Predicting the future with Fourier transforms - page 21
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Prival - SHAME!!! Behavior like yours is peculiar only to small children - "I've got a tank but I will not show it to you" ... I wish you grow up before the onset of old age ))))
It's about time you grew up, too. I feel sorry for you. If you stay that way. Child's level - give. It's been written about them before. The whole world owes them something. They only have desires. Give me, I want an ice cream (car, motorbike, etc.)
And do it yourself? Don't your hands grow in the right place? Or do you have sawdust in your head?
Here ('The Theory of Random Flows and FOREX') go read it, it's got all the formulas. And all the explanations. Read, think, evolve. Learn.
No one owes you anything here, handed to you on a silver platter.
Z.U. By the way no "grails" I never offered anyone, and sold. I should give them to anyone who tries to use them.
I got interested in Fourier Transform Pronosis, and I just found an excellent Extrapolator indicator - https://www.mql5.com/ru/code/8608.
I improved it a bit and got the following tool:
I have developed it a little bit and got the following tool: I start the indicator, put the script on the chart and move/modify the channel to get an adequate forecast.
The next step was to automatically adapt the window size according to the minimum RMS of the forecast from the fact:
Adjustable parameters:
lb - last window bar;
np - start window size;
npstop - final window size;
npstep - step by which the window is changed. The smaller is the step, the more accurate and longer is the calculation;
nf - number of predicted bars.
I would like to develop the idea further and in addition to optimization by window size optimize the last bar number. But I have faced some difficulties, for some reason the similar loop with lb variable does not work :-( I am a bad programmer, I am just learning the basics.
I am asking for help from the community in improving the indicator; of course, it is not a universal cure, but in my opinion it is a very convenient and interesting tool!
I got interested in forecasting with Fourier transforms, and I just found an excellent indicator Extrapolator
If you compare your forecast shown in the picture with reality by highlighting the black colour of the Deviation Calculation Area:
You will get the following picture:
You can see that after the adaptation area (black), reality and the forecast have little in common. Such dynamics is observed as a rule.
So, "I ask the community's help in improving the indicator, of course it's not a universal panacea, but in my opinion it is a very convenient and interesting tool!
P.S. I can throw a lot of similar pictures for comparison. Everywhere, the prediction direction coincides with the price direction after the optimization (black) section with the probability of 50/50 which is to be expected.
If you compare your forecast shown in the figure with reality by first highlighting the RMS calculation area in black:
You will get this characteristic picture:
You can see that after the adaptation section (black), reality and the forecast have little in common. Such dynamics is observed as a rule.
You can see in the picture that the first inflection point coincides in time. Is it always like that ? Or is it by chance?
If not by chance, it's not a bad predictor of direction and timing. Statistics would be interesting.
Statistics would be interesting
Above added.
Finished the above.
50/50 I have my doubts, as in the two pictures shown here (where superimposed on the future) there is a very exact match - the direction and point of the first bend. This is visually 2 out of 2 i.e. 100% coincidence. It's just as an idea for someone who is interested in Fourier. Two pictures are not enough for analysis, of course. Probably just a coincidence, though...