Fast Fourier Transform - Cycle Extraction - page 20
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Hi, can't you simply use the visual backtester to check waves back in time?
Regards,
MichalI can only check past performance of 720 bars now as the input ispoints= 720
tones=1, f=1, shift=0, mintone=4
Increasing the input point s distorts the wave. The wave as moves forward in time deletes the past history .
for example if the wav eis formed between 1jan and 10 jan has 720 points then moving in 11th jan it will take 720 points from 2nd jan to 11th jan thus deleting the visual plot of 1st jan..
correct me if i am getting wrong
#_lib_fft.mq4
i can not use the indicator #_lib_fft.mq4
i don't know why,please help me. thank you all
So, I do apologize to the board for this sloppy indicator.
CarlDon't apologise, it has been very useful in testing out my Hurst cycle analysis. Thanks very much for your efforts. I would post some nice charts but am unable to.
help
Excuse me, are new to the forum are looking for some indication that I can help in identifying cycles and wanted to know where I can find VFFT, thanks a lot.
AUDUSD 4th Nov 2010
I am very impressed with the cycle work going on here I would like to assist in any way that I can. Using a very easy technique you can extract the cycles by eye. This is what I have done with the AUDUSD.
I am expecting a cycle point to be in fairly soon in the price region indicated, I would love to work with you all to make sense of cycles and how they might be used in market analysis.
I think that using cycles is a good start however I think that turns can be predicted forward in time, before they occur.
Here is my AUDUSD chart.
smalldog
Your technique
smalldog,
Please explain further your technique. Any indicator you use , if you can post here would allow all of us to follow.
Thanks
Theo
Banesa,
If the cycle is not stable it will dissappear
SThis phenomenon is similar to a wave produced in water due to an applied force.
Imagine if you will a calm pond surface, then you drop a pebble in a perpendicular vector to the surface of the water. The wave produced due to the force of the pebble hitting the water surface will be greater the closer you are to the source of the force and as the wave propagates over the surface it gets weaker and weaker both in period and amplitude.
Therefore, it follows to say that if similar phenomenon is observed in financial markets, then it is logical to say that similar characteristics surrounding the existence of the wave in the market must be similar in some fashion to a wave observed in the water. The wave in the market would have a cause (force), a start focus, an end, and an amplitude, periodicity and span that are in some fashion proportional in some degree to the force exerted by the cause.
So, if ware able to determine the cause and measure its applied force, we should be able to determine the amplitude, periodicity, and dissipation of the wave, be also able to determine current position in relation to the life of the wave and predict its re-generation if the cause is cyclic.
This is of course all theoretical and meant to be food for thoughts. Feedback is welcomed.
Cheers,
Pip
Few thoughts and questions.
Hello Crodzilla,
Thank you for sharing the Browser V5 indicator. I have a question if I may, you have elected to sort the periods identified on the studied frame in their descending order of amplitude, I am new to cycle analysis so forgive my ignorance depicted in the following questions:
1) Why sort based on Amplitude?
2) Did you find evidence that Amplitude plays a part in trend determination?
3) When determining phase, what are you using as the stationary cycle or point of reference to compare all the other cycles to? I may be way off here in my thinking and please do enlighten me of I am way off.
I am currently studying Hurst's method and essentially you have created a tool for phase analysis, and if I am not mistaken, Hurst focuses on period and phase more than Amplitude. Hurst further attributes trend to the underlying cycles of two larger cycles of the cycle being observed over amplitude hence my two questions above
4) Did you consider aligning or phasing the cycles based on their troughs? Form what I understand and according to Hurst, cycles tend to synchronize their troughs and thus it may be easier to align/phase the cycles using this property. This means that it is more likely for a 40 period trough to align with 80 period trough and a 20 period trough.
The following questions relate to potential modification to the indicator since the source code is not public:
1) Is it possible to sort by period?
2) Is it possible to enable a "plot all cycles" feature as a Boolian in addition to the individual selection of cycles?
3) Is it possible to render the cycles in half-circle format instead of sine wave?
4) Is it possible to change the variable type of Offset to enable decimal entries?
Thank you in advance for your time.
Cheers,
Pip
EURUSD 1HR Cycle
The EURUSD has been following the 45 bar cycle quite faithfully the past couple of days. The cycle is however half length out of phase. Check it out
When the cycle peaks, the market is at its low point and vise verse
On occasion you would get an inversion.
Cheers,
hi Crodzilla
i do not know how to set the paramaters of the Browser V5 indicator, i am interested in the indicators. if Crodzilla or other people can give some help, i will appriciate it very much.
thank you alll
yourspace