Advanced Cycle Analysis - page 3

Hello Boxter,

I didn't use it in an EA, but used it for a trade simulator. I use the trade simulator to backtest indicators and manual strategies. I attached here the trade simulator. I only have its ex4 file. Put the ex4 file in expert folder of your mt4. Then in strategy tester mode, click visual; in Expert Advisor, select this simulator and then click start, and then attach GB to the offline chart you get. By moving the slide of visual mode you can adjust the pace at which the back test proceeds.

It doesn't generate any error codes. "Journal" shows the indi loaded successfully. However, expert log shows the attached error message. There are two of them: "custom indicator name must be a string", and "windowsizepast 1800>bars 101 change!".

pooh

This version will work with trade simulators too (and regular offline charts) goertzel_browser_5.602.mq4

At the start let it generate enough bars for calculations (it depends on the parameters) and it will appear when there is enough generated simulated bars. Then it will look something like this in the lhf trading simulator :

Hi Mladen, yes, it works. Thanks!

EMD Huang indicator

Hi all, I made a break in further optimizing the Goertzel Browser. I focussed more on Empirical Mode Decomposition which I consider as very important for preprocessing data for further frequency analysis. Attached you find an mql4/mql5 Huang EMD indi showing you either single IMFs or combined IMFs using the libs from MQL5 Introduction to EMD method and MQL5 Programming Basics: Arrays. . The indi is running well on the new MQL4 platform. It can be considered as a really interesting Bandpass filter. This indi can be used now for Goertzel, Hilbert Transform or MESA frequency analysis or simply for detrending or trend extraction.

You can select between showing single Intrinsic Mode Functions (Single IMF) or compound IMF functions (Bandpass IMF). Total analyzed IMFs are shown as comment in the chart window. Wenn selecting Bandpass IMF you can select the amount of high and low IMF functions which shall be neglected for filtering noise and/or trend.

The attached Class libraries must be placed in the include folder.

As described in the MQL5 Introduction to EMD methods, the implemented classes are mainly compliant with the original Huang algo using a cubic spline algo for IMF selection. There are meanwhile also other, sometimes improved alternatives available which I will highlight later.

thank you for this indy. I am using it for 5m. I know that i can use it for all timeframes but if you have chance please let me know best settings for 5m. Thank you

As far as settings are concerned, I would recommend only one thing different than the default parameters : I usually set the usage of Hodrick/Prescott filter to false.

The thing is that before calculating the values, data is already detrended - it is not exactly a linear regression that is used, but something similar, so adding HP filter for additional detrending is a bit too much as far as I am concerned.

________________________

As to the rest : use 4-5 top cycles for the composite value and that way you should get a value that is not too much, not too little filtered and which can be then useful for estimates that are fairly OK

Hello, i added mqh folders to the include folder , added mq4 to indicator folder but still does not work? Anyone can help me please?

tomitom06

It should work OK

Here is the ex4 file (just in case) that work OK on my terminal : emd_huang.ex4

Mladen; Thank you so much!!! It is around 58 kb, that means it should do very complex and good things. do you advice some article or any else that how should i read indicator?Best Regards

tomitom06

More information about it (what is it and how to use it) you can find at the first link that boxter provided at his post