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Jeff,
I have examined a number of these (Ehlers). So far, I have not been
able to overcome the lag vs noise in these approaches. As soon as
you can identify a cycle, it changes. That is because everyone can
see it, try to take advantage of it, and that kills it. Right now I
am looking more towards automatic trend line detection. This is a
lot easier said than done (due to processor speed limitations)!
Cycles are a piece of cake by comparison. I am looking at real time
day trades.
Dennis
On May 31, 2007, at 1:58 PM, jeffro861 wrote:
> Has anybody had any success with implementing cycle identification in
> there trading systems? If so which one (MESA, FFT, etc.)?
>
>
>
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