Trading Strategies Based On Digital Filters - page 92

 

...

A small quote from a man almost everybody knows (John Ehlers) :

The problem with virtually all indicators is that they are causal. That means they directly depend on data for their computation. As a result, the computation cannot be accomplished until after the data arrives, and - as a result - all causal indicators have lag. Lag is perhaps the traders' worst enemy, particularly when trading the cycle mode when relatively short term entries and exits are expected.

So "to causal or to non-causal" or maybe "to non-causal or to causal" ?

MrM:
non-causal indicators

anecdotal evidence

personal vendetta's

 

alternative for composite wave?

mladen:
So "to causal or to non-causal" or maybe "to non-causal or to causal" ?

That is not the question

because the answer is known. Instead of wasting energy on this, why not get back to the original goal of this thread: digital filters?

Does anyone have any suggestions for an alternative method to recreate the composite waveform after doing the spectral analysis

(with Goertzel / Mesa / ...):

Cycle is bars per cycle

u = (2*PI)/Cycle

w = Cycle

x = Amplitude

y = Phase in Radians

z = (y * (180/PI)) / 360 : to convert radians into % of wave

h = reference (drives waveform creation)

wave = x * (sin(u * (h + (z * w))))

and then simply add up all the waves to create the composite.

 

...

Funny that you mention Goertzel (being a sub-set of FFT) and Mesa

Appart from that, I guess that crodzilla will be very pleased with you reading his posts over at FF - namely this post :
But than, after all, knowledge does not know borders ...
MrM:
That is not the question

because the answer is known. Instead of wasting energy on this, why not get back to the original goal of this thread: digital filters?

Does anyone have any suggestions for an alternative method to recreate the composite waveform after doing the spectral analysis

(with Goertzel / Mesa / ...):

Cycle is bars per cycle

u = (2*PI)/Cycle

w = Cycle

x = Amplitude

y = Phase in Radians

z = (y * (180/PI)) / 360 : to convert radians into % of wave

h = reference (drives waveform creation)

wave = x * (sin(u * (h + (z * w))))

and then simply add up all the waves to create the composite.
Files:
crodzilla.jpg  72 kb
 

hello mladen

mladen:
Funny that you mention Goertzel (being a sub-set of FFT) and Mesa Appart from that, I guess that crodzilla will be very pleased with you reading his posts over at FF - namely this post :
But than, after all, knowledge does not know borders ...

the question is How do you combine waves with different frequencies and amplitudes into 1 composite waveform?this is the key i thinks

 
mladen:
leledc,

Let me answer indirectly : Brian Millard, which continued some work of Hurst, recommended in his work only 1 (one) indicator - centered Triangular Moving Average. Now snake is Centered Triangular Moving Average + some extrapolation. And since I like Millards work, the conclusion is ...

PS: attaching you one version of centered triangular MA (it was already posted on some of the public threads, but right now can not remember where, and I figure it wont hurt to post it again). I recomend it not because I wrote this version but because the code in this one is simpler and when it comes to code : the simpler it is the smaller the chance that there will be an error (and much easier to use in any further development)

regards

mladen

Thank you Mladen...I have used your T3 version too...

Files:
1.gif  25 kb
 
 
Files:
1_2.png  32 kb
 
mrtools:
Like you Leledc been experimenting with macd (and some other things) using some of Mladen's and also Igorad's indicators so far so good, main thing for me is computer hasn't blown up!!

Good work !

 
leledc:
Good work !

Thanks man, same with you your Fourier mods are making a big difference with my decision making!

 
mrtools:
Thanks man, same with you your Fourier mods are making a big difference with my decision making!

Yes the same with me, Leledc has made a brilliant work

A week we have it, and me too it changes one of my sub-system for the best

Thanks !