How to improve the Goertzel browser and Hodrick filter - MQL4 and MetaTrader 4

Goertzel browser 5.1_CS_Detrend&Smooth made it compatible to the new builds, it needs Hodrick Prescott Filter(which was already compatible) in the MQL4/indicators folder and the Hodrick Prescott Filter needs Hodrick Prescott-Filter dll in the MQL4/libraries folder for everything to work.

Files:

goertzel_browser_5.1_cs_detrendampsmooth_nmc.mq4 20 kb

hodrick_prescott_filter.mq4 2 kb

hodrick-prescott_filter_dll.rar 28 kb

gb.png 67 kb

Hue Hoang 2014.07.07 22:16 #3314

Thanks Mrtool and Mladen, both of you are really good, but Mrtool the Goertzelbrowser and Hodrick filter when i attach to the chart, it does not show any thing even though I already added the hodrick dll to the libraries of Mt4. Also, i want the Goetrzel broswer always touch the top and the bottom,not at the middle. I also attach the example picture from your post Mrtool you can click on this page and see it https://www.mql5.com/en/forum/179807/page28 at post #415 and here is the picture

Files:

goert_broswer.gif 27 kb

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William Snyder 2014.07.08 00:07 #3315

ngoanhoang3:
Thanks Mrtool and Mladen, both of you are really good, but Mrtool the Goertzelbrowser and Hodrick filter when i attach to the chart, it does not show any thing even though I already added the hodrick dll to the libraries of Mt4. Also, i want the Goetrzel broswer always touch the top and the bottom,not at the middle. I also attach the example picture from your post Mrtool you can click on this page and see it https://www.mql5.com/en/forum/179807/page28 at post #415 and here is the picture

First of all my apologies the version you attached was not a corrected version, I didn't catch that, so posting the corrected version which is compatible, the post you are referring to was using the earlier version 3 which is right above that post.

ps) also posting a compatible version of version 3. If I remember right got the top 3 cycles to produce the chart, on eurjpy top 3 cycles from the list was 103,70 an 50.

Files:

goertzel_browser_5.1_cs_detrendampsmooth_nmc_1.mq4 20 kb

gb_nmc.png 68 kb

goertzel_browser_3_nmc.mq4 15 kb

gb3_nmc.png 65 kb

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Mladen Rakic 2014.07.08 00:30 #3316

MrM:
are there any other ideas we can try here?

mrtools:
Fourier extrapolation of Goertzel browser 2 and Fourier extrapolation of Goertzel browser 2.1

An idea

mrtools reminded me with his post what was the whole idea of calculating composite waves all about. Hurst and Millard intended that not for reconstructing the past, but to construct the future. Once when components are knows (lengths, amplitudes and phases in current point) apart from being able to "reconstruct" a composite wave in the past and to see how well it fits the past, there is no limitation whatsoever to do that same thing for the future too, So this one is not using an extrapolation for future bars but is using the same technique as it is for past bars too

_____________________________

For those that are not so familiar with what and how does this indicator create a composite wave here are some explanations. Goetzel cycles calculation (more info about it here : Goertzel algorithm - Wikipedia, the free encyclopedia ) is used in this indicators to identify currently existing cycles in signal (in case of this indicator, signal is the price that is used by the indicator) and that is the list of cycles that the indicator is writing out.

Those cycles alone are not much : depending on what you choose (the UseCosineForWavesoption was introduced for that purpose : to remind - crodzillas browser (regardless of the error it had in calculating wave from current phase - we are far, far from that version now and as far as I am aware there are no more errors in this one) used sine for basic waves while it turns out that cosine is a better choice) If you set the UseTopCyclesto 1 you can get to see i single sine or cosine wave which may, or may not coincide significantly with current "waves" in price (here is an example of a 2 single cosines - the most significant in the upper (period 84) and 5th (period 38) in this case, just as an example)

So the most dominant cycle Goertzel cycles calculation have found in signal is the upper, the 5th dominant is the lower and so on and so on. If you put all the cycles together you would get something like this (it would get even more complicated since on this one I used only 7 out of 16 cycles) :

