Fast Fourier Transform - Cycle Extraction - page 5

 

Gbpusd 1440 _2

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Used Time Series

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Gbpusd 1440

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Gbpusd 1440 _3

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Thank you Simba, I was trying to use the phase in some sort of 360' offset. I hadn't thought to apply it to the amount of bars

What about taking a higher resonant cycle, a lower resonant cycle, taking the lag and smoothing it with the averaged phase? This has roughly been my application from the Ehlers paper.

I have to test some more of what I'm wondering.

Thank you barnix for posting those images. I have installed cygwin with grace, but have not run it yet.

 
barnix:
Gbpusd 1440 _2

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Very interesting... barnix,For your MTM analysis there are 3 peaks above the 99% confidence level..approx at 0.035,0.135 and 0.49...Since your data is daily..that means cycle periods of approx 30,7.5 and 2 days...Can you confirm?

 

Barnix ssa

barnix:
Gbpusd 1440 _3

Barnix,

Could you apply Mesa to the reconstructed SSA series ?

 
SIMBA:
Barnix, Could you apply Mesa to the reconstructed SSA series ?

Try this indicator with SSA:

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SIMBA:
Very interesting... barnix,For your MTM analysis there are 3 peaks above the 99% confidence level..approx at 0.035,0.135 and 0.49...Since your data is daily..that means cycle periods of approx 30,7.5 and 2 days...Can you confirm?

Pleas post it the image and draw some arrows for this frequency's.

 
barnix:
Pleas post it the image and draw some arrows for this frequency's.

Here you are ,check the blue squares with an x,according to the manual these are harmonic frequencies above the 99% confidence level,it will be interesting to know exactly what they are and to what cycle period do they relate.

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mtmbarnix.jpg  221 kb
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