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Chuck and Corey,
The offending line of code is:
SetBarsRequired( 1000000, 1000000 );
The above line caused the 'Check' feature to issue a warning about
referencing 'future quotes'.
Regards,
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> Corey,
>
> 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?
> -----Original Message-----
> From: Corey Saxe [mailto:res1wgwl@x...]
> Sent: Saturday, February 07, 2004 5:30 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: 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
> ----- Original Message -----
> From: Ara Kaloustian
> To: 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
> Ara
>
>
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