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The code of this indicator comes from MQL Service (see link in my signature). I've written it more than two years ago. Would love to see some strategies based on it.
__________________ Lot of pips in black.
Searching for professional MetaTrader programming service? Try http://www.mqlservice.net
The code of this indicator comes from MQL Service (see link in my signature). I've written it more than two years ago. Would love to see some strategies based on it.
Quote:
Originally Posted by michal
The code of this indicator comes from MQL Service (see link in my signature). I've written it more than two years ago. Would love to see some strategies based on it.
Hi Michal, actually i did extensive research on polyphonic waves inside & outside the market, i usually find cycles by hand, i mean i developed indi to find cycles according to time (no price is involved..)...., the FFT indi is nice add to my research/collection, so thank you.
to get more precise readings from the market you need to find the SPEED! ! !
Also, it would be cool to have option to see the cycles more into history (if you can add it to the indi it would be cool...)
I have many more "ideas" to add to this indi like alert's on the combinations of the waves(formations) and more...so if you like to keep this project running i would love to help.
Michal,
That is a great piece of work. How do we get a 1 bar forecast? From what I read of Brian Millards' work, he will use the one bar forecast then run the FFT again which includes the forecast. And he will continue to do that for as many bars as desired into the future.
I've also seen elsewhere that you can do a walk forward analysis as I desribed to validate the cycles of current and come up with a probability of fit for the future cycles.
I wish I was as good a programmer as my mind imagines what I would like to accomplish with FFT. Wavelet technology fascinates me. Waves are an integral part of the universe, which of course includes the markets.
I guess I don't quite know how to use all of the functions for the FFTW package. The math definitely confounds me. I am a programmer, but custom databases are my specialty, not math based programs. I do like to program EA's and indicators. I'm sure I will continue to analyze and come up with a trading strategy using FFT for a long time to come.
I've also seen elsewhere that you can do a walk forward analysis as I desribed to validate the cycles of current and come up with a probability of fit for the future cycles.
Well, there is nothing really to know about it, you just wait for the waves to be in your direction, since sine waves oscillate in fixed scale between 3 point's, the polyphonic waves is the harmony of the market so when you ride polyphonic waves you just wait for the waves to be in your direction, you wait for your wave like everybody else waiting for his wave (signal,trigger..), and if you really tracking cycles for few month's you already know the movement of the waves, and i mean the waves formations, but yes, i agree that news sometimes mass up the waves, changing the length, invert the phase and such....but thats normal for a moving market.
I like to trade(scalp) the market with cycles and with the "Rainbow" concept on a 5min charts, the "Rainbow" is acting like a spectrogram analyzer, the ma compression is the dynamic S\R levels that the market produce from moving in the dimensions....those days i'm working on finding the speed of the market which will give me a much more clear readings.
Quote:
Originally Posted by crodzilla
Wavelet technology fascinates me. Waves are an integral part of the universe, which of course includes the markets.
Not only you , and i agree, not only that waves are integral part of the universe, if you know how to read those waves and i mean: waves behavior in space & time, reflections and much more.......you'll be OK
Ride those Waves inside the harmony!
Good luck
-m-
__________________
Creativity is all you need, Its part of the BALANCE
The windows dll file is from a different site. It is a freeware FFT library which I'm using for the indicator. Please go to my site to the download section and find there the reference for this library. I've didn't include this dll in the zip as it was too large for my web provider
__________________ Lot of pips in black.
Searching for professional MetaTrader programming service? Try http://www.mqlservice.net
Michal,
That is a great piece of work. How do we get a 1 bar forecast?
This is quite simple. As FFT assumes that signals are periodic, all values repeat with period N. Therefore the next sample would be equal to the sample N samples before (the last one). Second would be the next after last, etc.
There is an input 'shift' which in fact moves the window back and the latest bars are 'predicted'. This means, when you put shift to 10 then the newest 10 bars are not taken for the FFT but resulting from a shifted back FFT window. This way you can see how phases of waves change with new bars. It is good to observe some waves with different shifts to get an idea.
__________________ Lot of pips in black.
Searching for professional MetaTrader programming service? Try http://www.mqlservice.net
The windows dll file is from a different site. It is a freeware FFT library which I'm using for the indicator. Please go to my site to the download section and find there the reference for this library. I've didn't include this dll in the zip as it was too large for my web provider
This is quite simple. As FFT assumes that signals are periodic, all values repeat with period N. Therefore the next sample would be equal to the sample N samples before (the last one). Second would be the next after last, etc.
There is an input 'shift' which in fact moves the window back and the latest bars are 'predicted'. This means, when you put shift to 10 then the newest 10 bars are not taken for the FFT but resulting from a shifted back FFT window. This way you can see how phases of waves change with new bars. It is good to observe some waves with different shifts to get an idea.
Michal,
Ahh, thanks! There is another piece of the puzzle...
I'll be working on some ideas for building on to the FFT indicator. Thanks for the encouragement and lets see what other interesting things we can learn.
Speaking of interesting things... I thought the EURUSD 1H (and others) were a little wacky Friday. They were pointing exponentially up. Look at the jump on the chart over the weekend... that's spooky, the cycles predicted it.
, and i agree, not only that waves are integral part of the universe, if you know how to read those waves and i mean: waves behavior in space & time, reflections and much more.......you'll be OK 
Linear Mode
