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Fred,
Wednesday, February 18, 2004, 12:01:09 AM, you wrote:
F> You don't have to derive the formulae, you only have to apply it ...
F> A look into Hurst's work will put you on the right track and
F> Numerical Recipes can get you MOST of the rest of the way there if
F> you are interested.
I've read Hurst's book, and have heard that the course doesn't add
that much unless you plan to rely on / trade almost exclusively,
cycles, which I don't. They are just another input for me...
I took a run at a plugin and AFL combination to do a MEM extrapolation
in the past using the Numerical Methods C code (before AB loops).
Unfortunately, the extrapolated data flattened out fairly quickly and
didn't seem to reflect the cycles properly. Without a real
understanding of the math behind the method, I had no idea why and
abandoned the effort. At some point, I may go back and try again with
"Cubic Splines", but it sounds ugly ;) I was just hoping one of the
folks here that live and breath math may get an itch to give it a
go...
(Not to mention the pain of shifting the bars to the left in AB to
allow the future display, thus making the date axis useless.)
--
Best regards,
Joe
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