(Amplitudes in this case are all made equal in order to make clear how exactly do they look) And from that data (since those are all elements of current signal) one would need to decide what is the current cycle. Obviously, the way it is in the upper picture is of no use to anybody (except to lovers of complicated pictures that are posted from time to time at mql forum

) Instead of showing it that way the 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. It is doing it to the left (past) in combining waves to reconstruct past, bat it can be done as easily to the right (future) by simply extending those waves to the future and doing the same combining there. And that is what this version is doing : simply extending the whole thing to the future. Compared to the regular one it adds one line more - the future composite wave value and uses one additional parameter for that : WindowSizeFuture- which is simply the size in bars you wish to extend it to the future. Here is a comparison of the two :

After seeing the end-point results makes me curios as of how accurate this method of predicting will be (since deviations of end-point version from current wave values are smaller than I was expecting : frankly I was expecting much bigger differences after seeing all the other end-point versions, so it is a bit of surprise that those differences are not much bigger) and how will Fourirer extrapolation compare to this method, so ... having what to look for - from the way it reconstructs past waves it seems that it is a sound method, but now we can see for ourselves if it is really so and does something else has to be done to make it even "sounder"

.

_____________________________

PS: as in any "future prediction tool" be careful with the portion of future you expect to be accurate. The firther it goes, the less is the probability that it will be accurate, but let us see if some "moderate" expectations can be fulfilled (so, I do not expect all the default 100 bars the indicator is drawing in the future to be correct - 99 would be enough too )

updated version posted here: https://www.mql5.com/en/forum/179807

Files:

goertzel_-_single.gif 35 kb

goertzel_-_raw_cycles.gif 33 kb

goertzel_-_future.gif 33 kb

goertzel_browser_3.mq4 15 kb

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Mladen Rakic 2014.07.08 00:38 #3317

;( And I was planing to sit back and enjoy this time. So much of being lazy

Here is a version that works (example bellow - changed the default color from blue to violet (just a matter of taste, no other reason )) Also attached a dll that is needed for Hodrick Prescott filter to work as it should (mql is attached at simbas post). Hodric Prescott filter is called from this indicator and this one needs it to work

Now going to sleep a bit. Market is closed (thanks god) and now all we have to do is wait for a new "non political" decision as to what is going to happen ... and pray ...

Mladen

Pip:
now am all confused (which happens often

). I compared Simba's code with version 5.1 code and there is no difference aside from Simba's modifications. Are you referring to different version 5.0 or 5.1? Are my eyes playing tricks on me? Thanks for the clarification in advance Mladen.

I reattached both versions that I am comparing (both downloaded from this thread).

Cheers,

updated version posted here: https://www.mql5.com/en/forum/179807

Files:

hodrick-prescott_filter.zip 31 kb

goertzel.gif 27 kb

goertzel_browser_5.1_cs_detrendampsmooth_1.mq4 20 kb

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William Snyder 2014.07.08 00:42 #3318

Compatible version of rsx on oma can be found here: https://www.mql5.com/en/forum/179662/page11

William Snyder 2014.07.08 00:45 #3319

Compatible version of LabTrend Histo can be found here: https://www.mql5.com/en/forum/178426/page17

William Snyder 2014.07.08 00:50 #3320

ngoanhoang3:
Hi Mladen, Can you make these indicator was made by you compatible to the new build. Thank you

DTosc Channel.mq4

Donchian channel.mq4

Goertzel browser 5.1_CS.mq4

Goertzel browser

5.1_CS_Detrend&Smooth.mq4

Hodrick Prescott Filter.mq4

https://c.mql5.com/forextsd/forum/76/rsx_on_oma.mq4

https://c.mql5.com/forextsd/forum/130/labtrend_histo.mq4

Ehlers Fisher transform histo.mq4

Goertzel browser 3.mq4

THis is for Mt5 can you make to Mt4 : Lnx CCI.mq5, eClock.mq5

The rest should already be compatible.The mt4 versions of Lnx CCI and eClock, can be found in a search in the elite section, the eClock if I am remembering correctly the nmc version is version # 2.

Requests & Ideas - page 332