Fast Fourier Transform - Cycle Extraction - page 32

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And here is the script which can be executed in Rapidminer.

Alex

 
hughesfleming:
And here is the script which can be executed in Rapidminer.

is there any way this work can be done directly on mt4?

 

Dear MiniMe and Hughes,

Many thanks for your thoughtful contributions.

Regards,

Pip

 

Minime,

Careful review of your second image (the chart) it would seem as though it is an overlay of several items (or at least in my eyes).

I see two overlaid bar charts and a composite cycle, are all of those produced in MT4?

Any elaboration would be appreciated.

Regards,

Pip

MiniMe:
In my previous post I meant Windowing Fourierand not Winding. ( spelling mistake )

What I meant from my previous post is that Fourier assumes a cyclic nature of the market , therefore you need to have an idea about the cycle length ; but if you have an idea about the cycle length then you don't need Fourier from the first place , just use the cycle lines on the chart to connect the turing points and place your trade, and in this care Fourier will be a nice added tool.

I am not bragging but if you know the cycle then you can make > 500 pips per trade , check my screen shot this is the profit in pips/10 on the current open trades , and those are not fluke trades, I prove it to brokers that I can make more than 500 pip per trade. So if you can spot a cycle you can define where the market is heading for the next few months maybe even years .

I know it may sound like B.S but check the SP500 screen shot and check how I planed my trades , I plan to short SP500 around the mid of next year , again sound like B.S. but the truth is the market have cycles and you need to spend time to find them.

Regards,

MiniMe
 

Hi debashis,

Not directly although I am sure it could be done. First you have to export the data from metatrader.

 

Hello Pip,

You are right I use Glass2k.exe which is a free software to control an application transparency .

The numbers from 1 to 6 are delta points and they also corresponds to EW.

The Fourier chart is done by timinigsolution.com software which in this scenario is used to do the same function of the indicator you modified perviously.

The key point is to spot the cycle length, and for me I do it manually.

If you want to automate the process , then it will be more or less like face recognition algorithm and there are many codes on matlab for this topic. I think switching autoregressive HMM might work in this as well but I didn't investigate on this yet. I did the wavelet pattern detection code in matlab last year , but only using the first approach where you define the pattern as a basis , and I used it for medical MEMS devices not for forex , If you want it PM me.
Pip:
Minime,

Careful review of your second image (the chart) it would seem as though it is an overlay of several items (or at least in my eyes).

I see two overlaid bar charts and a composite cycle, are all of those produced in MT4?

Any elaboration would be appreciated.

Regards,

Pip
 
There is an related topic on FF by the title " Optimized Trend Trading".I found page 75 and 76 quite interesting.

Specially what "MadCow" wrote in his post , he added a link to his previous thesishttp://onlinesvr.altervista.org/ the site is informative and have some codes.

BTW Support Vector Machine SVM is the advanced approach of wavelet analysis, if you want to compare wavelet with SVM its like a vector to a matrix.

 

S&p

MiniMe,

i agree with your outlook for the S&P until mid next year but you have to take into consideration that the Super Long Term Delta cycle has 8 turning points within 4 years and not 6 only as you have shown:

ImageShack� - Online Photo and Video Hosting

Sixer

 
hughesfleming:
Hi debashis, Not directly although I am sure it could be done. First you have to export the data from metatrader.

Dear Sir,

i dont know nothing about Rapidminer. infact i just tried 1st time to install it to see your work. but fail.

sir, can you please guide me step by step how use that? and how to export data from metatrader...

should i inbox you?

 

Sixer ,

I have been following some of your posts and contribution on other forums with great interest, You have great insights.

Thanks for the clarification

MiniMe

Sixer:
MiniMe,

i agree with your outlook for the S&P until mid next year but you have to take into consideration that the Super Long Term Delta cycle has 8 turning points within 4 years and not 6 only as you have shown:

ImageShack� - Online Photo and Video Hosting

Sixer
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