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He does not describe his R-MESA code except in a very general way. Not
enough info to code it.
R-MESA is essentially an adaptive filter, which is very different than any
of dominant cycle approach he describes in detail.
Your best bet might be to test his R-MESA code for a month with Trade
Station or eSignal .. they used to have a 30 day free trial.
Subscritions are expensive, but if they work well enough, they are worth it.
----- Original Message -----
From: "sohamdas" <sohamdas@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, October 09, 2009 9:37 AM
Subject: [amibroker] Re: Ehler, Calculations and Others
>
> Hmm, thanks Ara. I liked his older code better, but as far as usefulness
> is considered I am not sure. He surely seems to have his R-MESA or
> something of that sort of trading system ranked consistently highly by one
> of the magazines.
>
>> Notice that he does not use any of those principals in his codes.
>
> Can you explain what is the meaning of this?
>
> Soham
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>>
>> 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 -----
>> From: Soham Das
>> To: amibroker@xxxxxxxxxxxxxxx
>> 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
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Yahoo! India has a new look. Take a sneak peek.
>>
>
>
>
>
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