since weeks I am looking for an possibility to find out the main frequenzies of a price chart. I read a lot of posts an im getting more and more confused. Main problem seem to be that most indicators are for MT4. But I use MT5.
I think that the Goertzel Browser can calculate the main frequenzies (frequnzies with the highest amplitude) of a price chart? Is there an actual version for MT5? Or are there other ideas, maybe faster, to find out the frequenzies?
(look at Goertzel algorithm page in wikipedia)
Forum on trading, automated trading systems and testing trading strategies
Sergey Golubev, 2017.09.29 12:56
The Hodrick-Prescott filter is used in macroeconomics, especially in real business cycle theory to separate the cyclical component of a time series from raw data. It has a zero lag. There is a common disadvantage of such zero lag filters - the recent values are recalculated.More information on one sided HP filter you can find here : statistics - Hodrick–Prescott filter (one-sided version) - Mathematica Stack Exchange or here time series - Formula for one-sided Hodrick-Prescott filter - Cross Validated and in pdf file attached to this post.
Forum threads (thanks to mladen)
Is it also possible to make such a spectrometer for volumes?
@Mladen: How complicated is it to adapt it to MT5. Is it copy-paste or what is the problem?
What alternatives do I have to find the main freuquencies on a chart at MT5?
Hello to all!!
Please can onebody help me with this ?
I am trying to install fast furius , but i find with this problem ... I have everything charge in its folder also .dll
thankss in advance!!!