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Thank you very much for your reply!! I'll create a SATL and a PCCI indicator and post them so that you can check if they are looking good. If I want to create the SATL and FATL indicators, I think I've to use the short periods for FATL and the long periods for SATL. Am I right? Is it ok for example to take P1=73 and D1=30 for SATL and P1=12 and D1=21 for SATL? And in this case, I should not divide the values by 2, like for a normal stochastic or RSI indicator? About the filters' sets, how do we combine the filters if I want to create a STLM - FTLM indicator for example? Regards, Daniel |
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..Regarding STLM2 and FTLM,I will explain once you can manage SATL and FATL..anyway,I have to tell you that STLM2 and FTLM are already very robust indicators (even more than SATL),and it is very difficult to find a pair and timeframe where it is worth the effort to build a customized STLM2/FTLM,anyway,we will do it if you want..as a next step,once you can handle SATL and FATL as second nature.Regards Simba
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Somos mortales hasta el primer beso..y la segunda copa de vino
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So, let’s try to build one of those digital filters.
First I export the 4h data of EURUSD and perform the spectrum analysis in DFM. According to the picture, I get the following peaks at about: 12, 19, 29, 41, 63 and 88. Now, I’ll try to generate some SATL and FATL indicators. For the SATL, which should be slower and on a longer period, I will filter the cycles of the peaks 41, 63 and 88, so I’ll use 88 P1 and 41 for D1 and leave A1 and passband ripple at they default values. After looking at the chart, I choose to filter using P1=63 and D1=40 as it gives me a curve with sharper turns easier to see. For FATL, I’m using P1=31 and D1=12 to make a nice filtered curve for the short cycles. For the PCCI indicator, I’ll try to keep longer cycles, as for SATL. After some tries and trying to get a cross of the zero line when there is a change in the trend, I choose P1=88 and D1=44 for the PCCI filter. That's it! :-) All the filters are in attachment for control :-) |
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Build
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Hi,now the most interesting part...please read my comments above and be so kind to post some charts where you put the different digital filters on the pair and timeframe that you selected for analysis..Nothing like seeing the results on an actual chart ![]()
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Somos mortales hasta el primer beso..y la segunda copa de vino
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Here is the chart with SATL, FATL and PCCI. I've tried with the values you gave me and it was ok for FATL and PCCI. I had no reason for taking 31 instead of 29 ![]() I've also noticed that depending on which value I'm using for D1, the curve can be offset compared to the price. Is it a bug in the DFM tool? I'm longing to know more about the other more complex indicators we can create. Last edited by dvarrin; 01-25-2008 at 11:06 PM. |
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D1
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Hi Daniel, As usual,my comments are located above...try to decide which of the SATLs and FATLs suits better your trading style,and then we will proceed to STLM2 and FTLM..but first,we will need to stop at RSTL and RFTL.To understand the concepts behind RFTL & RSTL it is important that you read my explanation about centered moving averages at the SimbaConMan thread,or,even better ,alternatively,read the J.M Hurst book.
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Somos mortales hasta el primer beso..y la segunda copa de vino
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for some reason i cannot get the data that i export out of metatrader (csv) to load in the spectral analyzer...i get an error....can someone walk me through that process?
thanks, cl edit- i figured it out nevermind Last edited by clahn04; 01-27-2008 at 02:19 AM. Reason: i figured it out :-) |
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I've read the whole SimbaConMan thread. I've seen the centered moving averages method. It looks really interesting. What is the relation between that method and RSTL and RFTL? |
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To solve the first problem problem,we can use a SATL and a SATL delayed by half its period(RSTL)and estimate the difference(that is what the STLM2 does,BTW),so we have a "conceptual Hurst " method in real time...and now the question..check the standard SATL and the standard RSTL..Is it delayed by half the period? ![]()
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Somos mortales hasta el primer beso..y la segunda copa de vino
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