Recommendation.Use periods that are a power of 2: 1024, 2048, 4096, 8192, 16384, 32768, etc.In the new version of the indicator, the period dependence on this rule will be removed.Also new algorithms for calculating the wavelet will be added.
Improvements in version 2.0 (moderation) 1. Added new types-wavelet functions: Morlet, Paul, Dog. 2. Increased maximum possible length for calculating the wavelet 3. Information window
Hello! I started writing a new version of wavelet transforms - discrete wavelet transform (DWT). Use of DWT models has been found to improve the accuracy of predictive models. The implementation will include such wavelets as Haar and Daubechies wavelets.
This indicator is the translation of the R-code of the Biwavelets package of the same name from the R-CRAN repository. This package
can be used to perform univariate and bivariate (cross-wavelet, wavelet coherence, wavelet clustering) analyses. You
should have familiarized yourself with the capabilities of this package via the Internet.
Write specific questions related to the operation of
the indicator on my mail or in private messages.I will try to maximize the answer to them. In
extreme cases, partial compensation may be agreed upon.
doesnt work backtesting mode :)
thx
doesnt work on backtest. any idea why?
question : does the indicator line repaint?
1. Added new types-wavelet functions: Morlet, Paul, Dog.
2. Increased maximum possible length for calculating the wavelet
3. Information window
Hello! I started writing a new version of wavelet transforms - discrete wavelet transform (DWT). Use of DWT models has been found to improve the accuracy of predictive models. The implementation will include such wavelets as Haar and Daubechies wavelets.
Hi,
This is working fine BUT there are NO alerts,
1- Can you program alerts for custom fee?
2- Can we turn it into an EX for a fee?
Please let me know/
Thank you.
In extreme cases, partial compensation may be agreed upon.
Created a small script for testing the indicator:
I got the following trading result on 250 bars of EURUSD-H1: