|
PureBytes Links
Trading Reference Links
|
----- Original Message -----
From: "Fred" <<A
href=""><FONT
size=2>fctonetti@xxxxxxxxx<FONT
size=2>>
To: <<A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx<FONT
size=2>>
Sent: Thursday, November 20, 2003 3:07
PM
Subject: [amibroker] Re: Clyde Lee's Hurst work (was
N225 patterns)
> Howard,> > I can probably convert
whatever you have ...> > What do you have that you'd be willing to
share ...> > Regarding Hurst's stuff in general I'm in the process
of trying to > write something now utilizing polynomial equation
derivation via a > least aquares fit & Gauss-Jordan
elimination. This of course will > have to be followed by some
other tooling for DE's, FLD's & > Periodograms i.e. it won't be ready
later today, but I at least have > the first few parts under
control.
Would Fourier be the simplest way
to go for cycle finding? That's what I was thinking of since I suspect
some ready-to-go code is laying around. Anyway, fitting the CMA is
key. By the way, are you aware that the sigma bands are not standard
deviation but rather % deviation from the CMA, a common black hole of
confusion that I fell into. So you ask why call them sigma bands. To
which I respond ??????????
<FONT
size=2>> > Fred> > --- In
<FONT
size=2>amibroker@xxxxxxxxxxxxxxx,
"Howard Bandy" <<FONT
size=2>howardbandy@x...> >
wrote:> > Hi Fred -> > > > > >
> > I've been following Clyde Lee for several years, and am impressed
> with much> > of his work. He has openly posted some of
his algorithms as elas > and elss.> > Others are for paid
subscribers. If I still had TradeStation > installed on>
> my computer, I would be happy to translate the code that Clyde has >
freely> > posted, but I do not. Are there others on this board
who could do > that for> > us all?> > >
> > > > > Thanks,> > > > Howard
> > > > > > > > -----Original
Message-----> > From: Fred [mailto:fctonetti@xxxx] > > Sent:
Wednesday, November 19, 2003 9:12 AM> > To: <A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx<FONT
size=2>> > Subject: [amibroker] Re: ^N225 patterns> > >
> > > > > Gary,> > > > Clyde is
a pretty talented individual and I have some of > > his .ela's/.els's
that I came by somehow and although his Hurst > > oriented stuff is
interesting, imho it doesn't really do the job > > although it
wouldn't be a horrible place to start.> > > > His main site
is here ... <A
href=""><FONT
size=2>http://www.theswingmachine.com
which > > includes some Hurst and other sorted tools which are
interesting.> > > > --- In <A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx, "Gary
A. Serkhoshian" > > <<A
href=""><FONT
size=2>serkhoshian777@x...>
wrote:> > > If anyone is interested there is a guy in Houston that
has a > > yahoogroup with a focus on Hurst and other cyclic
analysis. > > Unfortunately, it's all done in Tradestation ela,
and most of the > > elas are not free. Would be nice to see this
functionality in AFL, > > but even after reading Hurst's book it is a
bit outside my realm of > > programming skills.> >
> > > > <A
href=""><FONT
size=2>http://groups.yahoo.com/group/swingmachine/<FONT
size=2>> > > > > > Regards,> > >
Gary> > > > > > Fred <<A
href=""><FONT
size=2>fctonetti@x...>
wrote:> > > Bill,> > > > > > Have you
done any work in this area ?> > > > > > It would
appear ?! that Hurst's centerline is built by > determining > >
> the relatively recent dominant cycle length(s) as input to fading >
> > memory nth-order polynomial(s).> > > > > >
Fred> > > > > > --- In <A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <<FONT
size=2>wd78@x...> >
wrote:> > > > > > > > ----- Original Message
----- > > > > From: "Owen Davies" <<A
href=""><FONT
size=2>owen5819@x...>> >
> > To: <<A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx<FONT
size=2>>> > > > Sent: Monday, November 17, 2003 10:37
AM> > > > Subject: Re: [amibroker] Re: ^N225 patterns>
> > > > > > > > > > > > Among other
interesting comments, wavemechanic wrote:> > > > >>
> > > > > ... and there is even a website for "wannabe"
Hurst/Sigma > > > programmers.> > > > > >
> > <FONT
size=2>http://www.hurst-cycles.com/
(roam around) and e-mail at> > > > <A
href=""><FONT
size=2>http://www.hurst-cycles.com/email-log.htm<FONT
size=2>> > > > > > > > >> > > >
> Hi, Bill. Could you give us a URL? I haven't seen that
one.> > > > >> > > > > Thanks.>
> > > >> > > > > Owen Davies> > >
> >> > > > >> > > > >> >
> > > Send BUG REPORTS to <A
href=""><FONT
size=2>bugs@x...> > > >
> Send SUGGESTIONS to <A
href=""><FONT
size=2>suggest@x...> > >
> > -----------------------------------------> > > > >
Post AmiQuote-related messages ONLY to: > <A
href=""><FONT
size=2>amiquote@xxxxxxxxxxxxxxx>
> > > > (Web page: <A
href=""><FONT
size=2>http://groups.yahoo.com/group/amiquote/messages/<FONT
size=2>)> > > > >
--------------------------------------------> > > > > Check
group FAQ at:> > > > <A
href=""><FONT
size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT
size=2>> > > > >> > > > > Your use of Yahoo!
