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I have specifically compared DominantCycle formula from 3rd party
"indicator.dll" and Ehlers Dominant Cycle Period from AB library. I
tried the formula on several stocks; some results are 4 times
different; the minimum difference I have seen is twice. The dominant
cycle from "sbDC" in indicator.dll is always seems to be lower than
the one from the library. Hopefully Stephane Carrasset
(indicator.dll) can give some insight.
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxxx> wrote:
> the differences can come from various causes:
>
> Filter Algorith used
> Number of data points used ... takes about 200 bars for plot to stabilze
> The general composition of program. Not sure what exactly you are
comaring,
> but there are many variations Ehlers has proposed ... so you can see
what
> appears to be random results.
>
> Can't say one is better ... or worse than other ...
>
> Important fact is that data is in reasonable cycle mode only 15% to
20% of
> the time ... EHlers states that fact someplace....
>
> So caution must be used when looking at cycle analysis
>
> ----- Original Message -----
> From: "mmqp" <mmqp@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, September 15, 2005 10:22 AM
> Subject: [amibroker] Ehlers DC: 3rd Party DLL vs. code in Library.
>
>
> > Hello all,
> >
> > I have down loaded both version and comparing the result. They are
> > grossly difference. Has anyone seen this? Any explaination is
> > appreciated.
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
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