Fast Fourier Transform - Cycle Extraction - page 10

 

Stationary Data

fajst_k:
Here is another basic thing. Because Forex data is a mix of stationary and non

stationary data (trend and choppy market) analyzing of this data will be very difficult with poor results. Much better is just cut the signal. See below.

So did you try this MTM toolkit ?? Did Barnix and Simba achieve anything practical ??

Krzysztof

Yes using infinite, unbounded sine waves will lead people askew with non-stationary data. This analysis is of limited use even on pop-music, as octaves shift. Music sounds almost the same on a pipe organ or guitar, because people process data by means of proportion, not absolutes.

Need to use localized waverform patterns like wavelets to make longer-term inferences.

The brain is a pattern-recognition device and it's completely possible to see ghosts in data that vanish as quickly as they come, leading you invariably toward a margin-call.

 
fajst_k:
It look that this thread is dying a bit. Nobody intrested in cycle extraction ??

You have a cycle == you have a proper setting of digital filter or stochastic

or RSI and than you know when the trend turns.... Here is a bit o fuel. Below

analysis of EURUSD using sigview program (demo obtainable from sigview site).

It is very powerfull tool, it has e.g. different functions to deal with input signal (window filters) and also signal calculator which allows to combine singnals. Have a look.

Krzysztof

Can someone modify the Extrapolator indicator to work other indicator like RSI or stochastic instead of price. That should give us the turning point better.

 

mindhero EA?

The mindhero.mq4 indicator on the first page looks nice. Did anyone have an EA for that indicator? Thanks.

 

Channel & Cycles

Hello to all, I study the channels and cycles, I published some documents here, if there is interest I can share in this forum any document, do not speak good English but a chart is perhaps better than 1000 words.

Thank you

Qui analizziamo il forex con Channel & Cicles - Forex Forum

 
Annarita01:
Hello to all, I study the channels and cycles, I published some documents here, if there is interest I can share in this forum any document, do not speak good English but a chart is perhaps better than 1000 words.

Thank you

Qui analizziamo il forex con Channel & Cicles - Forex Forum

Pure qui stai....

 

A Cycle Finder

Hey guys, just starting to do some research on Hurst and was wondering if theres any indicators that i can use to find correct cycles within currency pairs for different time frames so i can use these to plot moving averages ?

I've tried by eye and using some harmonic indicators but the resulting MAs didn't give me the results i were looking for.

Just a really dense question here, on the MA indicator in MT4, the shift option is the same as displacing/offsetting right ? Just oen to confirm this.

I know it most likely is but just want to make sure.

Thanks

 

Documents

Annarita01,

I took a look at your forum. Since I cannot read your language, would you please post your findings here in this forum? Thank you very much.

=D

 
crodzilla:

If I can just extrapolate enough into the future to at least project a timeframe where a turning point should occur would be ecstasy.

But currently, by adding some trendlines and by using a little pattern recognition, I think we'll have something.

Carl

Errrr, if you understand the concept of trendlines and pattern recognition why would you need an indicator ???

Talking of which, with reference to the pics of the trade you placed (in the 1st post), if you can understand pattern recognition you could actually have gotten into that trade a little sooner as there is a very apparent head and shoulders formation and the neckline with a break of the neckline!!

 

Its because you obviously jumped to conclusions about what Crodzilla was implying because you never bothered to understand Cycles, Cycle Extraction, and Cycle Indicators.

The fact is, if someone can master Cycles and finds a natural rhythm and plots it on their chart, not only are patterns going to be highly more probable to fall through, it gives you a clear visual presentation of what might happen.

Please read Encyclopedia of Chart Patterns and you'll notice, trendlines + chart patterns has a failing rate, especially if you don't use confirmation.

 

Fourier Extrapolation of Indicator.mq4https://www.mql5.com/ru/code/8732

Reason: