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100% of winners is OK
I like the approach of noxa guys. From what I understand they have a singular spectrum analisys + neural network to fill the missing data from the last unchanging bar of SSA to the current bar, so that it does not repaint.
I think it is a sound approach, I would like to peek into it one of these days .
That said, I can see that CSSA-cycles is close to the real signal, but I could get it also with an FFT + frequency domain filtration + IFFT (see pictures), if I knew I had two dominant cycles plus noise (there are other issues with FFT, look at Meyer's EPFFT, but I just want to point out that its always easy do to the right thing... after you know)
I will take a look at the chirp signal you posted, too.
Anyway, the idea was to pick P1 and D1 automatically (you can already do it with the MESA_cutoff_frequency indicator I posted) and use the ACTF methodology to make effective trend trading.
In that, I believe clahn can help (be patient clahn, I will post the indicators asap ) because he knows ACTF better than me.
The trading philosohy of CSSA (and, indipendently, Neuroshell), though, is very different from that of ACTF. I would like to get deeper into it, later.
Hi,
Regarding CSSA NOXA performance. Results discussed on TRAD2WIN were always out of sample. But even when it hit 100% on GOLD5 out of sample it's simple illusions. See this what's happen with performance after noise level change
It collapsed !!! 443 crazy trades. Simple because 'curve fitter' lost the fit.
Regarding your automating method. That's interesting how you will sort it out because simple choosing tops and bottoms in the spectrum is not enough and to make combined dominant cycle will be very difficult.
The solution can be to have kind of filter banks or kind of running all the time optimizer which will choose those subcycles or maybe retraining NN indicators. I just wonder what will be the results of EA money wise.
Here you have some detrending methods, without test with EA difficult to say which one is the best.
I was trying to create some cycle indicators using DFM, but sometime the cycles are completely wrong and I'm changing the parameters P1, D1, P2 and D2 only a few.
For example, if I use P1=90, D1=73, P2=100 and D2=138 (peak at 95 for EURUSD 4H) I'm getting very different results than if I'm using P1=87, D1=73, P2=102 and D2=138.
I'm only changing a bit P1 and P2, but the result is not the same at all.
About CSSA, what is it exactly? Is there some indicator or tool for MQ4?
I've downloaded the SSA.mq4 and SSA_normalize.mq4, but it does not work.
Hi all,
here is the R-FATL-SATL-Adaptive indicator I have promised to clahn ;-)
I packaged the complete indicator+needed libraries , although the most part was already published.
If you install the indicators and the libraries, you only need to drop R-FATL-SATL-Adaptive.mq4 on the chart and start playing with it.
The default settings are:
degree: 150 - order of autocorrelation length: 200 - length of analyzed data series max_period: 140 - max cutoff period for satl min_period: 20 - min cutoff period for fatl satl_min_period: 60 - min cutoff period for satl initial_time:'1970.01.01 00:00' - start plotting from date ... filterPersistenceBars:100 - adapt every 100 bars backwardBars:0 - start plotting from bar 0 rectify:false - do not join curves
Please note that you have to set either 'initial_time' or 'backwardBars' to get the indicator draw something (in the past) otherwise it will start drawing from current bar
I was trying to create some cycle indicators using DFM, but sometime the cycles are completely wrong and I'm changing the parameters P1, D1, P2 and D2 only a few.
For example, if I use P1=90, D1=73, P2=100 and D2=138 (peak at 95 for EURUSD 4H) I'm getting very different results than if I'm using P1=87, D1=73, P2=102 and D2=138.
I'm only changing a bit P1 and P2, but the result is not the same at all.
About CSSA, what is it exactly? Is there some indicator or tool for MQ4?
I've downloaded the SSA.mq4 and SSA_normalize.mq4, but it does not work.
CSSA it is casual version of SSA, It's hybrid product - recurreent Neural Nets+SSA plus a few other things, internal data type is variance. It works for Neuroshell and Metastock not MT4
Looks interesting. I'm always interested in "Adaptive" ways of trading.
