Re: [amibroker] Determining cycles

["Corey Saxe" <res1wgwl@xxxxxxxxxxx>]

Ara,
 
I use dynamic periods for nearly everything. To suppose that a 
market is always and forever going to cycle at say, 21 days is 
absurd.
 
Hence, why I supported dynamic parameter input for various 
functions and indicators.
 
Something I've been tweaking is included.
 
Note that each indicator or metric that you desire 
to measure has its own sweet-spot which will be a multiple (or fraction) of the 
resulting cycle frequency.
For instance, If you want to use cycle period input to the 
MACD, you may find that it works best if the input periods are multiplied by 
0.67, but maybe RSI works best if the cycle periods are multiplied by 
0.5.
 
Don't bother with FFT. The deficiencies are vast. Dennis 
Meyers did a series of articles a few years ago in Futures mag, and described 
many of the failures of FFT to work on market prices because of the 
constant variability of the current cycle periods.
 
-CS
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Ara Kaloustian 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">Ami-Main 
  Sent: Friday, February 06, 2004 11:43 
  AM
  Subject: [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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