[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: DOW WAVES..... and the recent fall in the DJI



PureBytes Links

Trading Reference Links

Hello Rakesh,

Thankyou.

I'll add Hurst and FFT to the toolbox.

BrianB2.

--- In amibroker@xxxxxxxxxxxxxxx, "Rakesh Sahgal" <rakeshsahgal@xxx> 
wrote:
>
> 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@xxx> 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@> 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@>
> > > 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
> > > >
> > > >
> > >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
>




------------------------ Yahoo! Groups Sponsor --------------------~--> 
Transfer from your equities account.  
Receive up to $1,000 from GFT. Click here to learn more.
http://us.click.yahoo.com/aZttyC/X_xQAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/