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Thanks Fred, I found a number of articles by Anthony Warren in S&C with
some codes in Basic which is frankly rather difficult to comprehend.
but the description was good enough to be able to code it in afl/scripts.
What I found of interest was his mentioning of perfiltering using moving
averages and resampling, aiming to remove high frequency noises, but no
mentioning of detrending ( = removing low frequency components)
any thoughts on that?
Paul.
_____
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Fred
Sent: Wednesday, 25 October 2006 10:59 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Polynomial Trendlines
Yes ... I have had it running in AFL / VBS for quite awhile ...
If you look at old ( 83 - 84 ) issues of TASC you'll note that there
were others using maximum entropy years before Ehler's first
mentioning it in public.
--- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com,
"Paul Ho" <paultsho@xxx> wrote:
>
> Fred,
>
> I finally realised that MIMA doesn't really use Mesa but Hilbert
transform.
> Mr Ehlers never discussed the algorithm of Mesa except he sells it
as a
> software package. But I did find something on nr
>
> http://www.library. <http://www.library.cornell.edu/nr/bookcpdf/c13-7.pdf>
cornell.edu/nr/bookcpdf/c13-7.pdf
>
>
>
> Have you had a look?
>
>
>
> Paul.
>
> _____
>
> From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com
[mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com]
On Behalf
> Of Fred
> Sent: Wednesday, 4 October 2006 9:27 PM
> To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com
> Subject: [amibroker] Re: Polynomial Trendlines
>
>
>
> Ohhh ... I thought you meant MESA i.e. Maximum Entropy Spectral
> Analysis ...
>
> --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com,
> "Paul Ho" <paultsho@> wrote:
> >
> > Was Referring to MESA Adaptive Moving Average - MAMA.
> >
> > Can you find it?
> >
> > /Paul.
> >
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> [mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com]
> On Behalf
> > Of Fred
> > Sent: Thursday, 28 September 2006 11:36 AM
> > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> > Subject: [amibroker] Re: Polynomial Trendlines
> >
> >
> >
> > I know his Hilbert is there but didn't see MESA ...
> >
> > --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com,
> > "Paul Ho" <paultsho@> wrote:
> > >
> > > .. And some of them already exist as dll published in the dll
> user
> > group,
> > > e.g. MESA
> > >
> > >
> > >
> > > _____
> > >
> > > From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com
> > [mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com]
> > On Behalf
> > > Of Fred
> > > Sent: Wednesday, 27 September 2006 10:50 PM
> > > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com
> > > Subject: [amibroker] Re: Polynomial Trendlines
> > >
> > >
> > >
> > > AFL is capable of almost all the same things that Fortran is
and
> if
> > > one is capable of constructing a For loop then it is not
> difficult
> > (
> > > REALLY ) to go to Numeric Recipes and get their Fortran 77 code
> > that
> > > reads almost like AFL and with some slight modifications will
> fill
> > > the bill for
> > >
> > > Cubic Splines ...
> > >
> > > http://www.nrbook. <http://www.nrbook.
> > <http://www.nrbook. <http://www.nrbook.
<http://www.nrbook.com/a/bookfpdf/f3-3.pdf> com/a/bookfpdf/f3-3.pdf>
> com/a/bookfpdf/f3-3.pdf> com/a/bookfpdf/f3-3.pdf>
> > > com/a/bookfpdf/f3-3.pdf
> > >
> > > Polynomials ...
> > >
> > > http://www.nrbook. <http://www.nrbook.
> > <http://www.nrbook. <http://www.nrbook.
<http://www.nrbook.com/a/bookfpdf/f3-1.pdf> com/a/bookfpdf/f3-1.pdf>
> com/a/bookfpdf/f3-1.pdf> com/a/bookfpdf/f3-1.pdf>
> > > com/a/bookfpdf/f3-1.pdf
> > >
> > > Extrapolation ...
> > >
> > > http://www.nrbook. <http://www.nrbook.
> > <http://www.nrbook. <http://www.nrbook.
<http://www.nrbook.com/a/bookfpdf/f16-4.pdf> com/a/bookfpdf/f16-4.pdf>
> com/a/bookfpdf/f16-4.pdf> com/a/bookfpdf/f16-
> 4.pdf>
> > > com/a/bookfpdf/f16-4.pdf
> > >
> > > Gauss / Jordan Elimination / Reduction ...
> > >
> > > http://www.nrbook. <http://www.nrbook.
> > <http://www.nrbook. <http://www.nrbook.
<http://www.nrbook.com/a/bookfpdf/f2-1.pdf> com/a/bookfpdf/f2-1.pdf>
> com/a/bookfpdf/f2-1.pdf> com/a/bookfpdf/f2-1.pdf>
> > > com/a/bookfpdf/f2-1.pdf
> > >
> > > FFT's, MESA, LPC etc etc etc ...
> > >
> > > http://www.nrbook. <http://www.nrbook.
> > <http://www.nrbook. <http://www.nrbook.
<http://www.nrbook.com/a/bookfpdf.html> com/a/bookfpdf.html>
> com/a/bookfpdf.html> com/a/bookfpdf.html>
> > > com/a/bookfpdf.html
> > >
> > > --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> > ps.com, "Bob
> > > Jagow" <bjagow@> wrote:
> > > >
> > > > ....or Splines under Tension or....
> > > > -----Original Message-----
> > > > From: amibroker@xxxxxxxxx <mailto:amibroker%
40yahoogroups.com>
> > ps.com
> > > [mailto:amibroker@xxxxxxxxx <mailto:amibroker%
40yahoogroups.com>
> > ps.com]
> > > On
> > > > Behalf Of Ton Sieverding
> > > > Sent: Wednesday, September 20, 2006 2:41 AM
> > > > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> > ps.com
> > > > Subject: Re: [amibroker] Polynomial Trendlines
> > > >
> > > >
> > > > Why not putting this in the 'AmiBroker Wish List' Dan ? I
would
> > > like to
> > > > see more or less the same environment as Excel offers me. So
if
> > > Thomasz
> > > > could include an AFL instruction for Polynomial Trendlines (
> > Order
> > > 2 thru
> > > > 6 ) with the possibility of forecasting back and forward, I
> would
> > be
> > > > thrilled ...
> > > >
> > > > Ton.
> > > >
> > > > ----- Original Message -----
> > > > From: d_hanegan
> > > > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> > ps.com
> > > > Sent: Tuesday, September 19, 2006 8:55 PM
> > > > Subject: [amibroker] Polynomial Trendlines
> > > >
> > > >
> > > > Hello All:
> > > >
> > > > Sigma Bands aside, has anyone seen or done any work on nth
order
> > > > Polynomial Trendlines?
> > > >
> > > > Thanks.
> > > >
> > > > Dan
> > > >
> > >
> >
>
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