Thanks,
cl
Quote:
Originally Posted by richcap
Hi all,
here is the R-FATL-SATL-Adaptive indicator I have promised to clahn ;-)
I packaged the complete indicator+needed libraries , although the most part was already published.
If you install the indicators and the libraries, you only need to drop R-FATL-SATL-Adaptive.mq4 on the chart and start playing with it.
The default settings are:
degree: 150 - order of autocorrelation length: 200 - length of analyzed data series max_period: 140 - max cutoff period for satl min_period: 20 - min cutoff period for fatl satl_min_period: 60 - min cutoff period for satl initial_time:'1970.01.01 00:00' - start plotting from date ... filterPersistenceBars:100 - adapt every 100 bars backwardBars:0 - start plotting from bar 0 rectify:false - do not join curves
Please note that you have to set either 'initial_time' or 'backwardBars' to get the indicator draw something (in the past) otherwise it will start drawing from current bar
Hi all,
here is the R-FATL-SATL-Adaptive indicator I have promised to clahn ;-)
I packaged the complete indicator+needed libraries , although the most part was already published.
If you install the indicators and the libraries, you only need to drop R-FATL-SATL-Adaptive.mq4 on the chart and start playing with it.
The default settings are:
degree: 150 - order of autocorrelation length: 200 - length of analyzed data series max_period: 140 - max cutoff period for satl min_period: 20 - min cutoff period for fatl satl_min_period: 60 - min cutoff period for satl initial_time:'1970.01.01 00:00' - start plotting from date ... filterPersistenceBars:100 - adapt every 100 bars backwardBars:0 - start plotting from bar 0 rectify:false - do not join curves
Please note that you have to set either 'initial_time' or 'backwardBars' to get the indicator draw something (in the past) otherwise it will start drawing from current bar
Thanks for sharing, richcap. Will have a go @ it one of these days. Still doing job training then got an 8 day stretch til my next day off......
__________________ "A successful speculator bases no moves on what supposedly will happen but reacts instead to what does happen."
Hello everybody.
Excuse me for my poor English.
First of all , lets somebody tell me which program is best for Spectral Analysis?
I make it with free program"Digital Filters Methods" ,
then , i try pay program "Spectral Analyzer" see pictures bellow.
How you see analisys is different and i dont know who is right?
Please see differrents on 2 pictures make it with "Spectral Analyzer" , i only change correlation matrix button (mark with black pen) , and view how is different anallysis.
So , lets people with more experience let me know how to make spectral analisys and which program is best.
And seccond , when we see spectral analysys , how we have to make "perfect cycle indicator" with free program"Digital Filters Methods", How to understand who is large cycle?
Who is best settings to P1 , D1 , P2 , D2?
I try to make this indicator with Simba method on post 253.
I put for P1-74 , P2-76 (to isolate Peak 75) and D1-57 , D2-96(bottoms) , so a get some indicator , when i change D1 and D2 , with little differents nummbers D1-56 , and D2-97 , i make absolutelly different indicator , so i thing this is not right method to make "perfect cycle indicator"
Thank you for help.
Last edited by marketmaker1974; 03-12-2009 at 09:54 AM.
CSSA it is casual version of SSA, It's hybrid product - recurreent Neural Nets+SSA plus a few other things, internal data type is variance. It works for Neuroshell and Metastock not MT4
Krzysztof
Thank you fajst_k. I've another question too. I've been trying the Goerzel indicator, But how do we use it? I thought Maxper is to define the maximum period we want to find, but if I use 200 and then 300, the curve is 2 and 200 is completely different. So which value should we use for MaxPer?
Simba? Are you still around? When I create a cycle indicator, I've noticed that sometime it is moving according to the price and sometime it is moving in the opposite direction. What happens exactly? Is there a way to determine if it will move with the price or not?
I believe you talk about Goertzel V1 written by Jojolapin.
3*Maxper is a size of the backward observation window. Goertzel is a kind of Fourier transform and it uses also backward windows with different shape like Hamming or Hann to avoid spectral leakage. In case of this indicator flattening
is used. So by changing this value you are changing window and it finds different curves. Additionally implementation is not complete there.
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Linear Mode
