Fast Fourier Transform - Cycle Extraction - page 19

 
banesa1976:
i follow your instructions...i extract the cycles with goertzel and i put the fmin and fmax but the indicatord does not move,so ask you for help,i hope dont disturb you,thanks

Could you kindly post the steps you have taken in details and a screen shot so that i may assist you better?

 

Fourier Indicator

Is anybody still looking for some sort of cycle indicator? Anybody need any other indicators coded? I got a FFT working in my DLL outside of Metatrader, but could probably get Metatrader calling my code if anybody really wanted it.

I was thinking of taking people's ideas they want coded and then putting them in DLLs and selling the DLLs. Programming for people is time consuming and not everyone wants to pay that much for it.

Would anybody go for something like this?

Like, I could make an indicator usable by Metatrader in a DLL that shows FFT spectrum and then another one that lets you pull out the different harmonics that you specify, or something like that.

Thanks!

 

i send you a pm

andyhaas:
Is anybody still looking for some sort of cycle indicator? Anybody need any other indicators coded? I got a FFT working in my DLL outside of Metatrader, but could probably get Metatrader calling my code if anybody really wanted it.

I was thinking of taking people's ideas they want coded and then putting them in DLLs and selling the DLLs. Programming for people is time consuming and not everyone wants to pay that much for it.

Would anybody go for something like this?

Like, I could make an indicator usable by Metatrader in a DLL that shows FFT spectrum and then another one that lets you pull out the different harmonics that you specify, or something like that.

Thanks!

answer please

 
andyhaas:
Is anybody still looking for some sort of cycle indicator? Anybody need any other indicators coded? I got a FFT working in my DLL outside of Metatrader, but could probably get Metatrader calling my code if anybody really wanted it.

I was thinking of taking people's ideas they want coded and then putting them in DLLs and selling the DLLs. Programming for people is time consuming and not everyone wants to pay that much for it.

Would anybody go for something like this?

Like, I could make an indicator usable by Metatrader in a DLL that shows FFT spectrum and then another one that lets you pull out the different harmonics that you specify, or something like that.

Thanks!

My FFT indicator which is presented at beginning of this thread already does it. It uses FFT DLL which is freely available on the internet. You don't need to reinvent the wheel.

 

of course pip

Pip:
Could you kindly post the steps you have taken in details and a screen shot so that i may assist you better?

i made this,is it correct?Goertzel introduced periods of successively adding and subtracting one

Files:
screen1.gif  105 kb
 

Please follow instructions carefully before posting questions.

banesa1976:
i made this,is it correct?Goertzel introduced periods of successively adding and subtracting one

Dear Banesa1976,

I believe your approach to cycles is less than ideal. You are jumping the gun and diving into using the Goertzel Browser supplied by Crodzilla without understanding the basics. Cycle extraction and study is one thing and creating digital filters is another thing, although cycle understanding is needed to formulate a correct digital filter. Also please note that knowing the dominant cycle isn't really going to help you to trade as much as you think it would, so...

As per my previous instructions (which are meant to help you) please visit the following thread:

https://www.mql5.com/en/forum/173071

the first post in that thread will provide you with the following:

1) Understanding of digital filters

2) Software to create digital filters

3) Indicators based on digital filters

If you go through the posts in the referenced thread above in addition to the threads mentioned on the first post you will have all your answers and then some! Not only that, but you will learn from some of best minds in this forum.

The reason i am providing you with this information rather than just giving you an answer is because if I were to answer you I would have to re-create the content of the threads mentioned above in this thread, which would be unfair to me and to other participants. This may sound weird to you, but trust me, its for your own good.

Cheers,

 

Fft

Hi Codzilla,

in your very first post you posted the fft indictor. I am testing it but i had a query what does the highest energy tone mean? I read a couple of fft docs it seems to be a good wave analysis method especially if combines with mass physhology tools like tech analysis. The waves in your indicator are fft frequencies in different amplitude?

 
michal:
The code of this indicator comes from MQL Service (see link in my signature). I've written it more than two years ago. Would love to see some strategies based on it.

michal I have been testing your FFT for 3 weeks now .. I red the instalment document but it seems that I am consuded with the inputs especially the meaning of tones. How can I visually check the waves going back 12 months. Fot now i understand it shifts calculates the 720 bars . I was impressed with some signals it provided when I combined it with my price action/patterns strategy..

looking forward to hear

 
 
kjohn97:
michal I have been testing your FFT for 3 weeks now .. I red the instalment document but it seems that I am consuded with the inputs especially the meaning of tones. How can I visually check the waves going back 12 months. Fot now i understand it shifts calculates the 720 bars . I was impressed with some signals it provided when I combined it with my price action/patterns strategy.. looking forward to hear

Hi, can't you simply use the visual backtester to check waves back in time?

Regards,

Michal