I just started using Cycle Highligher. I like the
approach taken here because it uses correlation to determine if the results
represent a true cyclic component that is representative of the prices.
My understanding is that it is valid only for the
last data. This limitation of course that
means that it can not be used in a
backtest.
Wondering if anyone has modified it so it can be
used in a backtest. It would be very slow, but that's OK.
Ara
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