Fast Fourier Transform - Cycle Extraction - page 108

[dabiel6]

Just to show you how the indis look on my charts. The cpo on my RSI candle chart and 2 EMAs, with different time periods, on the main chart. It may look a bit busy, because of all the channels and trendlines, but the eye gets used to it... Thanks again to Mladen for making these indis look and work great...                            

[dabiel6]

Mladen, this is also a cycle extraction indicator which ending moves all the time with any tick change. Is it possible, similarly to what you did with the previous indicators, to make it change only after the last candle is complete/closed? It does not have the "Calculate on every tick?" false/true line... Is this doable, adding this option to it? Thanks a lot!

[Mladen Rakic]

dabiel6:
Mladen, this is also a cycle extraction indicator which ending moves all the time with any tick change. Is it possible, similarly to what you did with the previous indicators, to make it change only after the last candle is complete/closed? It does not have the "Calculate on every tick?" false/true line... Is this doable, adding this option to it? Thanks a lot!

That indicator should probably need a complete rewrite (there is no need whatsoever to loop Hodrick/Prescott filter over the whole history)

---

Anyway, metatrader 5 version of ema extrapolated posted here : https://www.mql5.com/en/forum/179671/page12

[dabiel6]

mladen:

Anyway, metatrader 5 version of ema extrapolated posted here : https://www.mql5.com/en/forum/179671/page12

Much appreciated mladen!!

[Mladen Rakic]

dabiel6:
Much appreciated mladen!!

Regarding the other versions : see this post https://www.mql5.com/en/forum/179671/page12

[FXSurf]

mladen:

They are similar (almost all fitting type of calculations tend to produce similar results - which is logical given that the data is the same and they should fit to that data)

As of the CPU : if you use large number of harmonics and a big value for past data, it will be slow (it is calculating number of harmonics loops x past bars calculations (x some internal loos for each calculation - you get the picture :))). Attaching versions that can be set to calculate on each tick or just on a new bar (but on a new bar, all changes of the current price will be ignored if you use the last bar in history set to 0). It will lessen the CPU lad and added one more code change that should help when changing time frames or symbol (even though I did not have problems with 4 instances added (like the example) of the old version(s), but try it out now (set the calculate on every tick to false in all and see what it does then)

What indi is that for the outer channel in that picture? 

[Mladen Rakic]

FXSurf:
What indi is that for the outer channel in that picture? 

that is all same one indicator

[Shay Matityahu]

Mladen Rakic:

They are similar (almost all fitting type of calculations tend to produce similar results - which is logical given that the data is the same and they should fit to that data)

As of the CPU : if you use large number of harmonics and a big value for past data, it will be slow (it is calculating number of harmonics loops x past bars calculations (x some internal loos for each calculation - you get the picture :))). Attaching versions that can be set to calculate on each tick or just on a new bar (but on a new bar, all changes of the current price will be ignored if you use the last bar in history set to 0). It will lessen the CPU lad and added one more code change that should help when changing time frames or symbol (even though I did not have problems with 4 instances added (like the example) of the old version(s), but try it out now (set the calculate on every tick to false in all and see what it does then)

Hi Mladen,

I am a Newbies and I try to build my EA

I found this indicator (ema - extrapolated 1.1.mq4 ) good for my stragedy and i would like to add buy and Sell signal when candle is above the Lime line or below  the brown line, someting like:

if (iClose(NULL,0,1) < brown line && iOpen(NULL,0,1) < brown line){
        Buy=true;
}

Please help

Thanks is Advance

Shay

[Mladen Rakic]

Shay Matityahu:

Hi Mladen,

I am a Newbies and I try to build my EA

I found this indicator (ema - extrapolated 1.1.mq4) good for my stragedy and i would like to add buy and Sell signal when candle is above the Lime line or below  the brown line, someting like:

Please help

Thanks is Advance

Shay

Ema extrapolation (as any extrapolation) recalculates - it is not suitable for that type of "signaling"

Use it in run-time and you shall see what do I mean

[Sergey Golubev]

• LGLIB - Numerical Analysis Library - library for MetaTrader 4 
• ALGLIB - Numerical Analysis Library - library for MetaTrader 5 

Do you need to make a fast Fourier transform or to solve a differential equation system? Do you perform a complex data analysis trying to gather all methods in one place as a source code? Then ALGLIB library of numerical methods is for you!