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Here is my first attempt to remove the Linear and then
the Sinusoidal trend.
I used a relatively slow oscillator, the
C1=MA(RSI(50),200) [the black line]
The sample was the recent 803 bars of DELL
For a curve y the criterion was to minimize the Cum(abs(y-C1))
for the whole range.
The Linear trend was yL=A+B*x
The sinusoidal trend was
yS=A0+B0*sin(2*pi*(1/per)*x+phi)
B0 is the amplitude
per is the period
phi is the phase [in this example was expressed in multiples
of pi/12]
The analysis give a fundamental period of 508 bars.[the green
line]
Due to the 2-parametric[for the linear] and 3-parametric
[for the sinusoidal] loops the result takes time to appear.
We need a faster method to study this interesting
subject !!
See in the att. gif the comparison of amibroker [first approx]
graph with the final DADiSP [using FFT] graph.
Dimitris Tsokakis
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