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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
> >
> >
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