Advanced Cycle Analysis - page 10

 
Nikki69:
sorry, what here indicator?
https://www.forex-tsd.com/forum/debates-discussions/3409-all-john-ehlers-indicators/page53#comment_1813121
 
KumoBreake:
https://www.forex-tsd.com/forum/debates-discussions/3409-all-john-ehlers-indicators/page53#comment_1813121
Nice. Thanks :)
 
KumoBreake:


what u see ? 2 moves right ? an upward move from aroun 160 or 200 bar ago (h1) and bearish move from 60 hour ago . now look at the goertzel browser of h1 & h4 !

h4 is showing 50(or 200h1) indicating the bullish move and h1 is showing 20&40(harmonic much?) for bearish one . u didnt need goertzel fo that did u ?

It seems to be good for dominant cycles searching
 
KumoBreake:

here's the example on usdjpy and cycles based on H4(green) ,h1(blue) ,m30(yellow) & i used those cycles for linear regression(static) & supersmoother(dynamic). it's obvious that h4 cycle is trying to say that market is moving sideway (look at 141 m30 period by goertzel & autocorrelation of h4)

Hmm, the problem with Görtzel is that it regards all the interferences as well. You have a quiet clear picture hear but often it is a mess.

Why you use linear regression? With all the knowledge you have, you take a crutch after all.

 

mladen, can you code in Görtzel a forward-backward-smoothing? When we use a MA we have a given phase shift (like every filter must have) and with doing the same backward the shift will be zero. EMA or TEMA will do, with that result we should get a much better picture with Görtzel. In Matlab it is the function filtfilt as shown in picture from their documentation.


 
krelian99:

Hmm, the problem with Görtzel is that it regards all the interferences as well. You have a quiet clear picture hear but often it is a mess.

Why you use linear regression? With all the knowledge you have, you take a crutch after all.

all channels look the same to me and as i said before if u set liner regression with the dominant cycle (for the lookback period) results will be pretty good .i don't look at goertzel for finding tops and bottoms as i dont think that s a good idea but cycle periods on the right can be really useful for analysis . it was a clear signal for sure @usdcad !!i don't recall seeing something like this before but funny thing is if it's not clear (by that i mean presence of just one or two strong cycle) then market probably is a messy & hard to make profit!!

 
This is true. I'm not sure anymore whether I read it in one of seeker pdfs that USDCAD has best and clearest cycles. USD pairs in gerneral tend to cycles. The cycles look different for every pair and some pairs have a real mess, e.g GBP. There you can't use them at all. But they have other better working PA mechanics and the task is to find these.
 
krelian99:
This is true. I'm not sure anymore whether I read it in one of seeker pdfs that USDCAD has best and clearest cycles. USD pairs in gerneral tend to cycles. The cycles look different for every pair and some pairs have a real mess, e.g GBP. There you can't use them at all. But they have other better working PA mechanics and the task is to find these.
search for intraday currency market cycles & u will find there are some simple concepts like , currencies depreciate in their trading hours & appreciate in different sessions or pairs of neighboring countries (audnzd/usdcad/eurgbp) have clear cycles than synthetic pairs . there is paper by abdolla kablan & joseph falzon about trading gold & silver m5 time frame using hilbert transform (it would be nice if they share their complete code and strategy in mt4 !!).
 

Hi KumoBreake,

I've tried to understand your operative process but without a lot of success.

Could you please post another example and the sequential steps that could lead to open a buy or a sell order ?


Thanks in advance,


Andrea

 
krelian99:

mladen, can you code in Görtzel a forward-backward-smoothing? When we use a MA we have a given phase shift (like every filter must have) and with doing the same backward the shift will be zero. EMA or TEMA will do, with that result we should get a much better picture with Görtzel. In Matlab it is the function filtfilt as shown in picture from their documentation.


It already has that (when you use the "DetrendSmoothData" option, then you are using Hodrick/Prescott filter for that)
Reason: