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Burhay Vlad Burhay Vlad 21.04.2017

Empirical Mode Decomposition

An empirical mode decomposition tool is way to determine a state of market either it is cycle or trend. It was first presented by John Ehlers and Ric Way. In order to filter market modes a bandpass is utilized, with respect to its wideness (trend) or narrowness (cycle). The crossovers of the line could be interpreted as entry signals for a promising trading strategy.

empirical mode decomposition for ptmc


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21.04.2017 11
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