HP Extrapolator

HP Extrapolator

12971
0
KUGAWANA

A sanali anachedwa fyuluta oyenera timeframes onse, kwambiri chifukwa chondithandiza breakouts.

Chinthu chapadera wa Hodrick-Prescott fyuluta ndi kuti silichedwa. Iwo masamu ndi kuchepetsa ntchito Cholinga

F = ndalama((ndi[ine] – ×[ine])^ 2, ine = 0..n-1) + lambda * ndalama((ndi[Ine + 1]+ndi[i-1]-2*ndi[ine])^ 2, ine = 1..n-2)

kumene ×[] – mitengo, ndi[] – mfundo fyuluta. Pansipa pali chitsanzo cha khalidwe fyuluta (kuona file HP.mq4 zaikidwa m'munsimu)

Ngati Hodrick-Prescott fyuluta akuona tsogolo, ndiye makhalidwe tsogolo silinena? Kuti tiyankhe funso limeneli, tiyenera kupeza digito otsika-pafupipafupi fyuluta ndi pafupipafupi chizindikiro n'zofanana ndi Hodrick-Prescott fyuluta koma ndi makhalidwe imaŵerengedwa mwachindunji kugwiritsa ntchito mfundo wakale wa “amapasa fyuluta” payokha, i.e.

ndi[ine] = ndalama(ndi[K]*×[i-K],K = 0..nx-1) – Oil fyuluta

kapena

ndi[ine] = ndalama(ndi[K]*×[i-K],K = 0..nx-1) + Uwerenge(b[K]*ndi[i-K],K = 1..ny) – IIR fyuluta

Ndi bwino kusankha “amapasa fyuluta” ndi pafupipafupi-palokha kuchedwa Тdel (zonse gulu akuchedwa). IIR Zosefera si abwino. Pakuti Zosefera Oil, zofunikira akuchedwa pafupipafupi-wodziimira payekha motere:

ndi[ine] = +/- ndi[nx-1-i], Ine = 0..nx-1

Losavuta Oil fyuluta ndi kuchedwa nthawi zonse ndi Simple Kupita Avereji (High School):

ndi[ine] = ndalama(×[i-K],K = 0..nx-1)/nx

Pankhaniyi nx ndi chiwerengero wosamvetseka, Тdel = (nx-1)/2. Ngati ife kuloza mfundo za SMA kutseka m'mbuyomu kuchuluka mipiringidzo wofanana Тdel, SMA mfundo lifanane ndi Hodrick-Prescott fyuluta anthu. The masamu enieni sizingatheke chifukwa kusiyana kwambiri magawo pafupipafupi Zosefera awiri (onani tchati m'munsimu):

Pofuna kukwaniritsa machesi wapafupi pakati pa mfundo fyuluta, Ndikupangira widths njira zawo kukhala ofanana (Mwachitsanzo, -6DB). The Hodrick-Prescott fyuluta ndi m'lifupi njira ya -6dB kuchita masamu motere:

WC = 2 * arcsin(0.5/lambda ^ 0,25).

Njira m'lifupi -6dB kwa SMA fyuluta kuchita masamu ndi kompyuta n'zosangalatsa kumva kudzera anthu aone kuti pali zotsatirazi:

|H(yakumadzulo)| = palibe(nx * WC / 2)/popanda(WC / 2)/nx = 0.5

Tchati m'munsimu akuyerekeza mfundo za Zosefera awiri okhala ndi ofanana njira m'lifupi: wofiira – Hodrick-Prescott fyuluta (FiltPer = 25), buluu – High School (nthawi = 15, Kaonedwe = -7). Dziwani kuti palibe deta SMA zomalizira 7 mipiringidzo popeza ayenera kudziwa mitengo tsogolo. Oppositely, ndi Hodrick-Prescott fyuluta (wofiira) chimasonyeza ena mfundo. Ngati ankatembenukira SMA pobwereza ndi mfundo za Hodrick-Prescott kuteteza otsiriza 7 mipiringidzo pambuyo mitengo tsogolo kuoneka, ndiye kodi mfundo imeneyi kukhala?

ma aligorivimu kuneneratu:

Chizindikiro chili ndi njira ziwiri kuneneratu:

Metod 1:

