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[amibroker] Re: Ehlers DC: 3rd Party DLL vs. code in Library.



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Stephane,

Thanks for looking into it.

--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<s.carrasset@xxxx> wrote:
> Hello,
> 
> curently I am not trading,
> perhaps i'll have a look thiis week end not sure.
> 
> the c++ code of all Ehlers is included in a workspace in the file 
> section of amibroker dll group
> 
> 
> stephane
> 
> 
> > 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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