Re: [amibroker] Re: Quotes Prediction: Hurst CMA, PolyFit, TrigFit, AR, EMA/DEMA

["Tom Tom" <michel_b_g@xxxxxxxxxxx>]

From: tomy_frenchy <michel_b_g@xxxxxxxxxxx>


Line 247 : "AR_data_pred[i] = temp;"
Maybe the current postion bar is to near from the end of your data so there 
is not enough index in the data array left to save the prediction data 
(forecast plotted after the current bar position).

Currently i tested the formula as graphic indicator in 5 min time frame, and 
position the current bar position around the 1000th bar (2000 bar of data).
Database is 1min (10.000 bars of data so).

Be carreful to have enough data before and after the current bar position 
regarding the parameters "periods", "longueur", "Extrapolate Forward".

And "nth Order AR" should be inferior to "longueur".

Hope it helps. More detail about the problem can help maybe.



Thanks for your comment about your Hurst "Like" DE.
I will have to try Trig Fit. Maybe a trig fit and AR prediction based on the 
trig fit can give some good result.
What is "NON" Ehler's Maximum Entropy Methods, it is all the methods are 
good but not the ehlers method ? ; ) You refer to MEM from Elher's but what 
is "NON" ?

Mich.





----- Original Message -----
From: Fred
To: amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, November 09, 2006 7:02 PM
Subject: [amibroker] Re: Quotes Prediction: Hurst CMA, PolyFit, TrigFit, AR, 
EMA/DEMA/TEMA prediction,etc


With regards to the code you posted in the library ... I get
subscript out of range messages for line 247 ...

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