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

[Andy Davidson <AndyDavidson@xxxxxxxxxxxxx>]

Mich,

Thanks for providing more more food for thought. What you've done looks 
interesting as far as it goes, although I too get lots of "Subscript out 
of Range" errors.

I agree with Fred's comments regarding Ehler...I wouldn't use *any* of 
this stuff if I didn't understand it 100%. Looks like your maths might 
be up to it too? Lucky you.

Andy


Tom Tom wrote:
>
> From: tomy_frenchy <michel_b_g@xxxxxxxxxxx 
> <mailto:michel_b_g%40hotmail.com>>
>
> 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 <mailto:amibroker%40yahoogroups.com>
> 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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