Predicting the future with Fourier transforms - page 10

 
yurec:

I'm starting to like the FFT Future indicator! Working on shallow M5 fluctuations. So far 90% of the positions are PROFIT! The main thing is not to get complacent.

I use values: 9.0/400/430/0.04

- Although, it's not very readable - it's outside the chart.


jpy0408


If Fourier were alive, he would surely invite Lagrange and Laplace to drink to the success of his method of predicting the future...

At the same time he would have rubbed the noses of his most ardent competitors. And if Bonoparte found out about this method of predicting the future, then the whole history of the world

would change move....

 

Something about the topic getting stale...

m_keeper! Any results?

 
vaa20003:

It's getting kind of stale...

Holidays, though :)

Some people have earned the right to rest.

 

The thing is, there was a five-kilo smoked fat salmon from Krasnodar, and a beer on tap... I didn't have time for an indicator.


Here's the new version.

A lot has been added, a lot has been removed, and a lot is still unfinished.


In a nutshell, what's being drawn here:

Anything with a 1 or red index is plotted against two periods.

Everything with index 2 or green - drawn on one period

Everything that is indexed 0 or blue - created manually


Adding and removing of frequencies is performed by scripts with the corresponding indexes


To avoid an indicator hangs up the terminal, a minimal refresh interval can be set

All charts are forced to be updated by the corresponding script


Manual setting of frequency:

Line height - amplitude

Line position - period

Tick - phase - bottom -pi/2, top - 3*pi/2


NormalizeMethod

0 - smoothed by moving average

NormalizeParametr - window length

1 - equi-bars

NormalizeParametr - volume stereotype:0-nothing;1-equi volume


NormalizeMethod=0,NormalizeParametr=0 and NormalizeMethod=1,NormalizeParametr=0 are the same


Period_count is a relic of an old version


the old viewer does not work with this version and I haven't written a new one yet

the autodetection has not worked yet either


i will tell you the theory tomorrow or the day after tomorrow.


i have not tested the indicator yet, so there are probably bugs

 
Smoked fat salmon and beer .... A weighty argument! :) I can't argue with that.
 

here is a picture

on the bottom graph are the periodograms, green are the ones for one period and red are the ones for two periods.

Here's what I think about it. If the frequency is gaining strength, the green graph is above average.

If the frequency is fading, the red is higher, if the phase of the wave has changed, there could be many things

Files:
v3_beta2_1.rar  67 kb
 

and here is the same picture, but based on regular bars instead of equi-bars


the only significant difference is in the rather high frequencies

 


Where can I get an indicator like the one in the picture?

 
Yoda_2:

Where can I get an indicator like the one in the picture?

Actually, it's not the indicator but the script that's shown on the chart. I use it for research purposes. If you don't know the basics of Fourier transform it will be rather difficult to set it up properly and use in practical trading. But if you really want to play around write to ANG3110 dog latchess dot com.

I used to let some people try it - they took it and then berated me when they failed. It's valuable to those who are good at it.

 

To all : Should we use the indicator on pairs with as little news as possible, which will throw off the analysis? You can't predict them.

ANG3110: Judging by the picture it's a very good script:) I think I want to play. Knock on the chat when you have some free time? 178971187