Trading Strategies Based On Digital Filters - page 57

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richcap:
Hi keekkenen,

you have to put 1140 in 'backwardBars' parameter and

(4220-1140)=3080 in 'length' parameter.

sorry for stupid question, i can it understand myselt..

 
dvarrin:
Hi Richcap,

According to what Simba said, do you have some denoising on your indicators? I remember you told us at the beginning that there was no denoising, but I saw a lot of posts about denoising and I don't know if now there is some kind of denoising in your indicator.

I don't see anything when I put your indicators on a chart. Only the spectrum and cutoff frequencies indicators are all fine. Am I missing some library?

What are the parameter resolution, write-N-peaks, WaveA, WaveL, Filter Period, Filter mode (what happens if we choose NonLagMA) ? for the spectrum indicator? For minPeriod, what is the Nyquist frequency?

Cheers

Hi dvarrin,

the analyzer currently posted (R-MESA_instant_spectrum.mq4) has an option to denoise ("FilterMode" parameter) that I made on the fly to see how different types of filters behave as denoiser

0: no denoising

1: Movin average

2: MedianFilter - simple non linear filter (mine)

3: NonLagMA_v6.1 - you can find it anywere

4: Kalman - free kalman implementation for MT

5: JMA - same as above (don't know if it's reliable)

6: R-DigitalFilter - this is mine, you can find it here

Note that you must have filters from 2 to 6 installed as custom filters in your MT. If you have not, you will get crazy results.

Because of my priorities, I have not integrated denoising in "R-MESA-Cutoff_frequencies.mq4" indicator yet (although is trivial), so all the others depending on the latter are without denoising.

Please be aware that the "smoothed" parameters in this last one does not refer to a denoising preprocess, but to a post-process smoothing of mesa peaks through sliding windows (so that you don't have to change filter every now and then).

 

if you want keep secret, DIY

otherwise it SIN

 
 

backward curve fitting - MESA

Hi Richcap,

can you have a look to this

T2W Day Trading & Forex Forums

and comment to NOXA if conditions in your tests are fullfilling out of sample conditions and we don't have a backward curve fitting here.

Krzysztof

 

spagetti

SIMBA:
Yes,we failed with you,with codebreaker and with a very well known programmer ...reality is reality and we have to accept it...the very well known programmer is a friend,we still cooperate an share special findings from time to time,and codebreaker,with all his special traits, is a genius which you are not...that is why we worked with him for months while we decided to cut our losses short in regards to you after just a week.

You tend to recreate reality in a particular way that is not very suitable for trading,since it entirely skips your personal responsability,this compounded with your obvious Fear and need of certainty guarantees a disaster waiting to happen...and you won`t find the answer in your engineering books

Man,ask the guys at the "bootcamp" about your Chirp signals and they will kick your xss until their boots fall apart...they probably failed with you too

So go ahead with your personal reality reframing,then one day you will be able to say that the market failed on you too,because it was not supposed to behave as your matlab tests showed.

In our book,you are just a small loss we took at the right time,so,be clever and do the same with us

We wish you the best and if you want to entice us,fine wines and finer ladies will do the job far better than you did.

Today is Gift day,so,this is yours in form of much needed advice:Buy the JM Hurst Cycle course(cyclitec...several thousand pages plus audio,I think they still have it at Trader`s Library)study it,realize what he says about Trend,then you will understand...I bet you that no DSP book will ever explain you what you will find in Hurst`s course...Up to you.

Ciao

Simba

I love those spagetti mails without any meanfull info....conclusion is very simple i think == you will not post Goertzel strategy results. That's just lose for all of us.

Do you or any of your team members has a commercial intrest in selling of strategies, EAs or something like this ??

I have a Hurst book, I'm in the bussiness since 10 yeas, last two years full time.

Krzysztof

 

Sorry?

What? You have a "hurst" book? Is that supposed to make you special? Sorry, but as long as Simba continues his work- you're just as annoying as Bongo.

You can state all you want on this thread about your "experience", but as far as i'm concerned, in nice little "im so super smart scientific terms," your statements are simply pixelated bullshit being illuminated by the liquid inside my LCD screen.

If you want to cry about their results, how about you duplicate them? Mr. 10 year experience, 2 years fulltime. Doesn't that just mean 2 years? Jesus, you can define noxa cycles, but can't do simple math?

10 years- 2 years fulltime, does not mean anything. Means you have 2 years of some supposed educational background on the matter, and 10 years of meaningless experience because its not fulltime. As far as i'm concerned the 10 years may consist of 10 minutes of substance to inflate your ego.

fajst_k:
I love those spagetti mails without any meanfull info....conclusion is very simple i think == you will not post Goertzel strategy results. That's just lose for all of us.

Do you or any of your team members has a commercial intrest in selling of strategies, EAs or something like this ??

I have a Hurst book, I'm in the bussiness since 10 yeas, last two years full time.

Krzysztof
 
Walander:
Sorry?

What? You have a "hurst" book? Is that supposed to make you special? Sorry, but as long as Simba continues his work- you're just as annoying as Bongo.

You can state all you want on this thread about your "experience", but as far as i'm concerned, in nice little "im so super smart scientific terms," your statements are simply pixelated bullshit being illuminated by the liquid inside my LCD screen.

If you want to cry about their results, how about you duplicate them? Mr. 10 year experience, 2 years fulltime. Doesn't that just mean 2 years? Jesus, you can define noxa cycles, but can't do simple math?

10 years- 2 years fulltime, does not mean anything. Means you have 2 years of some supposed educational background on the matter, and 10 years of meaningless experience because its not fulltime. As far as i'm concerned the 10 years may consist of 10 minutes of substance to inflate your ego.

Based on your footer

VANCOUVER-FOREX.COM

there is a commercial intrest here as I thougth. It this mail something about digital filters ?? Are you able to add something valuable about the subject to this thead ?? I see you posting first time ??

Krzysztof

 

Commercial Interest? (As you thought? It's a blog you moron)

Do you speak english? Or are you using an translator?

Yeh- I got random revenue from adsense, about 2 dollars a month from people who click it.

Mostly I post on what people request through e-mail? So what exactly is commercial? And thanks for replying to any of the accusations, you do a great job of making yourself look like a fool.

 

????

Walander:
Commercial Interest? (As you thought? It's a blog you moron)

Do you speak english? Or are you using an translator?

Yeh- I got random revenue from adsense, about 2 dollars a month from people who click it.

Mostly I post on what people request through e-mail? So what exactly is commercial? And thanks for replying to any of the accusations, you do a great job of making yourself look like a fool.

Wow !!! I just compared results of three trading systems plus uncovered 'secret' group which was hunting for 'free' researchers and programmers and a lot of noise !!!!! Maybe median filter will help

Anyway still nothing about digital filters from your side....are you member of this group also ???

Krzysztof

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