  1. Ikani SMA kutalika kwa 3 ndi kuloza ku m'mbuyomu ndi 1 kapamwamba. Ndi kutalika ngati, ndi ankatembenukira SMA kulibe okha bala lomaliza (Bar = 0), kuyambira ziyenera kufunika yotsatira m'tsogolo Close mtengo[-1].
  2. Kuwerengetsa SMA filer ndi njira m'lifupi. Zofanana mmodzi wa Hodrick-Prescott fyuluta ndi. Pezani lambda.
  3. Kuwerengetsa Hodrick-Prescott fyuluta mtengo bala otsiriza HP[0] ndipo amaganiza kuti SMA[0] ndi Close wosadziwika[-1] amapereka phindu yemweyo.
  4. Pezani Close[-1] = 3 * HP[0] – Close[0] – Close[1]
  5. Zomwe kutalika SMA kuti 5. Bwerezani kuwerengetsera onse ndi kupeza Close[-2] = 5 * HP[0] – Close[-1] – Close[0] – Close[1] – Close[2]. Pitirizani mpaka mwachindunji kuchuluka kwa FutBars m'tsogolo mitengo kuchita masamu.

njira 2:

  1. Ikani SMA kutalika wofanana 2 * FutBars + 1 ndi kuloza SMA zakalekale ndi FutBars
  2. Kuwerengetsa SMA filer ndi njira m'lifupi. Zofanana mmodzi wa Hodrick-Prescott fyuluta ndi. Pezani lambda.
  3. Kuwerengetsa Hodrick-Prescott fyuluta mfundo pa FutBars otsiriza ndipo amaganiza kuti SMA khalidwe chimodzimodzi pamene mitengo yatsopano kuoneka.
  4. Pezani Close[-1] = (2*FutBars + 1)*HP[FutBars-1] – Uwerenge(Close[ine],Ine = 0..2 * FutBars-1), Close[-2] = (2*FutBars + 1)*HP[FutBars-2] – Uwerenge(Close[ine],mu = -1..2 * FutBars-2), etc.

The indicator features the following zolowetsa:

njira – njira kuneneratu

lastbil – chiwerengero cha bala otsiriza kukayendera zolosera pa mitengo alipo (lastbil >= 0)

PastBars – kuchuluka mipiringidzo lapitalo fyuluta Hodrick-Prescott kuchita masamu kuti (kwambiri, bwino, kapena PastBars osachepera>2*FutBars)

FutBars – kuchuluka kwa mfundo ananeneratu m'tsogolo

Chizindikiro zazikulu ananeneratu makhalidwe wofiira. njira 1 ntchito chili m'munsichi chikusonye-:

Yachiwiri njira ndi zolondola kwambiri koma nthawi ali spikes lalikulu loyamba mtengo ananeneratu. The njira anafotokoza kuneneratu angathe bwino ndi kufufuza Oil fyuluta ndi chizindikiro pafupipafupi kwambiri kwa Hodrick-Prescott fyuluta. Mwachitsanzo, mungayese Hanning, Blackman, Kaiser, ndipo Zosefera zina ndi kuchedwa nthawi zonse m'malo SMA.

MT4 Zizindikiro – Download Malangizo

HP Extrapolator ndi Metatrader 4 (MT4) chizindikiro ndipo akamanena za Ndalama Zakunja chizindikiro ndi kusanduliza anapeza mbiri deta.

HP Extrapolator amapereka mwayi kudziwa peculiarities zosiyanasiyana zosiyanasiyana mu mphamvu mtengo amene ali maso wamaliseche.

Yachokera pa nkhaniyi, amalonda akhoza kuganiza zina mtengo kayendedwe ndi kusintha njira mogwirizana.

Kodi kukhazikitsa HP Extrapolator.mq4?

  • Koperani HP Extrapolator.mq4
  • Koperani HP Extrapolator.mq4 kuti Metatrader wanu Directory / Akatswiri / zizindikiro /
  • Yambani kapena Chisudzulo Chikuwononga wanu Metatrader zikufuna
  • Select Tchati ndi Timeframe kumene mukufuna kuyesa wanu chizindikiro
  • Search “Mwambo Zizindikiro” lanu kuyenda panyanja ambiri anasiya wanu Metatrader zikufuna
  • pitani Kumanja HP ​​Extrapolator.mq4
  • Angagwirizanitse ndi tchati
  • Kusintha zoikamo kapena makina bwino
  • Chizindikiro HP Extrapolator.mq4 akupezeka pa Tchati wanu

Kodi kuchotsa HP Extrapolator.mq4 ku Metatrader wanu 4 Tchati?

  • Sankhani Tchati ali chizindikiro akuthamanga wanu Metatrader zikufuna
  • Dinani mu Tchati
  • “Zizindikiro mndandanda”
  • Sankhani chizindikiro ndi winawake

xm-sali gawo-bonasi
MT4 Zizindikiro Download pansipa:

HP Extrapolator

PALIBE NDEMANGA

WANKHANZA yankho