Re: [amibroker] Determining cycles

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

Corey,
 
I just spent some time evaluating your code for 
Dominant cycle.
 
Nice piece of work. Testing with sinewaves, gave 
excellent results!
 
Now for the real task of creating and testing a 
system!
 
Ara
<BLOCKQUOTE dir=ltr 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  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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