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Sorry,
all the code are in traders tips on the web
http://www.traders.com/Documentation/FEEDbk_docs/Archive/112000/Trader
sTips/TradersTips.html
stephane
> 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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