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Re: [amibroker] Re: Clyde Lee's Hurst work (was N225 patterns)



PureBytes Links

Trading Reference Links

Have a look at this link......... it has the Hurst Channel code written
for Weath
Lab

 http://www.hurst-cycles.com/the_dominancy_envelope.htm

John



Fred wrote:

> 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.
>
> 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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