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  #31 (permalink)  
Old 01-08-2007, 09:47 AM
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wananohoshi

Quote:
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
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

Last edited by SIMBA : 01-08-2007 at 10:04 AM.
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  #32 (permalink)  
Old 01-08-2007, 09:53 AM
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Ali-walji5

Quote:
Originally Posted by ali_walji5
interesting work simba...
have you mad a manual for the system, including everything from installing onto the platform into which currency to use with and how..or would you like someone to help with that?
Dear Ali,

Thanks for your kind offer.
At the moment I haven`t had neither the intention nor the time to do a manual as you suggest.
If ,in the near future I decide to do this kind of manual,I would be very glad to accept any help that has been offered to me,and,in that case I would inform you accordingly.

Thanks again and Regards
Simba
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  #33 (permalink)  
Old 01-08-2007, 10:05 AM
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Wink

Quote:
Originally Posted by mangman
Where do you get this Hurst book?
Send me a PM with your e mail.
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  #34 (permalink)  
Old 01-08-2007, 10:19 AM
wananohoshi wananohoshi is offline
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Thanks, Simba. I am going to check out the periods.

Best regards,
Wananohoshi
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  #35 (permalink)  
Old 01-08-2007, 11:26 AM
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Quote:
Originally Posted by SIMBA
Hi Barnix,

Thanks for your kind comment and for the link on Singular Spectrum Analysis..I will check during next week and test its appliability regarding currency pairs forecasting,will post here if interesting.If you can elaborate about your experiences with SSA,it could be very helpful for everybody.

Which .csv time series do you want me to generate with "my indicator values"?
The SimbaConMan values?
The Hurst smas "centered",so as to project them into their "meeting" point?
The closing price of GBPUSD daily(these are the values that you posted in your 3 examples)?

Please inform.

Thanks again and Regards.
Simba
Yes I need your SimbaConMan indicator values in *.csv file format.
With SSA I can make a forecast for this indicator.
In attachment can you see the GBPUSD D1 forecasting with SSA dll.
Regards.
Attached Images
File Type: gif ssa_gbpusd_h1_forecasting_2.gif (22.3 KB, 916 views)
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  #36 (permalink)  
Old 01-08-2007, 12:33 PM
cementman cementman is offline
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Simba you said that there is a downtrend on GBP since 15 Dec. but on my attached chart you'll see it's different is it because of the different broker and if so what broker you suggest..thanks in advance
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File Type: gif daily gbp.gif (49.6 KB, 830 views)
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  #37 (permalink)  
Old 01-08-2007, 01:35 PM
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Quote:
Originally Posted by cementman
Simba you said that there is a downtrend on GBP since 15 Dec. but on my attached chart you'll see it's different is it because of the different broker and if so what broker you suggest..thanks in advance
Something is wrong. your indicator´s reading is totally different from mine.

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  #38 (permalink)  
Old 01-08-2007, 01:35 PM
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Repeated: Problems with server

Last edited by Tragapips : 01-08-2007 at 09:41 PM.
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  #39 (permalink)  
Old 01-08-2007, 01:39 PM
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Repeated: Problems with server

Last edited by Tragapips : 01-08-2007 at 09:41 PM.
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  #40 (permalink)  
Old 01-08-2007, 10:20 PM
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Barnix

Quote:
Originally Posted by barnix
Yes I need your SimbaConMan indicator values in *.csv file format.
With SSA I can make a forecast for this indicator.
In attachment can you see the GBPUSD D1 forecasting with SSA dll.
Regards.

Hi Barnix,

I will try to post/send the .csv for SimbaConMan,give me a day or two,I don`t know,yet,if it is possible and how to do it .

I have downloaded the SSA demo and played with it..very interesting,I need a week or two to get the nuances,thanks for posting the link.I used 4136 daily closes and several different eigenvectors..the first of them has a weight of 99.6% ..from its look , it was a polynomial fitting,retried again with it,on exclusivity,creating some bands,and,according to the VISUAL results,we have slightly more than 93% probability that we have seen the top in GBPUSD,at least for a few months..we will see,prediction is good as long as you keep it in the back of your mind and you trade reality ..but it helps to have a sense of direction.

By the way,congratulations for the excellent filters that you are using,they ARE impressive.

Regards
Simba
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