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Bob:
I don't see Hilbert stuff and after a quick look
through WealthLab-ignorant eyes I'm not sure how he is extrapolating/projecting
(as opposed to offsetting) or taking sigma of the % change. The
WealthLab code that seems to have its act together tackled the more difficult
cycle problem of Hurst channels. It uses some built-in WealthLab
functions (e.g., Hilbert transform instantaneous period) and one of Hurst's CMA
projection techniques - 3-point least-square-error parabolic (indicates
that will be beefed up in future). The code is
at:
<A
href="">http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=19072
Because of the built-in functions it will obviously
take a bit more than a simple translation to implement in AFL. Based on
the website chart, it appears that WealthLab does not permit drawing into the
future which is where the Hurst analysis becomes quite useful and where sigma
bands fall short (unless perhaps one wants to project the bands as in Hurst
channel land). A nice exercise for those that dabble in this type of stuff
(e.g., EE, AE, etc.).
Bill
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Bob Jagow
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, February 12, 2004 8:28
PM
Subject: RE: [amibroker] Sigma
Bands
Joe and Bill,I've used cubic splines in a far different
context--doubt that AFL wouldflow freely 8<(The complete WealthLab
code<A
href="">http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/tradingsystem
seems to notonly 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
AMTo: Bob JagowSubject: Re: [amibroker] Sigma
BandsBob,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>
BobFWIW, 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, JoeSend BUG REPORTS to <A
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