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In a few hours it will appear in purebytes.com,amibroker archives,
including attachement.
Daily charts, always.
I will post the code, but, it is sloooow!
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Gordon" <amibroker@xxxx> wrote:
> Hi Dimitri,
>
> Of course, the attachment wasn't saved by Yahoo groups. Could you
> please either upload the afl you are using on Dell (daily chart?)
or
> add the gif to files. Thanks much.
>
> Gordon
> --- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis"
<TSOKAKIS@xxxx>
> wrote:
> > 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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