spectrum

Example of plotting a function spectrum using the FFT library – indicator MetaTrader 4

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Example of plotting a function spectrum using the FFT library - indicator for MetaTrader 4
Description: Example of plotting a function spectrum using the FFT library A test function based on the sum of 3 sinusoids with different parameters or market Close prices are set as input. Example of plotting a function spectrum using the FFT library – indicator MetaTrader 4

Trend indicator based on singular spectrum analysis – indicator MetaTrader 5

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Period of 5 minutes. Two trends SSA(120,50,4), SSA(50,20,7) and moving average MA(14)
Extracting trend and filtering noises using the method of singular spectrum analysis. Adjusting the indicator parameters allows to control the smoothness of the extracted trend and noise filtering threshold. The time horizon of the trading strategy determines the optimum dissection of data into trend, low-frequency and high-frequency additive components, followed by signal reconstruction. The indicator … Read more