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<FONT face=Arial color=#0000ff
size=2>Corey,
<FONT face=Arial color=#0000ff
size=2>
Sorry
about the post with nothing in it... finger trouble!
<FONT face=Arial color=#0000ff
size=2>
Thank
you for converting the Ehlers code. I was about an hour into
converting my TradeStation version to AFL when your email arrived. I
went ahead and finished the conversion and the results match yours I'm
happy to use yours, but need to make a function out of it
first.
<FONT face=Arial color=#0000ff
size=2>
I hope
some of the guys (and gals) experiment with it a bit. I think it will add
value to anything with a lookback period, which is probably most
indicators.
<FONT face=Arial color=#0000ff
size=2>
Thanks
again!!
<BLOCKQUOTE dir=ltr
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Corey Saxe
[mailto:res1wgwl@xxxxxxxxxxx]Sent: Saturday, February 07, 2004 5:30
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Determining cycles
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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