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Ace,
Have you considered John Ehler's
method.
Code in attachment provided by Corey
Saxe
Love to see your work
Ara
----- Original Message -----
From: <A
title=res1wgwl@xxxxxxxxxxx href="">Corey Saxe
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, February 07, 2004 2:30 AM
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
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Ara Kaloustian
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">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
AraSend BUG REPORTS to
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Attachment:
Ehlers Hilbert Period (11-00).afl
Attachment:
Description: "Description: Binary data"
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