Requests & Ideas - page 41

 

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mladen:
Simba Something like this (the upper ones of course) ? :):)

But I can not believe that crodzilla did not find it. It is only one line (just a part of line that needs to be changed) Line that goes like this :
z = phase * (180.0/pi)/360.0;[/php]
has to be changed to this
[php]z = phase * pi/2.0;
Anyway, check this one if it is what you had in mind

Mladen,

Crodzilla did not find it because it is way more complex than just changing that line of code,check the pic,comparison of G103 with Goertzel browser1,the 2 problems still persist,inversion and translation of the slope,even with same periodicity and phase,so,it is clear that browser1 is not the solution.

Regards

S

Files:
screen_4.gif  78 kb
 
Files:
screen2_1.gif  78 kb
screen3.gif  80 kb
screen4.gif  77 kb
screen5.gif  78 kb
 

:)

Saturday mornings. Good when the critical stuff is finished before

Anyway, if you took a look at the code you have noticed how simple the bloody solution was (the version 2, of course)

Here is the end-point version that uses cosine calculation and subtraction (the Use addition == false in the version 2 of the browser, in this end-point version I did not add it as parameters but they are used by default (to add some simplicity in this case in order to avoid to much confusion why this and not that. and so on ...) and to use it in comparison
Will make the version that shows all the data of the composite wave since it seems to be the most interesting thing we gained with the correct indicator - at last we can experiment with what Millard was talking) so by all mean I am going to work on it (at least you know for how long Millard is an interesting "theme" for me )

regards

Mladen

 
Files:
 
 

are there any other ideas we can try here?

 
mladen:
MrM

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.

The "unusual" parameter is ShowParametersAsComment: it is there to make comparisons with other indicators possible. As before if you enter any value > 0 in Lambda field, it will use that value and calculate Filter period from Lambda, otherwise it will use Filter period and calculate lambda from Filter period. If you set the ShowParametersAsComment to true, it is going to write those values out so you can use them in comparison to other indicators (since I guess that it is what you are having in mind - as a quick comparison, try half filter period regular Hull moving average, but I did not find anything similar to the "regular" value yet)

PS: this one needs the dll from a couple of posts ago in order to work as it should

regards

Mlden

Thanks man.

Too bad that end-pointing never seems to be a good solution..

 

More Wavelets - MODWT and volatility.

Alex

Files:
tvmra_konstanz.pdf  1342 kb
 

Feg

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

ps) you need fourier extrapolation dll in libraries folder and of course Goertzel browser 2 and 2.1 in indicators folder.

Reason: