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Cyclic Component

Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=60403
Forum: 38 · Topic 60403 · 1 post(s)

Cyclic Component

Alexander.Gettinger · Wed Mar 05, 2014 5:00 pm

Original LUA indicators: viewtopic.php?f=17&t=60180.

Cyclic Component:

Formulas: Cyclic Component [i] = (HP[i]+2HP[i-1]+2HP[i-2]+HP[i-3])/6, where HP[i] = (Price[i]-Price[i-1])(1+Alpha)/2+2AlphaHP[i-1], Alpha = (1-sin(2Pi/Length))/cos(2*Pi/Length).

CC_MQL.PNG

Download:

CC.mq4

Instantaneous Trendline:

Formulas: Instantaneous Trendline = MVA(Price, Length)+SmoothSlope/2, where SmoothSlope[i] = (Slope[i]+2Slope[i-1]+2Slope[i-2]+Slope[i-3])/6, Slope[i] = Price[i]-Price[i-Length+1].

IT_MQL.PNG

Download:

IT.mq4

Modeling the market:

Formula: Modeling the market = Instantaneous Trendline+Cyclic Component.

Modeling_The_Market_MQL.PNG

Download:

Modeling_The_Market.mq4

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