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Josh  

doesnt work on backtest. any idea why?

question : does the indicator line repaint?

Ilya Antipin  
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.
Ilya Antipin  
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
Ilya Antipin  

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. 

[Удален]  

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.

Ilya Antipin  
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.
The indicator implements the main features of this package.
Ilya Antipin  
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.
Ilya Antipin  

Created a small script for testing the indicator:


I got the following trading result on 250 bars of EURUSD-H1:


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