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RE: [amibroker] Determining cycles



PureBytes Links

Trading Reference Links

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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