holding. Here is an updated image.
Should things change I will post an update.
Cheers,
Pip