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hello Richard,
I have read this paper in the past, the kalmmann filter is something
else
stephane
> I wonder if this is an implementation of the Kalman filters in
Ehlers'
> Optimal Tracking Filter Paper? The abstract to the TASC article
doesn't
> provide enough information to decide. (don't suppose you have the
pdf
> file...)
>
> In case you are not aware of it, Ehlers MESA site is loaded with
good
> information - of the Ehlers flavor, in particular
>
> http://www.mesasoftware.com/pub/index.html
>
> I suspect the Optimal Tracking Filters paper is related - although
I have
> not attempted to compare the EasyLanguage codes.
>
>
> btw: PREV isn't intuitive to me at all - I've never used it?
intuition is
> learned :) I don't want to start a religious jihad, but I find a
Mac
> non-intuitive also....
>
> Cheers,
>
> Richard
> ----- Original Message -----
> From: "Herman van den Bergen" <psytek@xxxx>
> To: "AmiBroker" <amibroker@xxxx>
> Sent: Saturday, June 22, 2002 8:21 AM
> Subject: [amibroker] Optimal Detrending by John F. Ehlers
>
>
> > Re: http://store.traders.com/traderscom/v12029opdetb.html
> >
> > Hello,
> >
> > Has anybody succeeded in coding the Optimum Detrending/Smoothing
> > function/oscillator published in TASC (July, 2000, p20) in AFL?
> >
> > This appears an application for the AMA or AMA2 but I still have
no
> > intuitive appreciation of their use :-( I still dream of a more
intuitive
> > AFL syntax equivalent for "Prev" - but faster :-)
> >
> > The EasyLanguage formula is given as:
> >
> > S1 = 0.13785;
> > S2 = 0.0007;
> > S3 = 0.13785;
> > S4 = 1.2103;
> > S5 = 0.4867;
> > Price = (H+L)/2;
> >
> > Smooth = S1 * (2*Price-Price[1]) +
> > S2 * (2*Price[1]-Price[2]) +
> > S3 * (2*Price[2]-Price[3]) +
> > S4 * (Smooth[1]-S5*Smooth[2]);
> >
> > Any help would be much appreciated!
> >
> > Have a great day,
> > Herman.
> >
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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