I did code from both books a while back ... not satisfied that
they work well enough to be useful. Not sure I even have his code any
longer.
Notice that he does not use any of those principals in his
codes.
The codes described assume cyclicity and while they work when
cycles are well defined, he himself states that useful cycles exist only about
15% of the time.
To answer your question directly, his later work is more
efficient (needs less CPU time) because of the median filter he uses. I like his
older code better, but neither was very useful.
----- Original Message -----
Sent: Friday, October 09, 2009 8:51
AM
Subject: [amibroker] Ehler, Calculations
and Others
Hello Everybody,
Has anyone here, implemented Ehler's numerous
tools and indicators which he has discussed thoroughly in his books. Of course
I did come across, a few AFLs (implementing Ehler's work )before, but I
intended to touch up a slightly different point.
Did anyone notice,
that his calculations of simple tools like Sinewave Indicator or Dominant
Cycle finder etc, have different implementations in his two books, namely
Rocket Science for Traders and Cybernetic Strategies for Stocks and Futures.
I have tried implementing his work after reading RSforT but I
couldnt make it work.Has anyone else faced it? Or am I muddling up
somewhere?
I haven't read CSforSF , which I guess is his latest
offering, so to those who have read it, has he explained his reasons for
changing the implementation?
Looking forward to some
help
Soham
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