Thursday, June 20, 2019

Pan prizMA

Pan prizMA


The indicator plots the moving line based on a polynomial interpolation of 1-4 degrees and / or function, made up of the sum of sine waves 1-5. Combinations are possible, for example, the sum of three sinusoids about parabola of second degree. Built a line can be extrapolated any of the functions and different distance in the form of a single point on each step of the indicator (not changeable line), as well as a portion of a given function (redrawn) to visualize the construction.


Details: https://www.mql5.com/ru/market/product/18363#!tab=comments


The display four lines involved. Each of the next line of the indicator is based on the results of the previous one. Each line except the first can be either an averaging or extrapolating depending on said direction.




The principle of linear interpolation


It is known that the minimum you need two points to draw a straight line, three points to hold a square parabola, four - cube, etc. Direct - is an arithmetic progression in order to obtain the third point after the first two: Y3 = (Y1-Y2) + 2 * Y2 = Y2 - Y1 - differential equation of the first degree to equidistant points (similar to equation after canceling all Lagrange equation coefficients).




The principle of the trigonometric interpolation


Using the sine of the double angle formula: Sin 2a = 2 * Cos a * Sin a. Geometrically can prove its validity as Sin 2a = 2 * Cos a * Sin a - 0, and accordingly Sin 3a = 2 * Cos a * Sin 2a - Sin a and so on, where Cos a - cosine of the angle of one step, and Sin, in fact, the corresponding value of the schedule. Then the differential equation of the first degree to near zero sine wave looks like: V3 = 2 * Cos a * U2 - U1. We see a complete analogy with the equation for a straight line. The transition from the display trigonometric equations to linear ensured assignment period equal to one. Cos 360 is 1, then degenerates into a linear equation.




External variables (for example, the first two lines)



  • line_1_power = 12 - the degree of the interpolation line. For trigonometric function of degree 2 corresponds to a sinusoid about constant. Grade 3 corresponds to a sinusoid about the inclined straight line. Degree 4 corresponds to a sinusoid or a square parabola around or about two sinusoids constants and so on. In this case with six 12 degree periods designated below corresponds to the function of the folded about 6 sinusoids constants.

  • line_1_leverage = 10 - interpolation shoulder. Analog averaging period. In particular, a first degree interpolation line fully corresponds to the classical EMA with a period twice.

  • line_1_interval = 1 - spacing between neighboring points involved in the calculation. Not to be confused with the shoulder. In particular, direct connects three points, two of them are adjacent and removed one at shoulder distance.

  • line_1_period_1 = 6 - period of a sine wave, if the trigonometric function. If the linear function is set to 1.

  • line_1_period_2 = 7.5

  • line_1_period_3 = 10

  • line_1_period_4 = 20

  • line_1_period_5 = ​​60

  • line_1_period_6 = 240

  • line_1_shift = 0 - shift indicator line. By default, lines are drawn based on the indentation on his shoulder.

  • XXXXXXXXXXXXXXXXXXXXXXXX1 = 2 - separator parameters different lines for clarity.

  • line_2_trend = 1 - calculating the direction of the line (-1) - averaging (1) - extrapolation.

  • line_2_power = 10 - the degree of the interpolation line. If other parameters - the same as averaging, the second line will pass through the point of opening last bar. Degrees 1001, 1002, 1003-1009, 1010 extrapolated function portion. This portion functions redrawn on each bar and serves only for visualization.

  • line_2_leverage = 8 - shoulder interpolation, each value of the indicator on the draws one point the remote at this arm, and is not redrawn, even to the extent of the bar, because it is based on the point of opening. In the case of degrees 1001, 1002, 1003-1009, 1010 specifies the length portion being drawn functions.


It may be a combination of external parameters that are gone away from the line of the current price. The easiest way to discover the beginning of the schedule and see the character line. For example, the interpolation polynomial of degree greater than four in the indicator is mathematically possible, but fluctuations in the average line to quickly grow in amplitude, reminding resonance.


Video




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