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  #101 (permalink)  
Old 08-24-2007, 10:26 AM
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Composite

Quote:
Originally Posted by barnix View Post
You can see on Fequency spectrum analysis chart.
For high period domain the gap is +/-2
And for low period domain the gap is +/-1
Hi barnix,

Have you thought about doing a composite of the sinewaves?..of course if we just add all we will obtain something similar to price and not useful for trading..what I suggest is doing 2 composites(your last digfilters picture)

1-Composite1:ADD sinewaves of 3/4 Higher period 100,60,46(add fft of 98/102,58/62,45/47)

2-Composite2:ADD sinewaves of 3 "intermediate periods" with higher amplitude 37,27,14..the rest we consider noise for trading effects

These 2 cyclic composites will be helpful for prediction...I would use them separately to know where the long and intermediate cycles are..or we can use jointly by just adding the 2....
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  #102 (permalink)  
Old 08-24-2007, 12:33 PM
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Try the normalized version (signal is normalized for 0,1)
with following settings:
1.signal:
Fmin1=7;
Fmax1=9;
Fmin2=0;Fmax2=0;Fmin3=0;Fmax3=0;Fmin4=0;Fmax4=0;Fm in5=0;Fmax5=0;
Fmin6=0;Fmax6=0;Fmin7=0;Fmax7=0;Fmin8=0;Fmax8=0;Fm in9=0;Fmax9=0;
2.signal:
Fmin1=0;
Fmax1=0;
Fmin2=13;
Fmax2=15;
Fmin3=0;Fmax3=0;Fmin4=0;Fmax4=0;Fmin5=0;Fmax5=0;
Fmin6=0;Fmax6=0;Fmin7=0;Fmax7=0;Fmin8=0;Fmax8=0;Fm in9=0;Fmax9=0;
3.signal:
Fmin1=9;
Fmax1=15;
Fmin2=0;Fmax2=0;Fmin3=0;Fmax3=0;Fmin4=0;Fmax4=0;Fm in5=0;Fmax5=0;
Fmin6=0;Fmax6=0;Fmin7=0;Fmax7=0;Fmin8=0;Fmax8=0;Fm in9=0;Fmax9=0;
Attached Images
File Type: gif df_13.gif (22.3 KB, 850 views)
Attached Files
File Type: mq4 #_i_FFT_separate3_EURUSD_4h.mq4 (5.3 KB, 88 views)
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  #103 (permalink)  
Old 08-24-2007, 02:04 PM
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Quote:
Originally Posted by barnix View Post
You can see on Fequency spectrum analysis chart.
For high period domain the gap is +/-2
And for low period domain the gap is +/-1
Thanks a lot barnix. It helps so much

One more question, whats the recommended data length for doing the spectrum analysis? For example, in your 4H EURUSD spectrum analysis, from what year to what year do you use? How long is the best?
Thanks.


Cheers,

Last edited by wibitiens; 08-24-2007 at 02:13 PM.
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  #104 (permalink)  
Old 08-24-2007, 08:08 PM
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Normalized

Quote:
Originally Posted by barnix View Post
Try the normalized version (signal is normalized for 0,1)
with following settings:
1.signal:
Fmin1=7;
Fmax1=9;
Fmin2=0;Fmax2=0;Fmin3=0;Fmax3=0;Fmin4=0;Fmax4=0;Fm in5=0;Fmax5=0;
Fmin6=0;Fmax6=0;Fmin7=0;Fmax7=0;Fmin8=0;Fmax8=0;Fm in9=0;Fmax9=0;
2.signal:
Fmin1=0;
Fmax1=0;
Fmin2=13;
Fmax2=15;
Fmin3=0;Fmax3=0;Fmin4=0;Fmax4=0;Fmin5=0;Fmax5=0;
Fmin6=0;Fmax6=0;Fmin7=0;Fmax7=0;Fmin8=0;Fmax8=0;Fm in9=0;Fmax9=0;
3.signal:
Fmin1=9;
Fmax1=15;
Fmin2=0;Fmax2=0;Fmin3=0;Fmax3=0;Fmin4=0;Fmax4=0;Fm in5=0;Fmax5=0;
Fmin6=0;Fmax6=0;Fmin7=0;Fmax7=0;Fmin8=0;Fmax8=0;Fm in9=0;Fmax9=0;
Thanks barnix,

That is exactly what I wanted,a normalized version with the capabilities to add as many cycles I want,up to 9..

I presume you might have already explained it in another thread,have looked for the explanation but haven`t found it..I have only one very simple question..

The first parameter N=7 what does it stands for? I have observed that by changing it to 9 ,cycles shape change,so,I presume it is related to fmin,fmax somehow..

Sorry to bother you with something you probably have already replied to,but I couldn`t find the answer..

Thanks again for your exceptional indicators
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  #105 (permalink)  
Old 08-24-2007, 08:54 PM
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Threshold noise filter
Dennis Meyers Publications
Attached Images
File Type: jpg df_11.JPG (18.6 KB, 814 views)
Attached Files
File Type: pdf n-dfft.pdf (20.0 KB, 85 views)
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  #106 (permalink)  
Old 08-24-2007, 09:12 PM
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Threshold noise filter
Attached Images
File Type: gif df_14.gif (20.1 KB, 994 views)
Attached Files
File Type: mq4 #_i_FFT_separate4_TNF.mq4 (5.4 KB, 112 views)
File Type: mq4 #_i_FFT_spectrum2_Close.mq4 (3.1 KB, 117 views)

Last edited by barnix; 08-24-2007 at 09:16 PM.
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  #107 (permalink)  
Old 08-25-2007, 05:39 PM
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Thanks

Quote:
Originally Posted by barnix View Post
Threshold noise filter
Thanks barnix for your previous explanation of noise filtering,and for the indicators you are including

Keep posting,every post from you is a potential goldmine...if you don`t mind me to say,your indicators,and a thorough knowledge of cycle theory,allow us to customize trading tools for each pair and tf,you deserve an applause

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  #108 (permalink)  
Old 08-30-2007, 05:12 PM
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Excellent reading Barnix. Thanks for your interesting indies and thought provoking concept/model.

: ) Thom
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  #109 (permalink)  
Old 09-08-2007, 11:49 PM
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Does #_i_FFT_separate_Close2_W_D_diff.mq4 repaint?

Thanks
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  #110 (permalink)  
Old 09-19-2007, 10:50 PM
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Quote:
Originally Posted by barnix View Post
You can see on Fequency spectrum analysis chart.
For high period domain the gap is +/-2
And for low period domain the gap is +/-1

I would really appreciate if someone explains when to and how to use the frequency spectrum analysis?I have done some search it seems mainly used in electronic engineering.İt looks as a very useful tool, but I just dont understand it very well.Any material also appreciated.Thanks in advance.
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