Fast Fourier Transform - Cycle Extraction - page 91
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Something like this is behooving to suggest:
Understanding FFT Applications : A Tutorial for Laymen, Students, Technicians & Working Engineers:Amazon:Books
Hi Hughes,
Not sure I said I don't know fft from dft, but got that a wee bit cleared up so no prob.
Fftw.org seemed like its the ultimate, and there's this book url above.
Actually there is evidence of SQ doing its thing from hunting and finding robust EA's, it has MonteCarlo
Robustness analysis, so it does fine. Just trying to extend to "dynamic" also. Am running it now on 12yrs 1hr bars and it comes out with great stuff!
There's even a thread "dynamic EA's" here on forex-tsd, why not "lego" on them?
You seem angered or antagonistic by those who work with indies toward an EA, well, there's eternally 2 camps on this front, isn't there.I am glad your testing is working out well. Now put it on a live account with real money. You have no strategy, you are depending on curve fitting and luck. I am sorry, that is not working towards anything except wiping out your account. Its your money, you can do whatever your want.
I am not going to comment on this any further.
Jerry
Fast Fourier Transform (FFT) is a subset of Fourier Analysis and since Fourier Analysis is a mathematical model I do not see other way how it could be interpreted differently.
I posted a link to MIT courses, documents, recorded lectures, ... among ther reasons, for one simple reson too : since MIT is one of leading universities in the world when it comes to matter like that and since they (MIT) decided to keep all that stuff open to all, we can just benefit from university courses of such a reputation without having to go to the actual lectures at all
Dynamic EAs have nothing in common with Fourier Analysis (nor transform). They are based on dynamic zone indicators. Some more info on dynamic zones can be found here : https://www.mql5.com/en/forum/general (PS: pdf from the first post can be downloaded freely (all the pdfs from those sections are downloadable like that) so it might be a good idea to see what dynamic zones are based on and what are they actually doing)
all the bestHi mladen,
Perhaps I am supposed to look into dynamic zones mladen, but I'm not sure such as dft couldn't make an EA "dynamic". Are you certain it couldn't. Not sure other market behavior examining indies couldn't perform in "dynamic EA" ways you certain this dynamic zone is only thing that can make an EA "dynamic"?
Jerry
Hi mladen,
Perhaps I am supposed to look into dynamic zones mladen, but I'm not sure such as dft couldn't make an EA "dynamic". Are you certain it couldn't. Not sure other market behavior examining indies couldn't perform in "dynamic EA" ways you certain this dynamic zone is only thing that can make an EA "dynamic"?
JerryJerry
Would you mind explaining what are you talking about?
What I told is that "dynamic EAs (that you have brought up - to re-quote There's even a thread "dynamic EA's" here on forex-tsd) have nothing in common with Fourier Analysis". Where is the misunderstanding as of what the so called "dynamic EAs" from that thread are doing?
Jerry,
You are confusing "DYNAMIC" with "ADAPTIVE" and there are many ways to do this. I have already tried to explain this to you once that you are better off to choose indicators that can vary their length and keep their history from recalculating. Look up Hilbert's transform and better yet Phase Accumulation in Advanced Elite.
...and please read the thread....you really would benefit from expanding your knowledge on this subject.
If I had a FFT lab instrument then **MAYBE** off of quote chart I could see frequency/phase patterns (using my past electronic engineering flairs) that are indications of quotes coming out of consolidation, but even having that is too high 'n mighty it seems.
Pointing me to huge pile of mit articles doesn't help, pardon if that seems antagonistic, but just being factual Maybe you are mathematically inclined?
You profitably use fft or dft?
JerryJerry
Fast Fourier Transform (FFT) is a subset of Fourier Analysis and since Fourier Analysis is a mathematical model I do not see other way how it could be interpreted differently.
I posted a link to MIT courses, documents, recorded lectures, ... among ither reasons, for one simple reason : since MIT is one of leading universities in the world when it comes to matter like that and since they (MIT) decided to keep all that stuff opened to all, we can just benefit from university courses of such a reputation without having to go to the actual lectures at all
Dynamic EAs have nothing in common with Fourier Analysis (nor transform). They are based on dynamic zone indicators. Some more info on dynamic zones can be found here : https://www.mql5.com/en/forum/general (PS: pdf from the first post can be downloaded freely (all the pdfs from those sections are downloadable like that) so it might be a good idea to see what dynamic zones are based on and what are they actually doing)
all the best
Thanks gentlemen, apologies for my "confusion". You don't think fft/dft would yield "adaptive" EA's? (Being corrected on this terminology you use).
If you'd like to list what indy combos do this here that be appreciated. Thanks tor returning to civility, I guess knowing OF this forum and being more involved and following are two different roads, such "neophytes" in a certain arena can naturally have terminologies confused and ideas of what can be done mixed up. Even though I was electronic engineering when younger and only glanced at fft analyser instruments certainly doesn't qualify me for being "in the know" about such field and its applications. I ask your patience in treading thru some things if I can can have any gumptions to do so.
Am in receipt of an email from a Phd math "Tomaz" whom with fxcraft.com seems like maybe he can help. He says he is a trader too. Now, now, hold your breaths......am noting your advisories, thank you all ;-)
Not sure if y'all can make it easier with some kind of summary for beginners type pdf? Or a thread for such? Anyhoo, just putting thought out there. Would make the journey more swift for such. Thanks folks.
Jerry
I am glad your testing is working out well. Now put it on a live account with real money. You have no strategy, you are depending on curve fitting and luck. I am sorry, that is not working towards anything except wiping out your account. Its your money, you can do whatever your want. I am not going to comment on this any further.
It is not curve-fitting nor luck. One adequately searches and sifts out non-robust strategies, any other put-downs for today? Perhaps your feeling antagonistic of anyone doing something quite different as to research than you? You feel your route is only way, yes? Please tone it down, am only on quest as most newbies looking about here are.....civility please.
Thank you sir.
Jerry
This is the simplest example I have found : Introduction to Fast Fourier Transform in Finance by Aleš Černý :: SSRN
Jerry, there is nothing stopping you from using fft or any other method to create adaptive indicators, but you need to know how these different methods work on non stationary data in order to understand their limitations. There are many reasons why you might run into problems. That is why reading the thread is essential. I am sorry but you came across as very unwilling to dig into the details. All of your questions have been answered at some point in this thread so what are you waiting for?
As far as testing your models....back tests are worthless. Forward tests are not. The sooner you can make a realistic evaluation of your model the better. If you think you have a model that has performed well over years of historical data then whats the problem? Put it to work in the real world and see what happens. Why not? If you see that after three weeks that your account is zero then you know you have a problem that no amount of further back testing is going to solve. If the opposite is true, then great!
I hope you do succeed Jerry, it is simply not a direction that I would take personally. I have looked at SQ and other similar systems and I know how they work. Throwing out the losing models and keeping the winners works great in the past. Computers are terrific at cycling through parameters for hours until you have reasonable equity curves. What you don't know is the lifespan of your model when faced with real markets.
Please don't take this as negative. This is just my personal view.
regards,
Alex
This is the simplest example I have found : Introduction to Fast Fourier Transform in Finance by Aleš Černý :: SSRN
Very good, thanks sir.
Jerry