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RE: [amibroker] Re: Correlation



PureBytes Links

Trading Reference Links

See
http://www.purebytes.com/archives/amibroker/2004/msg04622.html
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> 
wrote:
> 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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