Trading Strategies Based On Digital Filters - page 70
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thank you simba.
Top of the morning to you, and i'm off with my new knife. (/swings it wildly in the air) please reserve my gazillionaire club parking space, as i shall soon return with untold riches.
I shall change from
to 
.
/rides off on horserotfflmao!!!!!
I believe you should be more precised. Every new tick will change the analysis
related to FUTURE and CURRENT data but in case of SSA/HP will change HISTORY data in your system. How your system will act on this that's another story. Or I'm wrong ??
KrzysztofI think you missed the point.
Obviously past data cannot be changed by new data. But if you analyse the past with a new datum in your eyes, you can see another story, i.e. your analysis can be very different, whatever the analysis method.
So, a single new price tick can change the perspective of your analysis, we see it every day with price respect to S/R. A single new tick can break a support and change your perspective.
In the end, if you preprocess raw data with a high cutoff frequency non causal filter (in the pictures SSA smothes raw data with the equivalent of a 9 period lowpass), you are changing the whole input data of your analyzer, as you say, but, respect to what you are looking for (peaks in the range between 18-20 and 100), it is a small variation while the advantage it can give you can be way bigger (sharper peaks).
The demonstration is that analysis made with or without preprocessing the data leads to identical quantitative information in the band we are looking for (where the peaks are ), with a qualitative improvement (peaks in the interesting bands are sharper, peaks for small and untradable periods are smoothed)
New Knife
Thank you Simba.
Top of the morning to you, and I'm off with my new knife. (/swings it wildly in the air) Please reserve my gazillionaire club parking space, as I shall soon return with untold riches.
I shall change from
to 
.
/rides off on horseYou are welcome my friend...but actually at the gazillionnaire`s club secret society there is no parking...we go by yatch
...
And going twice with the same yatch is frowned upon by old members,you know ,the guy that resembles aleccoh..what was his name..Saros or Soras or something similarly exotic
Have a nice weekend
Simba
Ghosts
You are right. The first row of peaks from the left is starting at 54 and slowly shifting towards 65 as you can also see in picture without the 3d elevation. The second peak is really very stable near 39-40 for all the observations. Keep in mind that I am using a relatively short window of 300 bars and that from the first observation (lower row of 2d pic) to the last (upper row) there is a 200 bar shift, that means that the peak remains stable for a time lapse of the same order of the window of obervation of past bars. I also attach a text file with all peaks/valleys from the start to the end of simulation.
Rich,
Thanks a lot for your explanations.
When I did extensive SSA preprocessing +MESA analysis at H4 timeframe, I found the 40 bars cycle to be present,with minor variations,in all majors and major crosses.
I found the 56 periods cycle ,with minor variations,in most of the GBP pairs...I think I posted a 56 based cycle indicator either in this thread or the conman`s one a very long time ago..this seems to correlate with your 54 for GBPJPY.
Additionally,I found those same cycles with higher variations, and a few other ones(ghosts) when I did the analysis on raw prices,so,I agree with your comment about SSA preprocessing....In my opinion SSA preprocessing finds the right cycles avoiding "Ghosts" and helps in "estimating" the potential variations around the nominal frequencies.
If you ever have time to test a few other H4 pairs,it will be interesting to confirm or reject these "findings",and,of course,adding as many new ones as feasible
Have a nice weekend
Simba
Thanks mladen,
I am honored to be your friend,since you have helped me enormously during the past months.
The general perception in this Forum is that mladen is a great programmer...
...Well,that is true,and a big misperception too,mladen is,above all, a very generous person with an exceptional level of personal integrity,and for those of us who have had the luck to see some of his trading statements(and learn from them),he is also an exceptional trader...
Ok,now It may be Venus retrograde or the Moon,but I am getting too sentimental,so,I will just say Thanks mladen
Regards
SimbaHo dear... I have to pay more attention to my astrology teacher...
Yes, I have noticed that Mladen is a great trader and coder... trying to learn from him as much as I can, too.
How about you, Simba ?... Seems that you have a lot of other interests. Very uncommon for a.... spanish engeneer ?
MESA for Matlab
Can someone please point me to MESA matlab implementation, I havent found any toolbox or function implementing it in Matlab. many thanks
And going twice with the same yatch is frowned upon by old members,you know ,the guy that resembles aleccoh..what was his name..Saros or Soras or something similarly exotic
Have a nice weekend
Simba__________________
I will be paddling behind in my paddleboat, I'll be the one in the speedos(NOT!!)
__________________ I will be paddling behind in my paddleboat, I'll be the one in the speedos(NOT!!)
A little Antingua humor......lol
hello,
can anybody help me with this:
let's say i use richcap's indicators to find dominant cycles. after this i would like to recreate the signal using the frequencies i like. the problem is i don't know the phase every cycle has at a specific time.
thanks
First go at it
Simba,
I want a knife too, lordy knows if Kenny has one I'll need one as well. Something I have always wanted to do and never got around to it. I am using cycles of 89, 56, and 40 for the 4hr and 89, 46, and 38 for the 1 hr. Going to have a crack at it. This is my first go around on my favorite pair EJ. Going to see if I can't at least get myself a row boat. My boat might not be big but I'll have some Alphy Blondy playing.