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If you want to work with nominal cycle lengths examine the number 8. See if you find any merit in it.If you do, you can build on that. OR you can go down the road of using cycle lengths as enumerated by Hurst. If you want to work with actual cycle lengths you can try the approach using the built-in FFT implementation in AB to extract actual cycle lengths in the data set. The design of CCI is predicated on using one-third the cycle length extracted, as input value, for the indicator to properly exhibit the trend.
R
On 3/13/07, brian.z123 <brian.z123@xxxxxxxxxxxx> wrote:
Thanks Bill,
I thought as much.
I am more familiar with RTM where the ST MA is optimised at max = =
15 and the LT MA at max 5* the ST MA, according to the trader who
gave me that one.
What is your definition or measurement of a cycle for CCI systems?
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxx> wrote:
>
> The time period for CCI() should be less than 1/3 (some say 1/4)
cycle. This argues for a time period much below 200 for daily ^DJI.
>
> Bill
>
> ----- Original Message -----
> From: "brian.z123" <brian.z123@xxx>
> To: <
amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, March 12, 2007 7:58 AM
> Subject: [amibroker] Re: DOW WAVES..... and the recent fall in the
DJI
>
>
> > Gerard,
> >
> > Bad news and good news.
> >
> > I have put up a DowIndicator PDF in the group files (2 pages of
> > comment).
> >
> > The bad news is I critique your indicator a little.
> >
> > Good news is I brought along her sister, who is not too bad
looking
> > at first glance.
> >
> > BrianB2.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Gerard Carey" <gcfinance@>
> > wrote:
> >>
> >> For those interested in the indicator, Mr Dow gives us here,
just a
> >> slightly different slant on how to view the market (and our
> > indicator).
> >>
> >> Charles Dow, in the "Wall Street Journal", January 31, 1901:
> >> "A person watching the tide coming in and who wishes to know the
> > spot
> >> which marks the high tide, sets a stick in the sand at the points
> >> reached by the incoming waves..........
> >>
> >> Again I've put the guff on an attachment to spare the
uninterested.
> >>
> >> Regds and good trading
> >> Gerard
> >>
> >> --
> >> http://www.fastmail.fm - I mean, what is it about a decent email
> > service?
> >>
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> >
http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> > --
> > No virus found in this incoming message.
> > Checked by AVG Free Edition.
> > Version: 7.5.446 / Virus Database: 268.18.7/711 - Release Date:
3/5/2007 9:41 AM
> >
> >
>
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