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Bill:
I purchased the read-only version of the Metastock Developer's
Kit ($250) and am forbidden to share MetaStock dll's with other people
as I understand the Equis agreement. (I know definitely that I can't
sell anything.)
And I don't have this implemented in Amibroker but will try to
sometime this weekend. Be glad to supply a copy of the code when it's
completed if someone else hasn't done so already.
a
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <wd78@xxxx> wrote:
> Aequalsz:
>
> It sounds like you have made some good progress. Would it be
possible for
> you to either post or send me the source code for the dll?
>
> Bill
>
>
> ----- Original Message -----
> From: "aequalsz" <aequalsz@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, September 23, 2003 12:55 PM
> Subject: [amibroker] Re: Polynomial fit
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <wd78@xxxx> wrote:
> > Stephane:
> >
> > I am not referring to a smoothing function (e.g., Gaussian) but
> rather
> > fitting data(x, y) to a polynomial equation of degree k.
> Essentially what
> > the POLYNOMIAL function in Excel does. In that case, Excel uses a
> least
> > squares fit of the data to a polynomial of degree k.
> > Bill
> >
> > ----- Original Message -----
> > From: "Stephane Carrasset" <nenapacwanfr@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Tuesday, September 23, 2003 11:45 AM
> > Subject: [amibroker] Re: Polynomial fit
> >
> >
> > Hi bill,
> >
> > do you refer to :"
> > The Gaussian average are computed according to Ehlers ( Easy
> Language
> > Code)
> > One Pole: f = fÑg + (1-fÑ)f[1]
> > Two Poles: f = fÑ2g + 2(1-fÑ)f[1] - (1-fÑ)2f[2]
> > Three Poles: f = fÑ3g + 3(1-fÑ)f[1] - 3(1-fÑ)2f[2] +
> (1-fÑ)3f[3]
> > Four Poles: f = fÑ4g + 4(1-fÑ)f[1] - 6(1-fÑ)2f[2] +
> 4(1-fÑ)3f[3] - (1-
> > fÑ)4f[4]
> >
> > or anything else?
> >
> > Stephane
> >
> > > Is anyone aware of code for producing a polynomial fit of price
> > data, moving
> > > average, etc. written in a translatable language (e.g.,
> Metastock)?
> > >
> > > Thanks.
> > >
> > > Bill
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
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> >
> > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
>
> Aequalsz has a linear and quadratic least squares fit in MetaStock
> which was implemented via the MS Developer's Kit in a C++ dll.
>
> The linear ls is similar to what you see here and in MS, but the
> quadratic ls contains quite a few more terms, so it's useful to cast
> the problem in terms of matrix algebra. You would then need access
> to matrix routines like a solver, triple matrix products, etc.
>
> Using the quadratic ls routine - so far at least - has not convinced
> me that it yields a particularly good representation of a stock
price
> to forecast future prices. And a higher degree polynominal would
seem
> even more "iffy" to me.
>
> a
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
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> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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