FIR filters - page 13

 
ssd >> :

Start it, remember the values on bars 1,2,3, and after a while call up its

After a while, go to setup and press ok - during the initialization it will change the saved values on the bars 1,2,3...

Checked. Same data, except for 0 bar.

 
neoclassic >> :

Thank you, something has started to become clear! I will deal with the library, the spectrum calculation remains to be solved. If I'm not mistaken, the spectrum in our case is the amplitude-period relation. First of all it is not clear, in what units is amplitude measured in GCM? Secondly, I have taken a spectrum with "Spectrum Analyzer" software from finware, which I've heard positive feedback about, and we received completely different results, although the algorithm is the same (MESA).

The analyser swears when it tries to calculate the spectrum and says it wants GCI.

It would be interesting to play around, but...


 

How exactly does it swear?

I was taught to do this:

1. Set half of the sample (slider right to the stop).

2. Check for ergodicity. If we got two similar curves, we continue; if the curves have very different shapes, we change the input data

3. set the average - take the average

4. specify correlation estimation properties - unbiased, take the average

5. calculate correlation matrix

6. calculate SPM

Unfortunately, I don't understand the physics of the process at all, but it seems to work well for people.

 
neoclassic >> :

How exactly does it swear?

I was taught to do this:

1. Set half of the sample (slider right to the stop).

2. Check for ergodicity. If we got two similar curves, we continue; if the curves have very different shapes, we change the input data

3. set the average - take the average

4. specify correlation estimation properties - unbiased, take the average

5. calculate correlation matrix

6. calculate SPM

Unfortunately I do not understand the physics of this process at all, but it seems to work well with other people.

It says it doesn't find the GCI when I try to calculate the spectrum.

 

I got it from here - http://forex.kbpauk.ru/showflat.php/Cat/0/Number/23662/page/0/fpart/1/vc/1

It has both SA and GCI

 
neoclassic >> :

I got it from here - http://forex.kbpauk.ru/showflat.php/Cat/0/Number/23662/page/0/fpart/1/vc/1

>> it's got both SA and GCI.

Something's not letting me in there. >>Registration is required.

 
sab1uk >> :

I have built an adaptive filter based on the FIR


Sabluk, be a friend and give me this "adaptive filter" for my experiments.

 
ssd >> :

Sabluk, be a friend and give me this "adaptive filter" for my experiments.


well, how can i give or sell the entire underwater part of the iceberg on which the entire system is based?

I can only give you the tip of the iceberg.

extern double Lots=0.01;
int Ticket;
//+------------------------------------------------------------------+ 
int init()
{


   return(0);
}
//+------------------------------------------------------------------+ 
int start()
{
   if(OrderSelect( Ticket, SELECT_BY_TICKET) && OrderCloseTime()==0)   {
      if(OrderType()==0 && GlobalVariableGet(Symbol())<0) OrderClose( Ticket, Lots, Bid, 10, DarkViolet);
      if(OrderType()==1 && GlobalVariableGet(Symbol())>0) OrderClose( Ticket, Lots, Ask, 10, DarkViolet);   }

   if(OrdersTotal()==0)   {
      if(GlobalVariableGet(Symbol())>0)
         Ticket=OrderSend(Symbol(), OP_BUY, Lots, Ask, 10, Ask-0.0030, Ask+0.1, NULL, 0, 0, YellowGreen);
      if(GlobalVariableGet(Symbol())<0)
         Ticket=OrderSend(Symbol(), OP_SELL, Lots, Bid, 10, Bid+0.0030, Bid-0.1, NULL, 0, 0, Black);   }

   return(0);
}
//+------------------------------------------------------------------+
 
begemot61 tell me how you can easily convert your filter with certain parameters to an impulse response and write it to a file or to an array of global variables?
 
sab1uk >>:
begemot61 подскажи как можно по простому конвертировать твой фильтр с определенными параметрами в импульсную характеристику и записать ее в файл или в массив из глобальных переменных?

In the evening (it will be morning according to you). It's easy there.