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- MisterH replied Dec 11, 2009
Corona Cycle — Take a look at Ehlers' corona cycle period vs. his homodyne discriminator. There's quite a difference...
- MisterH replied Dec 10, 2009
Nonlinear & Nonstationary DSP — I think by now it's pretty clear that DFT, Goertzel, ... are pretty much useless on fx time series. The problem is chronomorphicity. It's a difficult word for saying that things change over time: volatility, ...
- MisterH replied Nov 11, 2009
nonlag filter example — MadCow , If this is something you are interested in, you can find it on another forum; I'll send it to you if you need it; I can't post it because it is not in the public domain.
- MisterH replied Mar 23, 2009
1 week of ticks FNN plot — yes, for FNN I used the M file I posted earlier. Don't forget to add Gaussian white noise: y = y+0.0000001*rand(length(y),1); This is a pic of 1 week of tick data of EUR/USD from InterbankFX, using a mex file it took ...
- MisterH replied Mar 22, 2009
FNN <-> time lag — So I have worked on this smoothest-possible-chart-with-FNN idea a little bit, and FNN does seem to be a great method of measuring smoothness. My next step will be to get my tick feed into Matlab, and make an m-file ...
- MisterH replied Feb 14, 2009
what Hodrick-Prescott really looks like in real-time — excellent thread guys, especially the DSP stuff! Just wanted to show you what Hodrick-Prescott looks like in real-time: I made this picture with the code from this thread (thanks to ...
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