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<DIV><FONT size=2><STRONG>Downloader FAQ's</STRONG></FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2><FONT color=#0000ff><STRONG>Q3. </STRONG></FONT><FONT
color=#000000>How to Merge<STRONG> </STRONG>multiple securities using the
Downloader program?<BR></FONT></FONT></DIV>
<DIV><FONT size=2>3A.-Merge securities according to the Merge Tool's
<STRONG>Merge </STRONG>command (see DLv6.x-Man. p.80)</FONT></DIV>
<DIV><FONT size=2>3B.-Merge securities using Convert</FONT></DIV>
<DIV><FONT size=2> -Convert
to ASCII (<STRONG>FAQ Q2 - Converting from MetaStock to
ASCII</STRONG>)</FONT></DIV>
<DIV><FONT size=2> -Convert to
Excel (see previous mailings Excel mailings)</FONT></DIV>
<DIV><FONT size=2> -Delete source data
using the Downloader's Delete Tool's <STRONG>Delete Data
</STRONG>command</FONT></DIV>
<DIV><FONT
size=2>
-In Downloader click Tools|Delete|Data... (see DLv6.x-Man.
p.79)
</FONT></DIV>
<DIV><FONT size=2> -Convert data
file back (in)to MetaStock (format) (see previous ASCII and Excel
mailings)</FONT></DIV>
<DIV><FONT size=2> </FONT></DIV>
<DIV><FONT size=2>------------------------------------------------------<BR>3A.
<STRONG>Merge</DIV></STRONG></FONT>
<DIV> </DIV>
<DIV><FONT size=2><FONT size=2>In the Downloader, use the Merge button to merge
the selected source security with the destination security.</FONT></FONT></DIV>
<DIV><FONT size=2><FONT size=2>Although the source security is merged with the
destination security, the source security remains unaltered.</FONT></FONT></DIV>
<DIV><FONT size=2><FONT size=2>Of course, the destination security will contain
the newly appended data from the source security.</FONT></FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>-This command is normally used when you want to add additional
historical data to an existing file.</FONT></DIV>
<DIV><FONT size=2> For example, suppose you have data for XYZ security
from January 1, 1996 to the present and </FONT><FONT
size=2>want</FONT></DIV>
<DIV><FONT size=2> to add 1995 data from another XYZ security
file--you could use the merge command to accomplish this.</FONT></DIV>
<DIV><FONT size=2>-If the two files have overlapping data, any "holes" (i.e.,
missing data) in the destination security will</FONT></DIV>
<DIV><FONT size=2> be filled with the source security's
data.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>
<DIV><FONT size=2><STRONG>To merge securities:</STRONG></FONT></DIV>
<DIV><FONT size=2><STRONG></STRONG></FONT> </DIV>
<DIV><FONT size=2>1. Choose <STRONG>Merge </STRONG>from the Tools
menu.</FONT></DIV>
<DIV><FONT size=2>2. Click <STRONG>Browse </STRONG></FONT><FONT size=2>for
changing the <STRONG>Source </STRONG>and <STRONG>Destination </STRONG>data
<STRONG>Folders</STRONG>.</FONT></DIV>
<DIV><FONT size=2>In the </FONT><FONT size=2><STRONG>Select Folder
</STRONG>window</FONT></DIV>
<DIV>3. S<FONT size=2>elect the desired data<STRONG> Folder </STRONG>from the
tree</FONT></DIV>
<DIV>4. Click <STRONG>OK</STRONG></DIV>
<DIV>In <FONT size=2>the <STRONG>Merge Price Data </STRONG>window
(</FONT><FONT size=2>dialog will display the securities in the selected
folder)</FONT></DIV>
<DIV><FONT size=2>5. Select the <STRONG>Source Folder </STRONG>security
from the dialog</FONT></DIV>
<DIV><FONT
