I do not know what should "t" contain, but here is an example how to do it
double t = Close; // or any value that t variable should contain
just make sure that (t+0.5)/(t-0.5)is > 0 and it will be OK
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.
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!
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.
This should do it
It is the end-point hma variation of Hodrick-Prescott filter. As in the previous ("pure" Hodrick-Prescott filter) end-point version, it is drawing 2 values : end-point value (violet line) and the "regular" value (dotted line) so one can compare the 2.
PS: this one needs the dll from a couple of posts ago in order to work as it should
Too bad that end-pointing never seems to be a good solution..
Analysis is purely historical and static (closed domain). The filter has misleading predictive outcome when used dynamically since the algorithm changes (during iteration for minimization) the past state (unlike a moving average) of the time series to adjust for the current state regardless of the size of lambda used.
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.
Wavelets- Here is a good intro.
You may find these two helpful: Spectral Analysis and Filtering with the Wavelet Transform
Should be possible to add an alert (Pop up, sound, etc) when the macd cross his signal line?
Thanks a lots!
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?