Fast Fourier Transform - Cycle Extraction - page 109

[qasd]

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

Good Day to you

I would like to say thank you so much . Whatever u write has brought so much knowledge to my mind and definately to others too.

My problem is i downloaded these indicators from post#1067 and i have mt4 and put on a M5 chart EURUSD but i see nothing.

how can i create say a chart like yours or the one attached

cpo 1.4.mq4 8 kb

cpo of cci 1.2.mq4 8 kb

ema - extrapolated 1.1.mq4 

i cant see anything. Pl help

Regards to You

i see another different thing. i put on FBS mt4 i see the indicator working . then i tried them again on XM mt4 it didnt work. so i uninstalled and reinstalled mt4 . it still didnt work. Now i realise there are s many indi i downloaded which havent been working on xm.

any idea please?

thanks once again

I have to update this comment ...........

Thank you sir for the link which says this is a bug in mt4.............https://www.mql5.com/go?link=https://www.forex-station.com/viewtopic.php?t=8472297

Bless you 

[Nikolai Semko]

Hello everyone!

It is more convenient to investigate the fast Fourier transform.

For MT5

[Sergey Golubev]

============

Goetzel cycles

(look at Goertzel algorithm page in wikipedia)

1. Goertzel indicators and how to use them - the post
2. Goertzel browser indicator - the post  
3. Goertzel browser - end point indicator - the post 
4. Goertzel browser 1 indicator - the post 
5. Goertzel browser 2 indicator - the post  
6. Goertzel browser - end point 2 indicator - the post 
7. Fourier extrapolation of Goertzel indicator and Fourier extrapolation of Goertzel 2.1 indicator - the post 
8. Goertzel browser 3 indicator - the post 
9. Goertzel browser 3 mtf indicator - the post 
10. Goertzel browser 3 mtf-1 indicator - the post: It is interpolated and MTF version of Goertzel browser.
11. Goertzel cycle indicator - the post 
12. Goertzel browser 4 indicator - the post: Goetzel cycles calculation is used in this indicators to identify currently existing cycles in signal and that is the list of cycles that the indicator is writing out. Indicator itself is combining those waves into a single wave (that is the "composite wave" that has been mentioned a couple of times) which is showing much more "readable" information.
13. Goertzel browser 5 indicator - the post 
14. Goertzel browser 5.2 indicator - the post 
15. Goertzel browser 5.2.1 indicator - the post 
16. Goertzel browser 5.53 indicator - the post: Added "PeakSpan" parameter which allows to have more than one bar colored around the peak.
17. Goertzel browser 5.1_CS_Detrend&Smooth indicator - the post 

============

[Sergey Golubev]

Fast Fourier Transform

1. Key forum thread - Fast Fourier Transform - Cycle Extraction - the thead with FFTfiltr indicator and explanation
2. New EA based on the !xMeter (!xMter based on Fast Fourier Transform) - the thread 
3. Many FFT indicators with examples and explanations - the thread 
4. Ticks Before The News - the thread with many FFT indicators and explanation how to trade

CodeBase

1. dt_FFT - library for MetaTrader  
2. LGLIB - Numerical Analysis Library - library for MetaTrader 4 
3. ALGLIB - Numerical Analysis Library - library for MetaTrader 5 
4. AFIRMA - indicator for MetaTrader 5 

The articles

• Introduction to the Empirical Mode Decomposition Method  
  
• Building a Spectrum Analyzer  
• Analysis of the Main Characteristics of Time Series  

[Kancho Kanev]

..

[Kancho Kanev]

and reverse :D   ....

[Kancho Kanev]

[Kancho Kanev]

[Mladen Rakic]

You are using outdated spectrometr. One of the updated versions is here : https://www.mql5.com/en/forum/183798/page87

[Kancho Kanev]

thanks @mladen  look my system for mt5 ;)