Dynamic extrapolator on the basis of Fourier transforms

Dynamic extrapolator on the basis of Fourier transforms

The basis of the forex-indicator is based on the hypothesis:

If the row are three waves with the same period, there is a high probability of occurrence of the fourth.

The operating principle of the indicator:

1. A number of windows with a fixed right-edge (extern shift) and successively decreasing the left (extern T) in 1 bar
2. In each of the range of amplitudes was
3. If there is a pronounced harmonic number 3 (with period T / 3) it is extended in the future for the period 1
4. Summed up all the harmonics and is forecast

• The higher the starting box, the longer a calculation, but also to more accurately forecast
• The indicator is calculated only 1 time, it is protected from new teak and bar
  

Input parameters:

1. T - the maximum size of the window to start search
2. shift - shift the projection on the 0-th bar, to assess the quality of forecasts in the history of
3. showprofit - mapping the dynamics of balance in an imaginary trade forecast
   
4. alert - the withdrawal period harmonics, generate a forecast

Download dynamic extrapolator based on Fourier transformation