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Stephane,
It is the total [cumulative] error that should be minimum.
The idea of this Elementary Fourier Analysis [let us use EFA instead
of FFT, because FFT concept is a bit different...] refers to the
whole history of the oscillator.
Another procedure would be the Sum(error,per) to reflect the last per
days, but not for this moment.
If we have a faster code, we could add more sinusoidal summands and
drop the error below 1%.[!!]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<s.carrasset@xxxx> wrote:
> Dimitri,
>
> is it really important to keep lastvalue in
> error=LastValue(Cum(abs(y-detrend)));
>
> because in c++ I can write the code without lastvalue, but of
course the result s different
>
> stephane
>
> ----- Original Message -----
> From: DIMITRIS TSOKAKIS
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, May 13, 2004 9:42 AM
> Subject: [amibroker] Re: New file uploaded to amibroker
>
>
> Stephane,
> you may see now the comparison of my AFL Elementary Fourier
analysis
> and the usual FFT. There is a significant error decreament but,
the
> most important, a much better fundamental period approximation.
> The sample was 921 bars of the Nikkei C1=MA(RSI(50),100); and the
FFT
> analysis was executed in DaDisp_SE2000.
> Any suggestion to make my analysis faster would improve the
> sinusoidal approximation and would give an interesting T/A tool
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
> <s.carrasset@xxxx> wrote:
> > Dimitri, Perhaps I'll try to translate it in c++ (this WE) to
get
> it faster...
> > But as I see you turn to be a master in looping
> > I think you must have a look to c++ programming with ADK
because
> there is a math world that I would like to explore ( Adaptive
> simulated annealing) http://www.ingber.com
> >
> >
> > stephane
> > ----- Original Message -----
> > From: DIMITRIS TSOKAKIS
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Thursday, May 06, 2004 9:47 PM
> > Subject: [amibroker] Re: New file uploaded to amibroker
> >
> >
> > Note also, to avoid any confusion, that it is pure sinusoidal
> > analysis and has nothing to do with FFT, the 512 or 1024 or
2^n
> > points, the well known end point problems etc.
> > I believe the sinusoidal trend gives interesting info in
> combination
> > with the [available in AFL syntax] linear trend.
> > Dimitris Tsokakis
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> <TSOKAKIS@xxxx>
> > wrote:
> > > Stephane,
> > > Any ideas to make it shorter will be much appreciated !!
> > > We should *do* something instead of waiting and waiting
[and I
> hope
> > > you agree...]
> > > Dimitris Tsokakis
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
> > > <s.carrasset@xxxx> wrote:
> > > > Ouah!!
> > > > Dimitri, don't know how many loops you have written, it
takes
> at
> > > least 2 minutes to be plotted on my "old" computer...
> > > > it seems here we find an usage of c++
> > > >
> > > > stephane
> > > > ----- Original Message -----
> > > > From: amibroker@xxxxxxxxxxxxxxx
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Sent: Thursday, May 06, 2004 9:48 AM
> > > > Subject: [amibroker] New file uploaded to amibroker
> > > >
> > > >
> > > >
> > > > Hello,
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