Groups is subject to > > > <A
href=""><FONT
size=2>http://docs.yahoo.com/info/terms/<FONT
size=2>> > > > >> > > > >> > >
> > > > > > Yahoo! Groups Sponsor> > >
Send BUG REPORTS to <FONT
size=2>bugs@x...> > > Send
SUGGESTIONS to <FONT
size=2>suggest@x...> > >
-----------------------------------------> > > Post
AmiQuote-related messages ONLY to: <A
href=""><FONT
size=2>amiquote@xxxxxxxxxxxxxxx
> > > (Web page: <A
href=""><FONT
size=2>http://groups.yahoo.com/group/amiquote/messages/<FONT
size=2>)> > > -------------------------------------------->
> > Check group FAQ at: > > <A
href=""><FONT
size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT
size=2> > > > > > > Your use of Yahoo! Groups is
subject to the Yahoo! Terms of > > Service. > > >
> > > > > > --------------------------------->
> > Do you Yahoo!?> > > Protect your identity with Yahoo!
Mail AddressGuard> > > > > > > >
> > > > > > Yahoo! Groups Sponsor> >
> > > > > > ADVERTISEMENT> >
> > > <<A
href=""><FONT
size=2>http://rd.yahoo.com/SIG=12cu89ij9/M=267637.4116719.5338353.1261774/D<FONT
size=2>=> egroup> > >
web/S=1705632198:HM/EXP=1069344829/A=1853618/R=0/*http:/www.netflix.co>
m/Defa> > ult?mqso=60178338&partid=4116719> click here>
> > > > > > > <<A
href=""><FONT
size=2>http://us.adserver.yahoo.com/l<FONT
size=2>?> M=267637.4116719.5338353.1261774/D=egroupmai> >
l/S=:HM/A=1853618/rand=816080300> > > > > > >
Send BUG REPORTS to <FONT
size=2>bugs@x...> > Send
SUGGESTIONS to <FONT
size=2>suggest@x...> >
-----------------------------------------> > Post AmiQuote-related
messages ONLY to: <A
href=""><FONT
size=2>amiquote@xxxxxxxxxxxxxxx
> > (Web page: <A
href=""><FONT
size=2>http://groups.yahoo.com/group/amiquote/messages/<FONT
size=2>)> > --------------------------------------------> >
Check group FAQ at:> > <A
href=""><FONT
size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT
size=2> > > > > Your use of Yahoo! Groups is subject to the
Yahoo!> > <<A
href=""><FONT
size=2>http://docs.yahoo.com/info/terms/<FONT
size=2>> Terms of Service.> > >
------------------------ Yahoo! Groups Sponsor
---------------------~-->> Buy Ink Cartridges or Refill Kits for your
HP, Epson, Canon or Lexmark> Printer at MyInks.com. Free s/h on orders
$50 or more to the US & Canada.> <A
href=""><FONT
size=2>http://www.c1tracking.com/l.asp?cid=5511<FONT
size=2>> <A
href=""><FONT
size=2>http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM<FONT
size=2>>
---------------------------------------------------------------------~->>
> Send BUG REPORTS to <A
href=""><FONT
size=2>bugs@xxxxxxxxxxxxx> Send
SUGGESTIONS to <A
href=""><FONT
size=2>suggest@xxxxxxxxxxxxx>
-----------------------------------------> Post AmiQuote-related messages
ONLY to: <FONT
size=2>amiquote@xxxxxxxxxxxxxxx
> (Web page: <A
href=""><FONT
size=2>http://groups.yahoo.com/group/amiquote/messages/<FONT
size=2>)> --------------------------------------------> Check
group FAQ at: <A
href=""><FONT
size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT
size=2> > > Your use of Yahoo! Groups is subject to
<FONT
size=2>http://docs.yahoo.com/info/terms/<FONT
size=2> > >
Yahoo! Groups Sponsor
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|