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----- Original Message -----
From: "Fred" <<A
href=""><FONT
size=2>ftonetti@xxxxxxxxxxxxx<FONT
size=2>>
To: <<A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx<FONT
size=2>>
Sent: Friday, November 21, 2003 10:30
AM
Subject: [amibroker] Re: Hurst
work
> Are you a WL user and have you translated what's
there to AFL ? A > cusory look indicates they've take somewhat of a
simplistic approach > but I'd have to look at it mor
thoroughly.
I have not looked at the code since
September, but at that time this was the historical development by
"aceofspades." There might be some more progress since then. Also,
as a benchmark, would you be interested in some of Maggio's
work?
<TABLE borderColor=#63659c
borderColorDark=#63659c cellPadding=2 width="100%" borderColorLight=#63659c
border=2>
<FONT
size=2>Name
<FONT
size=2>Author
<FONT
size=2>Created
<FONT
size=2>TimesBookmarked
<FONT
size=2>CommunityVotes
<FONT
size=2>Complexity
<FONT
size=2>Originality
<FONT
size=2>Tradability
<FONT
size=2>Profitability
<TD vAlign=top borderColor=#fff7f7 width="31%"
bgColor=#fffff0><IMG alt=Bookmarked
src=""
border=0> <A
href=""><FONT
size=2>DE: Hurst Dominancy Envelope Using 2-pole Butterworth Filter,
v1.0
<TD vAlign=top borderColor=#fff7f7 width="11%"
bgColor=#fffff0><IMG alt="Seasoned Analyst"
src=""
border=0><A
href=""><FONT
size=2>aceofspades
<TD vAlign=top borderColor=#fff7f7 align=right width="10%"
bgColor=#fffff0>5/5/2003
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>22
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>1 <A
href=""><FONT
size=2>(Rank)
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>7.0
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>9.0
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>
<TD vAlign=top borderColor=#fff7f7 width="31%"
bgColor=#e9e9e9><IMG alt=Bookmarked
src=""
border=0> <A
href=""><FONT
size=2>DE: Hurst Dominancy Envelope Using 2x Smoothed
MA's
<TD vAlign=top borderColor=#fff7f7 width="11%"
bgColor=#e9e9e9><IMG alt="Seasoned Analyst"
src=""
border=0><A
href=""><FONT
size=2>aceofspades
<TD vAlign=top borderColor=#fff7f7 align=right width="10%"
bgColor=#e9e9e9>4/27/2003
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>32
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>1 <A
href=""><FONT
size=2>(Rank)
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>7.0
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>10.0
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>
<TD vAlign=top borderColor=#fff7f7 width="31%"
bgColor=#fffff0><IMG alt=Bookmarked
src=""
border=0> <A
href=""><FONT
size=2>DE: Hurst Dominancy Envelope Using 2x Smoothed MA's,
v1.1
<TD vAlign=top borderColor=#fff7f7 width="11%"
bgColor=#fffff0><IMG alt="Seasoned Analyst"
src=""
border=0><A
href=""><FONT
size=2>aceofspades
<TD vAlign=top borderColor=#fff7f7 align=right width="10%"
bgColor=#fffff0>5/3/2003
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>26
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>1 <A
href=""><FONT
size=2>(Rank)
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>7.0
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>9.0
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>
<TD vAlign=top borderColor=#fff7f7 width="31%"
bgColor=#e9e9e9><IMG alt=Bookmarked
src=""
border=0> <A
href=""><FONT
size=2>DE: Hurst Dominancy Envelope Using 4-pole Gaussian Filter,
v1.0
<TD vAlign=top borderColor=#fff7f7 width="11%"
bgColor=#e9e9e9><IMG alt="Seasoned Analyst"
src=""
border=0><A
href=""><FONT
size=2>aceofspades
<TD vAlign=top borderColor=#fff7f7 align=right width="10%"
bgColor=#e9e9e9>6/10/2003
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>13
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>0 <A
href=""><FONT
size=2>(Rank)
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>
<TD vAlign=top borderColor=#fff7f7 width="31%"
bgColor=#fffff0><IMG alt=Bookmarked
src=""
border=0> <A
href=""><FONT
size=2>DE: Near Real-time Hurst DE
<TD vAlign=top borderColor=#fff7f7 width="11%"
bgColor=#fffff0><IMG alt="Seasoned Analyst"
src=""
border=0><A
href=""><FONT
size=2>aceofspades
<TD vAlign=top borderColor=#fff7f7 align=right width="10%"
bgColor=#fffff0>4/25/2003
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>7
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>1 <A
href=""><FONT
size=2>(Rank)
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>6.0
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>8.0
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#fffff0>
<TD vAlign=top borderColor=#fff7f7 width="31%"
bgColor=#e9e9e9><IMG alt=Bookmarked
src=""
border=0> <A
href=""><FONT
size=2>Total Cyclic Package v3.0 (Centered SMA)
<TD vAlign=top borderColor=#fff7f7 width="11%"
bgColor=#e9e9e9><IMG alt="Seasoned Analyst"
src=""
border=0><A
href=""><FONT
size=2>aceofspades
<TD vAlign=top borderColor=#fff7f7 align=right width="10%"
bgColor=#e9e9e9>7/9/2003
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>32
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>2 <A
href=""><FONT
size=2>(Rank)
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>9.0
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>9.0
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9>5.0
<TD vAlign=top borderColor=#fff7f7 align=right width="8%"
bgColor=#e9e9e9><FONT
size=2>5.0<FONT
size=2>> > --- In <A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx,
"hagus99se" <<FONT
size=2>hans.gustavsson@x...>
> wrote:> > Link for cycles formulas regarding Hurst
<FONT
size=2>http://www.wealth-> >
lab.com/cgi-bin/WealthLab.DLL/viewfamily?family=Cycles> > >
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