Trading Strategies Based On Digital Filters - page 45
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They were simple indicators used to show the changes in Centered MA's (Snakes). This method is taken straight from JM Hurst's books (well, the idea is anyways....Hurst uses displaced MA's). As a stand alone, Snakes are very hard to use. They require you to know the dominant cycle. IF you do, then you can calculate the half cycles very easily. This is true with many indicators. Many people use CCI 50 or 100 crossing the zero line as an example because it passes the "looks" test. For me, the "looks" test isn't that imortant as the "why" test. You can simply set the CCI to the half cycle of the dominant cycle for a given security/currency and it will tell you much much more than an arbitrary setting (this is just an example...i do not use CCI in my trading).
All of my methods are based on two things: Cycles and Noise(how to reduce it). Once you have a stable base to deal with both of these the fleshing out of a system becomes much more attainable.
ATCF took this approach. I spent many many hours studying the method. Their "stable base" is the interplay of SATL/STLM. These 2 indicators are used to give the current "state" of the market. FTLM, RBCI, PCCI, FATL, etc, are all used to model the intricate swings that longer term cycles miss. RBCI/PCCI are used as volatility measures for exits.
Best,
clSo those Slope indicators are lagging? How do you build them? I've read Hurst book about displaced moving averages, but I don't understand how you build the slope indicators based on those displaced ma.
Best regards,
So those Slope indicators are lagging? How do you build them? I've read Hurst book about displaced moving averages, but I don't understand how you build the slope indicators based on those displaced ma. Best regards,
There is no reason to "build" anything. I believe they are still on that thread for download. I don't believe I have them anymore on my current MT4 platform. I think they were just the difference between the 2 Centered MA's. So, as they change, and readjust themselves, the difference between the two changes. But again, I wouldn't advise using them soley for your trading signals. It's just an easy way to interpret what the Centered MA's are doing.
cl
RBCI is a bandpass filter. It's equation is FATL(k) - SATL(k). This is very different than the cycles you see there. The cycles in the posts are bandpass filters, but they are made from the DFG software.
The posts around there clearly show 2 different ways of calculating the cycles. I would highly reccomend rereading them. To summarize, after finding the dominant peaks with the spectrum analyzer, you can create the cycles in a couple of different ways.
1. Create a cycle in which you isolate a dominant peak (i.e., since we are using bandpass filters, you would want to "pass" that peak and filter all the rest.
2. Isolate several dominant peaks and create a more robust cycle. This version will not have a "sinewave" look to it.
Read around post #253. ;-)
clWhich method is best for what? I was trying to apply method 2 on EURUSD 4h, but it looks like when the cycle curve is going up the price is actually going down. I've use 45 and 60 for P1 and P2 and 24 and 89 for D1 and D2.
There is no reason to "build" anything. I believe they are still on that thread for download. I don't believe I have them anymore on my current MT4 platform. I think they were just the difference between the 2 Centered MA's. So, as they change, and readjust themselves, the difference between the two changes. But again, I wouldn't advise using them soley for your trading signals. It's just an easy way to interpret what the Centered MA's are doing. cl
Ok :-)) I understand better ;-) Sorry to send you all those questions. That's really nice of you to help me to understand :-)))
Which method is best for what? I was trying to apply method 2 on EURUSD 4h, but it looks like when the cycle curve is going up the price is actually going down. I've use 45 and 60 for P1 and P2 and 24 and 89 for D1 and D2.
That's the $1M question ;-).
There is never going to be a "best" method. Cycles are adaptive and fractal. Dominant cycles come and go. My advice is to read this thread in depth, along with the Simba Con Man thread. There are various methods/ideas in both that deal with cycles and HOW to trade them. It's going to come down to you and your comfort level though. Edges are created from hard work. Just because one cycle you have made doesn't look right doesn't mean it won't work right.
Feel free to post screenshots of your Spectrum Analysis and such. I can comment better from that.
Best,
cl
IMHO, you have used the keyword. Adaptive :-)
Very nice code. You should be able to attach the .mq4 or .ex4 with no problem. I'm not quite sure why you are having difficulties. In any event, nice work.
Best,
clI don't know, seems like I have very limited privileges. I cannot even edit my posts.
How can I contact the administrator?
I don't know, seems like I have very limited privileges. I cannot even edit my posts. How can I contact the administrator?
I believe new digital and linuxuser are admins. Perhaps try sending them a PM describing your problem. They are always helpful.
cl
statistics/noise/gdft
Hi clahn04,
Did you ever made a statistic and proper out of sample test for digital filters method ?? I just wonder what the results would be.
So how you define the noise ?? In Fourier/Goertzel it is simple but with MESA ??
Do you know this.
The Adaptive N Cycle Goertzel Discrete Fourier Transform System
Any comments ??
Krzysztof