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[amibroker] Re: Polynomial Trendlines



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Fred:

Thanks for your posts and all of the information concerning the 
Polynomial Trendlines.  When I run the code, I pretty much just get 
a straight green line; it does not fit my data.  I thought I had 
read all of the posts.  Am I missing something? 

Thanks.

Dan
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> Be AWARE ... that was a hand picked image ... if you play with 
> PolyFit you will see that sometimes data fits the extrapolations, 
> sometimes it doesn't.
> 
> The higher the order, the flakier the extrapolations are likely to 
> become ...
> 
> So ... Remember what it is ... a generator of an equation in the 
form 
> 
> Y = a + bx + cx^2 + ... + nx^(n-1)
> 
> Where the coeeficients were pick to fit the data.
> 
> IMHO what PolyFit is, epecially with very high orders is a very 
good 
> detrender of IN SAMPLE data, nothing more, nothing less ... That 
in 
> and of itself is a useful tool ... Gaussian Elimination can also 
be 
> the basis for some other things that are pretty decent when the 
order 
> is kept fairly low i.e. 3 or 4 ...
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@> wrote:
> >
> > Polynomial TrendlinesFred,
> > 
> > There have been a lot of posting on this subject.  Your one 
image 
> however is a very powerful message of its potential.
> > 
> > Now I have to go back and review all the post ... hoping to find 
a 
> good reference to study.
> > 
> > Anyone using it succesfully now?
> > 
> > Ara
> >   ----- Original Message ----- 
> >   From: Fred Tonetti 
> >   To: amibroker@xxxxxxxxxxxxxxx 
> >   Sent: Tuesday, October 03, 2006 3:32 PM
> >   Subject: [amibroker] RE: Polynomial Trendlines
> > 
> > 
> >   Oops .
> > 
> >    
> > 
> >   Meant to include this visual .
> > 
> >    
> > 
> >   Green is calculated . White is extrapolated .
> > 
> >    
> > 
> >    
> > 
> > 
> > 
> > -----------------------------------------------------------------
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