Re: [amibroker] Determining cycles

["Corey Saxe" <res1wgwl@xxxxxxxxxxx>]

Chuck,
 
That's an interesting find.
 
I don't have any Refs in it. Will have to check the loops, but 
AB usually errors if loops look where data doesn't exist.
TJ has noted before that the looking into the future feature 
isn't right 100% of the time.
 
Thanks,
-CS
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=chuck_rademacher@xxxxxxxxxx 
  href="">Chuck Rademacher 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, February 07, 2004 11:59 
  AM
  Subject: RE: [amibroker] Determining 
  cycles
  
  <FONT face=Arial color=#0000ff 
  size=2>Corey,
  <FONT face=Arial color=#0000ff 
  size=2> 
  When 
  I used your code (or mine) for the HilbertPeriod thingie, AB thinks that we 
  are looking into the future.  Any idea where to look for the 
  problem?
  <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: <A 
    href="">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 
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