Advanced Cycle Analysis - page 13

 
mladen:

EMA extrapolator posted here : https://www.mql5.com/en/forum/178842/page72


Also posted there are extrapolations of cycle extrapolators of rsi and cci

Pity that we can not have the same as mt5 : to be able to apply them to any other
 
Has anyone saved any of their tests that that wouldnt mind sharing?  Most importantly could some other traders here mention what inputs they are using.  Im going to be doing some testing and hopefully I can help some others if they are still not fully committed to these indicators.  I just wanted to hear some feedback for the time being.  Thanks all jkrick33
 
jkrick33:
Has anyone saved any of their tests that that wouldnt mind sharing?  Most importantly could some other traders here mention what inputs they are using.  Im going to be doing some testing and hopefully I can help some others if they are still not fully committed to these indicators.  I just wanted to hear some feedback for the time being.  Thanks all jkrick33
What tests are you referring to?
 

EMA extrapolator posted here : https://www.mql5.com/en/forum/178842/page72


Also posted there are extrapolations of cycle extrapolators of rsi and cci

 

It could be good to have some discussion about our findings using cycle analysis, and the indicators presented here.

For example, in my initial testing I concur with KumoBreak, that the Bartels significance test is producing weaker predictions (at least on timeframes <H1) than when it is turned off.  If I had a better understanding of its function and purpose I might be able to suggest better settings for it, but for now I find that the indicator with default settings, and bartels set to false, has a better than random ability to predict price action on M1. This in itself, is remarkable, although certainly not a reliable trading system.

 Demo account results available on request. 

Another crucial determiner of accuracy is the cycleLength.  Experimenting with different values for CycleLength, while maintaining Boxter's recommendation of a 5:1 ratio between PastWindowSize and CycleLength, produces dramatically different results.  Without a better understanding of how CycleLength is calculated and its relationship to the prediction I can only try to fit the values to observed results to try to attain a reasonable compromise. Would you expect a greater CycleLength value to produce more reliable results over a longer term than a smaller one -or is it dependent on the internal cycle of the observed security? I don't find the autocorrelation periodogram to be particularly useful for determining cycle durations, but maybe that's not its primary purpose.

It appears that FutureLineDisplace does not have any effect on the chart? What is its purpose?

 I will spend some time reading, and try to educate myself about the theories underlying the indicators, but it's a steep road, as I don't have the background. 

 
Did you try t use it as indicator for other indicator periods?
 
sebastianK:
Did you try t use it as indicator for other indicator periods?
Can you elaborate with an example, or pseudo-example? I'm not sure I understand the question.
 
ScarletPip:
Can you elaborate with an example, or pseudo-example? I'm not sure I understand the question.
Using dominant cycle as the period for calculating any other indicator value
 

I suspect this is someone repackaging and selling mladen creations, but just in case I wondered if anyone has seen something like this and is it available under another name?

edit: moderator - last attempt I promise. My intention is not to advertise anything.


Indicator-shot1

indi-shot2


These are from a site that offer a paid indicator based on Goertzel.  To me they look like they might be Hurst channels, but with the promise of using Goertzel instead of DFT?

 

Mladen, 

Is the goertzel_browser a MTF indicator , in the input section there is 

extern string TimeFrame         = "Current time frame"; 

I tried using D1 or 1440 but the platform froze 


Mladen Rakic:
It does, but i would like to remind you that Goertzel browser recalculates. I am not sure that alerts would help (I am almost sure tat they would not help on a recalculating indicator)

Dear Mladen,  

What would be interesting is to track the future prediction, maybe add the prediction lines in different colors to represent the up or down on the main chart thus allowing the track / progress /performance of the Goertzel browser to enable us to help in the development of this wonderful tool 

I know it recalculates but such step is necessary to help find the best combination of  bandwidth , candle start of the cycle and the number of cycles thus fixing Goertzel browser recalculation problem 


Reason: