Fast Fourier Transform - Cycle Extraction - page 58
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
...
...that "ray of light"...will not be shared...as usual...
LOL... sure, while you're at it, can you please put it on a gold plate too! hahahaha
Kidding aside, having been to this thread I am seeing just a little tiny ray of light toward the very near end of the tunnel.
Thanks,...that "ray of light"...will not be shared...as usual...
It's not that I don't want to share or anything like that. It's because it's not worthy of sharing. What I have is what I gathered and read from this thread that's all, but I just modified the system to my trading needs. I hope it makes sense.
Best,
M.
...
I wasn't talking about you...I was talking about other "members"
It's not that I don't want to share or anything like that. It's because it's not worthy of sharing. What I have is what I gathered and read from this thread that's all, but I just modified the system to my trading needs. I hope it makes sense.
Best,
M.Tomcat98;
There are different ways to explain cycles but l'll try to simplify it
imagine a cycle created in the market by a big Monkey hedge or a bank Monkey server, that cycle is high frequency and happens every day 20 time.
Another cycle caused by a car manufacturers bank transactions, lets say this one happens 6 times a year
Another cycle caused by farmers ( seasonal cycle ) , this is only 6 months of the year
We can have a cycle within a cycle or a cycle interfaced with another cycle , this is the basic concept of Fourier , add those cycles you will get your chart
Thats how the market works , now each of those cycles is called Harmonic , in Fourier the first term have the lowest frequency with the biggest impact , the second will have higher frequency and lower factor ... combined they will give you the full shape of the signal.
Cycle
Hi MiniMe,
Thanks very much , that's' interesting.
That was not the image I had of the word "cycle".
Now then, going further, as this could be for futures and on specific domains (seasons, energy, USDOIL, and so on...) , from your knowledge can you say that it's the same on Forex/spot as currencies are the whole exchange vector where all signals are combined and mixed? . Identifying the key origin and undo the plot seems difficult...
Thanks very much for your time and explanations.
I' ll try to dig more things about that...
Rgds
Tomcat98
Tomcat98;
There are different ways to explain cycles but l'll try to simplify it
imagine a cycle created in the market by a big Monkey hedge or a bank Monkey server, that cycle is high frequency and happens every day 20 time.
Another cycle caused by a car manufacturers bank transactions, lets say this one happens 6 times a year
Another cycle caused by farmers ( seasonal cycle ) , this is only 6 months of the year
We can have a cycle within a cycle or a cycle interfaced with another cycle , this is the basic concept of Fourier , add those cycles you will get your chart
Thats how the market works , now each of those cycles is called Harmonic , in Fourier the first term have the lowest frequency with the biggest impact , the second will have higher frequency and lower factor ... combined they will give you the full shape of the signal.from your knowledge can you say that it's the same on Forex/spot as currencies are the whole exchange vector where all signals are combined and mixed?
I am not saying, this the basic concept of Fourier, events adds up to give the overall signal.
The event can happen once a year or 1000 times year , or if you believe in Astrology you have many cycles in there to check ...
Regardless if the event repeat it self then , it will show as a term in the Fourier equation , remind you that to get the full shape of a nonlinear curve you may end up with 100s of Fourier terms , EACH have its own cycle length. So if your event happen once a year that mean your cycle length is one year otherwise you wont be able to explain this event.
Identifying the key origin and undo the plot seems difficult...
Everything is difficult if you didn't try.
For example
Take the start of any market , connect two days using the cycle line or you can take the start to start , start to end , one market to another .... you will be amazed with what you will find. However this is not how I do it , but its just an example to show that events can be detected.
As mladen put in his signature"If you torture the data long enough, Nature will confess"
One of the any market cycles is the open and close of different markets , the cycles results from these conditions can be easily detected .
The screen shot may give an idea of what I am talking about , you will see some well defined small turing points some of which can tracked historically. However the impact may not big to trade yet it can be observed
To reach a bigger impact, hence a bigger turing point you need more than one cycle to be aligned , this is the concept of delta phenomena and Hurst cycles
The delta phenomena used a graphical approach , while Hurst used a mathematical approach but they are the same. Gann on the other hand use geometry which is a mix between delta and Hurst .
I use a mathematical approach, more advanced than Hurst , but to do what I am currently doing you need to have , a good understanding of cycles and second an Elite top programmer.
Some of the ideas I investigated and still working on is the impact of the market open/close , pattern mining and I hopefully one day do news mining as well , other ideas include astrology cycles.
You can detect almost EVERY turning point in the market , but you need to do a lot of research and testing outside the colourful indicators of MT4.
My 2 Cents
BTW : The attached chart is not what I use to trade , its a simple market timing so don't waste too much time in that direction
unless you are a scalper 
Cycle
Hi MiniMe,
Thanks for your enlightenment.
What route does use your process?
MT4 , Export CSV to Excel, then Mathlab, and back via API to MT4 ?
I will torture the datas...
Rgds
Tomcat98
Hi MiniMe,
Thanks for your enlightenment.
What route does use your process?
MT4 , Export CSV to Excel, then Mathlab, and back via API to MT4 ?
I will torture the datas...
Rgds
Tomcat98A Data is a data , it doesn't matter how you extract it or where you deal with it. So take the path that makes you feel comfortable not the path that others will chose for you.
Remember this very well , screw everyone opinion ( including mine ) and do your own tests
Not a trading advice, just " guessing" spot gold between 2012.11.28 and 2012.11.30 +- one error bar MIGHT drop slightly . I would say 28 is more likely to be the date , its a short term drop as the price should bounce back up in a stronger move around the 2012.12.07 .
I am not sure if the 2012.12.20 would still be a trading day , but if its then around that date +- one error bar , there MIGHT be a serious significant drop way bigger than the two moves above as this move MIGHT last for a month .
Those are not a trading advice , the market toward the end of the year gets crazy so PLEASE do not follow my predictions. I personally stopped trading for this year.
Again I am only testing so PLEASE do not take it as a trading advice