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Joe and Bill,
I've used cubic splines in a far different context--doubt that AFL would
flow freely 8<(
The complete WealthLab code
http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/tradingsystem seems to not
only project the CMA but also extract the required cycle info a la Elhers'
MESA.
This too is hardly my cup of tea--maybe someone who's more into FIRs,IIRs,
and the Hilbert transform will volunteer.
Bob
-----Original Message-----
From: Joe Maywood [mailto:jmaywood@xxxxxxxxxxx]
Sent: Thursday, February 12, 2004 5:13 AM
To: Bob Jagow
Subject: Re: [amibroker] Sigma Bands
Bob,
Thursday, February 12, 2004, 1:17:23 AM, you wrote:
BJ> Clyde == Swing Machine.
BJ> Cubic splines will outperform a single polynomial of any order.
BJ>
BJ> Bob
FWIW, it was my comment on SwingMachine / Clyde.
Do you know "cubic splines" well enough to code a function / routine?
I, for one, would love to have something like that...
Thanks.
--
Best regards,
Joe
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