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You might consider using the built in FFT to get the dominant cycle. It is
much faster than Laguerre or other similar calcs.
I have not compared the two for accuracy. I am sure they are both error
prone based on how pure a cycle is at any given time.
Ara
----- Original Message -----
From: "bilbo0211" <bilbod@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, January 02, 2008 11:45 AM
Subject: [amibroker] Re: Is there a way to get CCI to accept an array for
periods?
> --- In amibroker@xxxxxxxxxxxxxxx, "Howard B" <howardbandy@xxx> wrote:
>>
>> Hi Bill --
>>
>> If I understand correctly, you are first calculating the length of the
>> period you want to use for the CCI, and you want to base the CCI for
> that
>> bar on that period.
>>
>> It looks like you have two options:
>> 1. Follow the suggestion of Murthysuresh in an earlier post. That is,
>> precalculate all the CCIs you are likely to want and pick the value
> of the
>> one you need when you know the length.
>> 2. Write your own calculation of CCI as a function using a loop. The
>> inputs to the function include the length and whatever you want for
> price --
>> C, (H+L)/2, whatever.
>
> Yes, you understand correctly. I had not considered the 1st option but
> in either case it will be slow because the Laguerre filter estimate of
> the Dominant cycle is slow already, adding code will only slow it down
> more. There is a several second delay when loading the Dominant cycle
> indicator on a 2 minute chart.
>
> That is why I asked about a way to calculate it with built in
> indicators. From experience, I know the that using loops is slower
> than the built in arrays.
>
> If you consider that I am anticipating using multiple indicators on
> multiple time frames monitoring multiple markets, performance is
> likely to be an issue.
>
> Bill
>
>
>
> Please note that this group is for discussion between users only.
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