[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Determining cycles



PureBytes Links

Trading Reference Links

Hello,

it will be great if you can email me ( on yahoo adress) all the 
formula in Tradestation of Ehlers stuff. I would like to update the 
Ehlers dll.

stephane





<chuck_rademacher@x> wrote:
> Thanks, Phsst.
> 
> I am using Corey's code with great success and I was a bit 
concerned about
> "future leak".   I couldn't see where it was happening and didn't 
really
> take the time to investigate.   I just liked the results I was 
getting.
> 
> Corey, I'm hoping that you see this email as I have a couple of 
questions
> for you.
> 
> 1.  Can you tell me what is going on with "Periods2" and "a"?   I 
see you
> have them as Param statements, but can you recommend defaults.   If 
I do
> understand what you are doing with Periods2, your default of "5" 
seems a bit
> low.   Espeicially in light of your comment about "Periods < 9 are 
NOT
> reliable".   Or is that referring to some other variable?
> 
> 2.  You seem to have built-in two smoothing techniques (Smoother1 
and
> Smoother2).  Can you tell me more about the logic behind these?
> 
> 
> Thanks.
>   -----Original Message-----
>   From: Phsst [mailto:phsst@x...]
>   Sent: Saturday, February 07, 2004 10:00 PM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] Re: Determining cycles
> 
> 
>   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
>   >
>   >
>   >     Send BUG REPORTS to bugs@xxxx
>   >     Send SUGGESTIONS to suggest@xxxx
>   >     -----------------------------------------
>   >     Post AmiQuote-related messages ONLY to: 
amiquote@xxxxxxxxxxxxxxx
>   >     (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>   >     --------------------------------------------
>   >     Check group FAQ at:
>   > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>   >
>   >
>   >
>   >     Send BUG REPORTS to bugs@xxxx
>   >     Send SUGGESTIONS to suggest@xxxx
>   >     -----------------------------------------
>   >     Post AmiQuote-related messages ONLY to: 
amiquote@xxxxxxxxxxxxxxx
>   >     (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>   >     --------------------------------------------
>   >     Check group FAQ at:
>   > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>   >
>   >
>   >           Yahoo! Groups Sponsor
>   >                 ADVERTISEMENT
>   >
>   >
>   >
>   >
>   >
>   >
>   ------------------------------------------------------------------
--------
> --
>   >     Yahoo! Groups Links
>   >
>   >       a.. To visit your group on the web, go to:
>   >       http://groups.yahoo.com/group/amibroker/
>   >
>   >       b.. To unsubscribe from this group, send an email to:
>   >       amibroker-unsubscribe@xxxxxxxxxxxxxxx
>   >
>   >       c.. Your use of Yahoo! Groups is subject to the Yahoo! 
Terms of
>   > Service.
> 
> 
> 
>   Send BUG REPORTS to bugs@xxxx
>   Send SUGGESTIONS to suggest@xxxx
>   -----------------------------------------
>   Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
>   (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>   --------------------------------------------
>   Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> 
> 
>         Yahoo! Groups Sponsor
>               ADVERTISEMENT
> 
> 
> 
> 
> 
> --------------------------------------------------------------------
--------
> --
>   Yahoo! Groups Links
> 
>     a.. To visit your group on the web, go to:
>     http://groups.yahoo.com/group/amibroker/
> 
>     b.. To unsubscribe from this group, send an email to:
>     amibroker-unsubscribe@xxxxxxxxxxxxxxx
> 
>     c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service.



Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
     http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
     amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
     http://docs.yahoo.com/info/terms/