Difference calculus, examples. - page 20

[Aleksey Panfilov]

ThePan PrizMA CD Phase Sin leverage 72 indicator in the code base.

As the indicator is based on a sinusoid, it can be moved left, right by simply changing the external 'leverage' parameter.

[Aleksey Panfilov]

I would like to point out that there are "crutches" in the indicator which allow the original lines of thePanPrizMA Sin leverage 72 indicator to be displayed.

[Aleksey Panfilov]

About line shifting, assigning a lever at half period 72-73 reverses the lines. By default lever =1. The period of the sine wave is 145.

[Aleksey Panfilov]

The indicator for MT4 is also in the code base:Pan PrizMA CD Phase Sin leverage 72.

[Aleksey Panfilov]

Added to the indicator in the code base, calculation of amplitude. Ninth orange line on an array of 8.

[Aleksey Panfilov]

Thought I'd put it in this thread. ))

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Predicting the Future Using Fourier Transforms

Dmitrii, 2008.04.25 15:47

Oh this Fourier .... Did you know that the 0th harmonic is equal to the simple average (SMA) over the same decomposition period (T)?

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Prediction of the future with the help of Fourier transforms

keeper, 2008.04.25 15:58

By itself, it is expected payoff.

It seems to correlate with:

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Difference calculus, examples.

Aleksey Panfilov, 2018.01.31 09:38

I think that SMA of SMA is "straight to the eye" and by the way about Fourier. Maybe we'll get there some more.

P/S 01.02.2018 I think there is a difference too, try to repeat yourBanzai.mq4indicator on this line.

The SMA is a sawtooth in nature only very shallow, so when taking the second difference I assume a sawtooth line of the indicator.

[Татьяна]

Aleksey Panfilov:

On the graph it looks like this:

Blue-red line interpolation (finding a point inside the interval) by the polynomial of degree 4 with leverage 72.

The thin blue line is the extrapolation (finding a point outside the interval) by the polynomial of degree 2 with leverage 78.

The red line is the line of construction of the polynomial of power 4. It is redrawn and is based on the opening point of the last bar.

What number can I call you on?

I'll be a couple of minutes, a few questions

[Aleksey Panfilov]

The indicators synchronise better with the equi price. )

Graph built by expert from Stanislav Korotky : https://www.mql5.com/en/blogs/post/719419

[Aleksey Vyazmikin]

How do you check the effectiveness of this method, is there a basic strategy?

[sibirqk]

You take an interval, for example 1000 bars, calculate the average value on it and assume that it is 1.1123 for the euro. Then you subtract this value from all quotes of this interval and obtain a curvature that oscillates around zero. You approximate this curvature by the method of least squares as a sine wave with three parameters: phase, amplitude, frequency. Subtract this sinusoid from curvuline - you get new oscillating residual, adjust next sinusoid on it - subtract again and so on 4-5 times. The result will be, say, 5 sine waves, you lengthen them all, for example, by 100 bars into the future, add the average and voila - you have a kind of forecast for the future price movement by 100 bars. In fact, it is nothing but the same Fourier, and the accuracy is about the same - 50/5. I made such a thing a long time ago - it doesn't make sense, but it's pretty obvious.