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Ace,
I have not written any AFL, I use built-in functions in
DADiSP/SE2000 [www.dadisp.com] for this purpose.For example :
The Curvefit SPL directory contains functions for curve
fitting. The following functions are included:LFIT - Fits a
line to a series using the end points.PFIT - Performs Least
Squares Polynomial fitting with error statistics.SINFIT - Fits
y(x) = A + B * sin(C*x + D) using the FFT.SINTREND - Fits y(x) =
A + B*x + C * sin(D*x + E) using the FFT.[Copyright © 1995-2000 DSP
Development Corporation]
The SINTREND(W1)-TREND(W1) is a pure sinusoidal, since we
remove the linear and the curvilinear trend.[DADiSP uses arrays as we do in
amibroker] and may give the period/frequency. For complicated lines you may
easily see the FFT results with the built-in SPECTRUM() function .The curves
are nice BUT improper for any trading
attempt.[http://groups.yahoo.com/group/amibroker/message/59137]Dimitris
Tsokakis
PS If you do not receive mails let me know
[tsokakis@xxxxxxxxx] to post the explanatory gifs directly to your
address
Dmitris,Did you ever post any FFT or DFT code like you
mentioned in thosepast posts? Or the sinetrend() indictor you mentioned? I'd
love tochew on them.I used a program called O-Matrix to perform a
least squaresregression fit of A1*sin(w1)+A2*sin(w2)+....An*sin(wn) which
producedbeautiful dominancy envelopes, but I could never get something
tocalculate relevant periods very clearly. Your sinetrend idea
soundssimilar in nature.I used O-matrix to calculate the periods by
counting time betweenpeak to peak and trough to trough and compiling it into
a cumulativeprobability distribution, but while it did appear to work, this
datawas a little too erratic and left a lot up to the user's
choice.I'd love to see any cyclic codes you've developed as I've
beentinkering with these ideas for a couple of years now
myself.-ace
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