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Originally Posted by wananohoshi
Hi, Simba,
Thank you for your quick reply. I tried to use the spectral analysis tool, built in the Digital Filter calculator, as you kindly suggested in your previous post. The problem is with the results I got from the calculations - they differ slightly from the periods that you have determined, and so I've reached the conclusion that I am doing a mistake somewhere..
The problem is that I get approx. 85 instead of 103, and cannot see any periods higher than 150 in the result box of the spectral analysis tool, which is probably due to wrong settings.. My question is about the amount of data that one should feed to the analysis tool in order to determine the most accurate and up-to-date periods, as I suppose that they vary in time. Any help? Thanks in advance!
Regards,
Wananohoshi
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Hi wananohoshi,
The periods you should obtain,by playing with the digfiltergenerator should be,in THIS order :FOR DAY TF:45,35,98,27,63(disregarding a very short term spurious peak).odd numbers are better for centering so you transform 98 to either 97 or 99 and delay acordingly for centering(97del48 or 99del49).
FOR 60M TF:22,5,13,27,9,29,61..Iwould use the daily on all TFs ,for reasons explained in previous posts..but,if you want to use the 1h,or tweak the periods of some indicator for 1htf I would choose 5del2,9del4,13del6,27del13 forcentered smas or 3,5,7,14 for indicator timing
So,you can use (27del13 or 35del17),45del22,(63del31 or 97del48) as your 3 basic centered smas.
I used different periods because I have additional cyclical software that helps me in adding periods,and,specially in seeing the Bartels of thecycles that I want to use..but in practice ,the difference is irrelevant.use the periods that your digfiltergenerator shows as peaks..and take care to use approx 2000 periods for finding the cycles.
FOR DAY TF:
The 45 cycle is very constant between eur,gbp,chf vs usd pairs
the Jpy has a 46/51/55 cycle depending vs what pair eur,usd,aud you compare it
ALL MAJORS AND MAJOR CROSSES have a very constant cycle in the 96 to 105 range..and another very constant cycle in the 198/215 range
CONCLUSION:You can use 47del23,99del49,199del99 as a basic and consistent analysis tool for all majors and major crosses ,across all timeframes and you will obtain fairly robust results.
Regards
Simba