NexusFi: Find Your Edge


Home Menu

 





How to apply dominant cycle period, amplitude and phase shift


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one wldman with 3 posts (2 thanks)
    2. looks_two mk77ch with 2 posts (0 thanks)
    3. looks_3 Quick Summary with 1 posts (0 thanks)
    4. looks_4 Royal Flush with 1 posts (0 thanks)
    1. trending_up 5,554 views
    2. thumb_up 2 thanks given
    3. group 4 followers
    1. forum 7 posts
    2. attach_file 4 attachments




 
Search this Thread

How to apply dominant cycle period, amplitude and phase shift

  #1 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
Posts: 130 since Oct 2010
Thanks Given: 27
Thanks Received: 347

hi guys,

i found an indicator which calculates the dominant cycle, amplitude and phase shift using the discrete hilbert transform. my idea is to use those informations to create a sinus wave form indicator which plots those cycles according to those calculations.

 
Code
private double phase = 10.0;
private int shift = 0;
private double pi = 3.14159265;

calc = Math.Sin(((CurrentBar+shift)*(pi/phase)));

Cycle.Set(calc);
does anybody have an idea how i could add those parameters to plot a valid cycle?

thank you and cheers,
mike

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Futures True Range Report
The Elite Circle
Are there any eval firms that allow you to sink to your …
Traders Hideout
NexusFi Journal Challenge - April 2024
Feedback and Announcements
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Better Renko Gaps
The Elite Circle
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
61 thanks
Funded Trader platforms
39 thanks
NexusFi site changelog and issues/problem reporting
26 thanks
The Program
18 thanks
GFIs1 1 DAX trade per day journal
18 thanks
  #3 (permalink)
 
wldman's Avatar
 wldman 
Chicago Illinois USA
Legendary Market Wizard
 
Experience: Advanced
Broker: IB, ToS
Trading: /ES, US Equities/Options
Frequency: Several times daily
Duration: Hours
Posts: 3,507 since Aug 2011
Thanks Given: 2,046
Thanks Received: 9,491


searched the forums? Pretty sure you will find already complete that which you desire to create.

Dan

Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #4 (permalink)
 
wldman's Avatar
 wldman 
Chicago Illinois USA
Legendary Market Wizard
 
Experience: Advanced
Broker: IB, ToS
Trading: /ES, US Equities/Options
Frequency: Several times daily
Duration: Hours
Posts: 3,507 since Aug 2011
Thanks Given: 2,046
Thanks Received: 9,491


Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #5 (permalink)
 
wldman's Avatar
 wldman 
Chicago Illinois USA
Legendary Market Wizard
 
Experience: Advanced
Broker: IB, ToS
Trading: /ES, US Equities/Options
Frequency: Several times daily
Duration: Hours
Posts: 3,507 since Aug 2011
Thanks Given: 2,046
Thanks Received: 9,491

@mk77ch

I think most of the cycle period work here in NT is based on the work of John Ehlers. The adaptive cci that I use definitely is. I have a guy when it comes to cycle period analysis... an old friend from a the past. He has a website that I think might interest you. There is some content that is "free". I know Lars pretty well and over the years have learned a lot from his approach. However I never purchased any products from him. In the formative days he provided a great deal for free to help with testing. Anyway I have no commercial connection. I do, though , pay attention to Lars and check his latest work every chance I can. Here is his site. I'd scrub it for details to his approach to the topic. www (dot) whentotrade (dot) com.

Visit my NexusFi Trade Journal Reply With Quote
  #6 (permalink)
 
ElChacal's Avatar
 ElChacal 
Houston, TX
 
Experience: Intermediate
Platform: NinjaTrader TWS Barchart
Broker: IB / IB
Trading: SPY, QQQ
Posts: 414 since Nov 2014
Thanks Given: 471
Thanks Received: 278

@mk77ch
Have you had any luck phase shifting with your code? I came up with a "waveform" (not a sinewave though) that I would like to shift forward a little but I've had no luck. I found a couple of codes in Matlab that allegedly do this using Fast Fourier Transforms.
I am just wondering if you had any luck phase shifting, if so what approach are you employing?
Thanks!

Reply With Quote
  #7 (permalink)
 
Royal Flush's Avatar
 Royal Flush 
Stanstead, Quebec, Canada
 
Experience: Intermediate
Platform: NinjaTrader
Trading: CL
Posts: 122 since Dec 2010
Thanks Given: 71
Thanks Received: 64


wldman View Post

I have been unable to find any information on the net regarding how to read Elhers Dominant Cycle. Below it appears that it is a leading indicator saying that the next dominant cycle will be up. This seems to good to be true, is it?


Reply With Quote
  #8 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
Posts: 130 since Oct 2010
Thanks Given: 27
Thanks Received: 347

this is an old thread but i recently started again to try and get a bit more into the subject as i believe this could be pretty powerful.

i will attach the indicators and a screenshot. maybe somebody who is into math and cycles could shed some light on this. the question which still remains is if it is possible to generate a cycle oscillator based on the period, amplitude and phase values from this indicator.

thank you in advance, math stranger genius
mike

I never lose. I either win or learn.
Nelson Mandela
Attached Thumbnails
Click image for larger version

Name:	dht.png
Views:	329
Size:	50.9 KB
ID:	212283  
Attached Files
Elite Membership required to download: dht.cs
Elite Membership required to download: cycle.cs
Started this thread Reply With Quote




Last Updated on July 15, 2016


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts