Advanced Cycle Analysis - page 11

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KumoBreake:
is there some kinda bollinger band available with different type of averages ? something like VEMA bollinger would be fun !!


Goertzel browser already has two types of detrending built in it : the basic type is something close to linear regression and that Hodrick/Prescott filter. Since it is using the HP filter already, and since almost all detrending theory filters are centered (which HP is), adding anything that is not centered would not improve the work of the browser

 
KumoBreake:
i wasn't asking for bb of goertzel ! maybe i should post it in another thread

No idea how that text got into the post as quoted post

The quoted post should have been this : https://www.mql5.com/en/forum/183790/page7

 
mladen:
It already has that (when you use the "DetrendSmoothData" option, then you are using Hodrick/Prescott filter for that)
But HP-Filter isn't forward-backward-filter. The used filter smoothes the signal, then the same filter smoothes backwards the smoothed signal ones again. As filter we can use EMA or TEMA. The result is smoother then HP-filter. HP-filtered signal has steps and still interferences. It's better than the original but still not good for detecting cycles.
 
krelian99:
But HP-Filter isn't forward-backward-filter. The used filter smoothes the signal, then the same filter smoothes backwards the smoothed signal ones again. As filter we can use EMA or TEMA. The result is smoother then HP-filter. HP-filtered signal has steps and still interferences. It's better than the original but still not good for detecting cycles.

krelian99

Actually it calculates very close to what you described - just different weights (coefficients)

 
Why using HP filter for Goertzel browser?
 
sebastianK:
Why using HP filter for Goertzel browser?
Filters like that are usually used to detrend the data
 
mladen:
Filters like that are usually used to detrend the data

is there any mql version of "one sided HP filter"?

https://ideas.repec.org/c/dge/qmrbcd/181.html

 

Is Goertzel browser able to show not a composite cycle, but a concrete one from the cycles list, which I want to choose to be shown? 

Dear developers, please add MinCycleLength option, I expect it to be usefull to cut some high frequency market noise.

 
vladd:

Is Goertzel browser able to show not a composite cycle, but a concrete one from the cycles list, which I want to choose to be shown? 

Dear developers, please add MinCycleLength option, I expect it to be usefull to cut some high frequency market noise.

You can chose whichever you want.

Set the UseCycleList to true, and the in Cycle1 to Cycle5 chose which cycle from the cycles like you wish to see

 
Thanks, sorry I couldn't see it before. This also makes suggested option almost useless. Could you please add an alert on cycle direction change? It sometimes happens very suddenly.
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