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Bill,
To follow up the last post if you are interested in progressing using
code that is "laying around" per se have a look here ...
http://lib-www.lanl.gov/numerical/bookfpdf.html
in sections 13.4 and/or 13.7
The routines are in Fortran 77 which is not horrible to convert to
AFL but for some of the routines be prepared to either write a dll or
to use the xxABTool or the Osaka functions ...
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> Re: FFT's ... In a word ... yes, either via one of the choices in
> that realm or by spectral analysis either of which should produce a
> periodogram or dominant cycle(s) see Ehler's MESA for example
and/or
> Hilbert Transforms. I sent another post that relates to Hurst's
CMA
> of sorts with an attachment from some work I've been playing with
but
> it hasn't shown up yet.
>
> With regards to % Deviation, I can't say I KNOW anything at this
> juncture, I'm just plodding along building the routines I know I'm
> gonna need and testing them to see that they work. If nothing else
> I'll get some interesting ones to use for other stuff.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <wd78@xxxx> wrote:
> >
> > ----- Original Message -----
> > From: "Fred" <fctonetti@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > 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 ??????????
> >
> > >
> > > Fred
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Howard Bandy"
> <howardbandy@xxxx>
> > > 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@x...]
> > > > Sent: Wednesday, November 19, 2003 9:12 AM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > 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 ... http://www.theswingmachine.com which
> > > > includes some Hurst and other sorted tools which are
> interesting.
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
> > > > <serkhoshian777@xxxx> 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.
> > > > >
> > > > > http://groups.yahoo.com/group/swingmachine/
> > > > >
> > > > > Regards,
> > > > > Gary
> > > > >
> > > > > Fred <fctonetti@xxxx> 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 amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <wd78@xxxx>
> > > wrote:
> > > > > >
> > > > > > ----- Original Message -----
> > > > > > From: "Owen Davies" <owen5819@xxxx>
> > > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > > 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.
> > > > > >
> > > > > > http://www.hurst-cycles.com/ (roam around) and e-mail at
> > > > > > http://www.hurst-cycles.com/email-log.htm
> > > > > >
> > > > > > >
> > > > > > > Hi, Bill. Could you give us a URL? I haven't seen
that
> one.
> > > > > > >
> > > > > > > Thanks.
> > > > > > >
> > > > > > > Owen Davies
> > > > > > >
> > > > > > >
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