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I guess I should have mentioned that I'm trying to build a fully
automated system. Of course in theory the cycle identification
should work, but I was wondering if anybody had any significantly
measured success with a particular methodology that was used for
producing parameters for the other indicators.
By the way it would also seem that a cycle regressed to a sine wave
would also have to account for translation/skewness in a trending
market.
> Other advice...stay away from stuff that focusses too much on the
> *cause* of cycles rather than their observable *effects*,
Are you saying to stay away from cycle identification methodologies
that incorporates the underlying cause of the cycle into the
indicator, or are you saying not to look at indicators that are built
with the theory of cycle development in mind?
Thanks
--- In amibroker@xxxxxxxxxxxxxxx, Sirbrainfart <sirbrainfart@xxx>
wrote:
>
> I probably should expand a little...
> Certainly some of Ehler's stuff looks interesting (MESA and other
dsp)
> and they *might* be useful for the basis of a mechanical system.
> Personally though Hurst's logic (and those of his peers) makes much
more
> sense to me from a trading perspective.
> This is partly down to trading reality (you can make much more
money
> with *good* discretionary analysis than you can with any purely
> mechanical system that I've come across), partly down to my own
> analytical preferance and partly due to the fact that I am not
an "ace"
> programmer. Although the latter is the least relevant.
> Other advice...stay away from stuff that focusses too much on the
> *cause* of cycles rather than their observable *effects*, although
from
> your question it looks like you are wisely not considering anything
> where you have to look to the heavens for clues :-)
> Andy
>
> Sirbrainfart wrote:
> > Yes,
> > Books by Hurst (Profit Majic of Stock Transaction Timing),
followed by
> > Millard (Channels and Cycles) and Cleeton (The Art of Independent
Investing)
> > My advice...stay away from all the fancy filters and transforms
as
> > cycles are too ephemeral to mechanise fully. These books will
help you
> > use cycles as *part* of a *discretionary* method of trading.
Unless
> > you're a whizz programmer of course, in which case please pm me
after
> > reading these.
> > Andy
> >
> > 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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