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Warren does mention detrending in his articles and uses it in MEM (
MESA ) when he detects the necessity for it ... He apparently views
this operation for MEM ( MESA ) as being necessary only sometimes ...
Assumedly when resolution is not particularly stable without it.
--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paultsho@xxx> wrote:
>
> 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@> 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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Version: 7.1.409 / Virus Database: 268.13.27/517 - Release Date: 11/3/2006
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