Requests & Ideas - page 38
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
yuhu
I do not know what should "t" contain, but here is an example how to do it
double t = Close[0]; // or any value that t variable should contain
double result = MathLog((t+0.5)/(t-0.5))/pi; // in metatrader MathLog calclates natural logarithm (ln) so no conversion neededjust make sure that (t+0.5)/(t-0.5)is > 0 and it will be OK
regards
Mladen
Hi Guys
Can someone code a function that does this equation, please.
It seems simple enough, but have no idea when to start. I have tried looking at some examples from Mladen's code, however still no clue.
Thank you very much in advance.Hello Mladen
Thank you.
It is that simple.
but, why is it that everytime i look at your code, the functions consist of so many lines? especially with the variable work.
If you have sometime, can you show me the mathematical equation for your hilbert transform? I just wanna compare how you translate the equation into code.
of course if thats alright with you, and if you have some free time.
Thank you in advance!
Hi,
I've been looking into the denoising the time series some time and found that the most activities in forex forums was revolving around MA ( mostly jurik and hull) or frequency decomposition and filtering. I was wondering is there any movement towards Wavelet Transforms or specifically Daubechies denoising algorithm? It seems that there is no time lag in it but some tricks must be applied to compensate for distortion in very ends of the transformed signal.
Anyhow there is a MATLAB implementation of different wavelet algo. if one wants to take a look. Imo tis type of transform would be great to denoise the signal before implementing it into the RSI, stohastic or similar indicator.
MrM
Even though I like the FilterPeriods presentation better, there is no guarantee that even within the period bars values are going to stay stationary (here is one quote of HP filter :So, according to that and since lambda conversion to periods is an approximation of the bars, there is no guarantee that it will stay "as is" even out of filter period bars back. Will check this more thoroughly (frankly, I did not spend time enough with HP filter to know all of it) and if I find some different info, will get back to this theme_____________________________
Now I have one plea too
I found this site : The Wavelet Digest :: Index (even though their forum is spammed by Russian spammers misusing the fact that the forum admin obviously does not know Russian, it has some very useful info - like the Gallery->Tutorials page with links that leads to a wealth of very serious information on the theme)
My plea is if anyone knows something similar, please share the link here.
regards
Mladen
Wavelets- Here is a good intro.
http://users.rowan.edu/%7Epolikar/wavelets/wttutorial.html
You may find these two helpful: Spectral Analysis and Filtering with the Wavelet Transform
Wavelet
need alerts...!
Hello everybody,
Should be possible to add an alert (Pop up, sound, etc) when the macd cross his signal line?
Thanks a lots!
brax64
Mladen ,
Also check this one out: non-decimated haar wavelet transform, I read that it is very suitable for financial time series,Ninjatrader discussion http://blog.bigmiketrading.com/2010/02/wavelet-indicator-for-ninjatrader-7.html and algorithm does not change when the new data arrives Non-decimated wavelet transform
"3 line Break" in subchart
Mladen you could do "3 line Break" in subchart?
Thanks
contrary to popular opinion there are causal wavelets:
i.e. the Causal Mexican Hat Wavelet
Read Chapter 5 p44of "mathematical techniques in financial market trading"
The book is a bit dated, but then again you are talking wavelets
also: the a trous: http://www.unige.ch/fapse/mad/renaud/papers/PredictMultiscale.pdf