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Re: v2v dynamic system

nathanvbasko, Mon Aug 07, 2023 4:33 pm

dynamic MyNET Singular Spectrum Analysis (SSA)

Due to a previously identified issue, I finally found and resolved what causes it »» RMA phase accumulation of MACD.
Updated the default parameter values... As a result,
please make use of the templates provided.
SSA normally recalculates... Even more noticeable inside dynamic MyNET architecture.
Below code snippet shows an updated SSA's embedded parameter calculation:

Code: Select all

if(workSSA == ON) {//SSA calc
   double ssaIn[]; 
   double ssaOut[];
   int SSALag                        = workMTF != ON ? 21 : (global.period < 14 ? 14 : 9);
   int SSANumberOfComputations       = workMTF != ON ? 2 : 1;
   int SSAPeriodNormalization        = global.vhf == ON ? (int)global.vperiod : global.period;
   
   ChkPeriod(SSAPeriodNormalization,SSALag); //Check if SSALag < SSAPeriodNormalization... Else swap their value
   
   int SSANumberOfBars               = workMTF != ON ? MathMax(300,(MinBars/2)-100) : MathMax(150,(MinBars/3)-50);
   int FirstBar                      = workMTF != ON ? MathMax(400,MinBars/2) : MathMax(200,MinBars/3); 
   if (i<=FirstBar){
      int ssaBars = MathMin(Bars-i,SSANumberOfBars);
      if (ssaBars<SSALag) continue;
         if (ArraySize(ssaIn) != ssaBars){
            ArrayResize(ssaIn ,ssaBars);
            ArrayResize(ssaOut,ssaBars);
         }
         ArrayCopy(ssaIn,my,0,i,ssaBars);

      fastSingular(ssaIn,ssaBars,SSALag,SSANumberOfComputations,ssaOut);
      net[i] = DivZero(ssaOut[0],global.netDenom);
   }
} //End SSA calc


New users MUST read and follow these STEPS.
New templates (a must) ...with stripped template (
v2v_simple.tpl)
You can download and read more about the system by clicking »»
HERE
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