Hi BarHopper Just looking at your Matlab code now, I think we are in agreement. Your Matlab code is: N = length(x); cosine = 2 * cos(2 * pi * f); s1 = zeros(size(f)); s2 = zeros(size(f)); for n=1:N s = x(n) + s1.*cosine - s2; s2 = s1; s1 = s; end ...

Optimized Trend Trading

BarHopper Many thanks for checking this, but I think we actually have the same equations. Is there just a bracket missing somewhere? Looking at your code and mine I think we are in agreement... CB

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...so this is what I am currently running with: CB

Optimized Trend Trading

Guys The Devil is in the details..... I rather think that the two lines should correctly read: real = (s1 * zeta) /2 - s2; imag = s2 * sin(2 * pi * omega); (The symbol used in the Matlab code is a Greek letter "zeta"). I am not on my Mathcad/Matlab ...

Optimized Trend Trading

Just to go on from my last post, Crodzilla's post #330 is quite encouraging!! It would be great to get a reasonably reliable LEADING indicator as he suggests might be possible. CB

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Guys mikkom's point is well made. There is nothing here to say that all the stuff we discuss on this thread definitely works! They are just ideas. It is how you use them that makes the difference. The only purpose of filtering is to remove noise ...

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BarHopper Thanks for your analysis and clear charts. As one might hope, the choice of spectral analysis algorithm should NOT affect the spectrum - PROVIDED THAT THEY ARE FROM THE SAME FAMILY. Goertzel and FFT are from the same stable, in that they ...

Optimized Trend Trading

Hi MisterH Welcome aboard!! Sadly the end-point bias correction does not solve the problem. It just alleviates it slightly. You will always get repainting. All these filters like HP, SSA etc look WONDERFUL on a static chart but your experiment ...

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Hi, Sorry this one went down the cracks.... I have tried both ways of "flattenning" the data prior to spectral analysis (a) the rotation method with the first and last point the same and (b) a simple mean subtraction. Both work equally well, so I ...

Optimized Trend Trading

Useful papers — Guys Further to ngawang's posts, attached is a list of papers that look to be very apropos our latest deliberations. All downloadable free of charge. CB

Optimized Trend Trading

I like FNN because I completely understand it and can rationalise to myself what it is doing. MI approaches are a bit more "fuzzy" and I am not sure that I trust the approach as much as FNN. But that is just my personal preference. If you have a ...

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Ngawang - many thanks for sharing these papers - a great contribution. I will read with interest when I get a free moment (!!!) BarHopper - You are absolutely right in what you say. The goal is not to go for a huge dimension for all the reasons you ...

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Hi As I said, this is a deep and important topic. There are no textbook answers and I don't know all the answers. All I can do is give you my opinion and tell you what I do.. [1] I use the term "embedding" in the same sense, but when one is talking ...

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Optimum timeframes. — Guys Chamois raises and excellent question about timeframes. A year or so ago when I was very new to MT I was confined to just the 9 timeframes they allow. In those days, I always used the H1 timeframe simply because it ...

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Thank you. — Guys (and Gals) Thank you for your kind comments. I will say no more on the matter. CB

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Hi Ngawang You are quite right. We just want to get rid of the high frequency "noise" that is polluting the clean price movement. Almost any filter will work provided, as you rightly say, that you don't distort the phase. After all, this is the very ...

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Hi Ngawang Thanks for the post! A good question. To get a sharper cut-off, you generally need a longer filter (more coefficients). So you do the following: Say you are designing a low-pass filter: (1) Specify the point where the response starts to ...

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Spectral timing — Guys Atached a 1-page Word doc containing some images. (I used Word as I wanted to add some arrows and stuff and it seemed easiest). The pictures show how I use my software for "spectral timing". This may interest Crodzilla ...

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Guys The Admin got back to me VERY quickly when he saw the problem and advised me to block the unwanted posters and not close the thread. I hope no-one objects to this. Anyone who does not find this thread helpful is welcome to stop reading it! For ...

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Thread suspended — Sorry Guys I am going to have to suspend this thread (certainly my participation in it) until we can get the problem sorted. This is very sad as we were just getting really going... CB

Optimized Trend Trading