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<FONT face=Arial color=#0000ff
size=2>Ara,
<FONT face=Arial color=#0000ff
size=2>
I've
used various tools for measuring cycle length and then used the calculated cycle
length to determine which parameter set to use in a dynamically adjusted
system. The obvious system that comes to mind when considering this
approach is the basic moving average crossover. Since moving
averages (reputedly) work best when using 1/2 the cycle length, the methodology
is pretty straight forward. You have prompted me to resurrect my
research in this area to be used for my market timing tools.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Ara Kaloustian
[mailto:ara1@xxxxxxxxxx]Sent: Friday, February 06, 2004 2:44
PMTo: Ami-MainSubject: [amibroker] Determining
cycles
Has anyone used cycle length determined
dynamically and used to set parameters for each run?
I considered using Fast Fourier Transform... am
open to any other suggestions
If it works one can produce constantly optimzed
system ... geting close to the"holly grail"
Thanks
AraSend BUG REPORTS to
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