Cyclic Component:
Formulas:
Cyclic Component [i] = (HP[i]+2*HP[i-1]+2*HP[i-2]+HP[i-3])/6, where
HP[i] = (Price[i]-Price[i-1])*(1+Alpha)/2+2*Alpha*HP[i-1],
Alpha = (1-sin(2*Pi/Length))/cos(2*Pi/Length).
Download:
CC.mq4- (1.76 KiB) Downloaded 842 times
Instantaneous Trendline:
Formulas:
Instantaneous Trendline = MVA(Price, Length)+SmoothSlope/2, where
SmoothSlope[i] = (Slope[i]+2*Slope[i-1]+2*Slope[i-2]+Slope[i-3])/6,
Slope[i] = Price[i]-Price[i-Length+1].
Download:
- IT.mq4
- (1.78 KiB) Downloaded 702 times
Modeling the market:
Formula:
Modeling the market = Instantaneous Trendline+Cyclic Component.
Download:
- Modeling_The_Market.mq4
- (2.19 KiB) Downloaded 939 times