Fast Fourier Transform - Cycle Extraction - page 88

 

Excellent video indeed, thanks.

 
hughesfleming:
Hi Batchboy,

If your goal is to export to StrategyQuant, you are going to run into lots of problems with recalculating indicators. You are much better off looking into adaptive indicators that have their history intact. Since you are exporting the current bar as a csv file your resulting time series is going to look very different from what you might expect. Take a look at end pointed FFT or SSA to see what I am talking about.

regards

Hughes and/or mladen or whomever can help,

I'm not sure "history intact" is even relevant to wanting to know at bar1's closing what the amplitude for a selected frequency is. I wish to use a simple fft one frequency selectable outputted amplitude for which I can use in a multiple applied manner for SQ. If the indy can use X bars back to arrive at amplitude Y for Z frequency at bar1 what do I care if its value is gone at recalculation time of next closing bar? Its like a lab fft analyzer, "here its now amplitude1, now we're at the close of next bar so amplitude of this frequency is amplitude2".

I wanted this fft in such barebones-ness but with a mechanical adaptableness for SQ usage, I.E., SQ strokes in the indy's output info from the first bar in history center, so many of these buffer indies can have a problem not yielding an output 'til there is sufficient bars to do their "thing" (in this case "its fft thing"), so I need a variable X that has indy just pass a dumb-value like 0 for that duration, otherwise SQ's application of a special EA to make a file hangs-up if no output.

I went to "mql service", a michalrutka.com site, correct? He hasn't responded to my quote for this job yet. He is the one who originally put together fft.zip at post #10, is this correct? Mladen wanted me to be availed of earlier this thread posted fft. The zip's info points as 4th component to a Windows 32 fft program but I can't find anywhere. Nevertheless looking at its .doc it does'nt seem to serve me.

Hope you or mladen or someone in fft thread land can help, DESPITE ribbing & humor from Pava (what is that? Sounds like some ground up lava dirt. No offense Pava, just back at ya with some levity......hmmm, this will be a test to see if he reads all the way thru a larger post).

Jerry

 
Batchboy:
Hughes and/or mladen or whomever can help,

I'm not sure "history intact" is even relevant to wanting to know at bar1's closing what the amplitude for a selected frequency is. I wish to use a simple fft one frequency selectable outputted amplitude for which I can use in a multiple applied manner for SQ. If the indy can use X bars back to arrive at amplitude Y for Z frequency at bar1 what do I care if its value is gone at recalculation time of next closing bar? Its like a lab fft analyzer, "here its now amplitude1, now we're at the close of next bar so amplitude of this frequency is amplitude2".

I wanted this fft in such barebones-ness but with a mechanical adaptableness for SQ usage, I.E., SQ strokes in the indy's output info from the first bar in history center, so many of these buffer indies can have a problem not yielding an output 'til there is sufficient bars to do their "thing" (in this case "its fft thing"), so I need a variable X that has indy just pass a dumb-value like 0 for that duration, otherwise SQ's application of a special EA to make a file hangs-up if no output.

I went to "mql service", a michalrutka.com site, correct? He hasn't responded to my quote for this job yet. He is the one who originally put together fft.zip at post #10, is this correct? Mladen wanted me to be availed of earlier this thread posted fft. The zip's info points as 4th component to a Windows 32 fft program but I can't find anywhere. Nevertheless looking at its .doc it does'nt seem to serve me.

Hope you or mladen or someone in fft thread land can help, DESPITE ribbing & humor from Pava (what is that? Sounds like some ground up lava dirt. No offense Pava, just back at ya with some levity......hmmm, this will be a test to see if he reads all the way thru a larger post).

Jerry

Jerry

Here is a library (native mql library) made by klot that can be used from any mql code. It is very good (I used it for end-point fft for example) so I can recommend it for usage in any project related to FFT

Files:
lib_fft.mq4  28 kb
 

PS: this is a post https://www.mql5.com/en/forum/179803/page3 with an example how that FFT library is used and how you can extract the data you need

 

To Jerry and off topic.

Have you tried a different exporter? Take a look at the Rapidminer thread in Advanced Elite. There is an exporter there that may get your data into SQ in a straight forward way and runs as indicator exporting CSV data in set intervals. No EA needed. It took me 10 minutes to get it to work when I looked at SQ. I have tried a couple of these "genetic" builder type programs without any success. If you do come up with something with your idea, please post your findings.

Regards,

Alex

 

I have a quick request to make of our competent coders.

Is it possible to produce an MTF version of Fourier Extrapolator (formerly known as CPO) that can be used to produce a composite projection of different TF?

What am looking for is to be able to add the projection of different timeframes into one single projection that I can apply on any TF starting from M1 all the way up to MN.

 
mladen:
Jerry Here is a library (native mql library) made by klot that can be used from any mql code. It is very good (I used it for end-point fft for example) so I can recommend it for usage in any project related to FFT

Why is this titled "lib", isn't it an mq4 indy by itself? Aren't there other files to operate such for Windows, libraries & includes and template??? Fft.zip on post#10 had those 4 items.

 
Batchboy:
Why is this titled "lib", isn't it an mq4 indy by itself? Aren't there other files to operate such for Windows, libraries & includes and template??? Fft.zip on post#10 had those 4 items.

Batchboy

That is a library that should be copied to libraries folder and compiled. Then the functions from it are used from an indicator just as any other library from any other indicator or ea or script (at the link provided you will see how such a library is imported from an indicator)

 

Hi guys,

would anyone please guide me for the first post I must start reading?

best,

 
arashit:
Hi guys,

would anyone please guide me for the first post I must start reading?

best,

Maybe the best is to start with some general information (from here, for example : https://en.wikipedia.org/wiki/Fourier_transform )