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Indicator Approximations sine waves.



Forex indicators

The idea of this indicator has arisen after the appearance of a network of indicators, which lay out quotations in a Fourier series, and then shift the result back. In this case the missing data from the right side of the graph are approximated by a polynomial of not more than 3 degrees, connecting to the point gap on a tangent. Disadvantages of these graphs are well known. It is changing right edge of the graph depending on changes in quotations. Graph may show the first line down, then up, then down again. At the same time in history it very well. The main difference between this chart forex indicator is that it does not change with changes in history.

The basis is taken code from Metastok calculate sine-weighted moving average - the result is slightly different from the fast Fourier transform, and the speed of calculation is much more. Calculation is carried out from 0 to n bars. Get Fourier transform (FFT). Then, the schedule shifts to the left. Through the right end schedule and hold a tangent at 0 bar, we obtain the value of the indicator. Далее проводим тоже самое для всех точек графика от 1 до n+1. Then perform the same for all points of the graph from 1 to n +1. And the last point calculation chart n. (calculated from n to point n + n) Get the predicted value from the point of the schedule to the point n 0. This calculation used data from the n + n to 0. Then produce an approximation of data points by a polynomial of 2 degrees.

External variable specifies the period dorisovki schedule. For small periods of the schedule value should be reduced.

Download forex indicator approximating sine waves

2 comments:

trader-fx said...

thanks for this indicator

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