size=2>
-this is the file that adds the data</FONT></DIV>
<DIV><FONT
size=2>
-t</FONT><FONT size=2>his is usually the oldest data</FONT></DIV>
<DIV><FONT size=2>5. Select the <STRONG>Destination Folder
</STRONG>security from the dialog</FONT></DIV>
<DIV><FONT
size=2>
-this is the file that receives the data</FONT></DIV>
<DIV><FONT
size=2>
-t</FONT><FONT size=2>his is usually the most current data</FONT></DIV>
<DIV><FONT size=2>(Note that the source file will not remain highlighted after
the destination security is selected).</FONT></DIV>
<DIV><FONT size=2>6. Click <STRONG>Options </STRONG>button to specify
how to handle duplicate records between the source and</FONT></DIV>
<DIV><FONT size=2> destination securities</FONT></DIV>
<DIV>In the <STRONG>Merge Options </STRONG>window</DIV>
<DIV><FONT size=2>7. For <STRONG>Duplicate Records:</STRONG></FONT></DIV>
<DIV><FONT
size=2><STRONG> </STRONG>a.-click
<STRONG>Keep source </STRONG>records</FONT></DIV>
<DIV> <FONT
size=2>-this option will add the missing source records for dates
that</FONT><FONT size=2> are not </FONT><FONT size=2>available
in </FONT><FONT size=2>the</FONT></DIV>
<DIV><FONT
size=2>
destination security or will overwrite any
already available </FONT><FONT size=2>records </FONT><FONT
size=2>in the destination security.</FONT></DIV>
<DIV><FONT size=2> b.-click
<STRONG>K</STRONG></FONT><FONT size=2><STRONG>eep destination
</STRONG>records</FONT></DIV>
<DIV><FONT
size=2>
-this option will keep records
for any dates that </FONT><FONT size=2>are </FONT><FONT
size=2>already stored in the destination </FONT><FONT
size=2>security</FONT></DIV>
<DIV><FONT
size=2>
and will add any source data records </FONT><FONT
size=2>for </FONT><FONT size=2>dates </FONT><FONT size=2>that are not
available in the destination security.</FONT></DIV>
<DIV><FONT size=2>
c.-click <STRONG>K</STRONG></FONT><FONT size=2><STRONG>eep both
</STRONG>source and destination records</FONT></DIV>
<DIV><FONT
size=2>
-this option will have </FONT>duplicate records for that
date be saved in the destination file.</DIV>
<DIV>
d.-check <STRONG>D</STRONG></FONT><FONT size=2><FONT face="Times New Roman"
size=2><FONT face=Arial><STRONG>elete source </STRONG>security
box</FONT></FONT></FONT></DIV>
<DIV><FONT size=2><FONT face="Times New Roman" size=2><FONT
face=Arial>
-this option will have th</FONT></FONT></FONT><FONT size=2><FONT
face="Times New Roman" size=2><FONT face=Arial>e source security deleted after
merging the source and destination securities.</FONT></FONT></FONT></DIV>
<DIV><FONT size=2><FONT face="Times New Roman" size=2><FONT face=Arial>8. Click
<STRONG>OK</STRONG></FONT></FONT></FONT></DIV><FONT size=2></DIV></FONT>
<DIV><FONT size=2>In <FONT size=2>the <STRONG>Merge Price Data
</STRONG>window</FONT></FONT></DIV>
<DIV><FONT size=2><FONT size=2>9. Click </FONT></FONT><FONT
size=2><STRONG>Merge</STRONG></FONT></DIV>
<DIV><FONT size=2><STRONG></STRONG></FONT> </DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2><FONT size=2>Regards,<BR>Ton Maas<BR></FONT><A
href="mailto:ms-irb@xxxxxxxxxxxxxxxx";><FONT
size=2>ms-irb@xxxxxxxxxxxxxxxx</FONT></A><BR><FONT size=2>Dismiss the ".nospam"
bit (including the dot) when replying.<BR>Homepage </FONT><A
href="http://home.planet.nl/~anthmaas";><FONT
size=2>http://home.planet.nl/~anthmaas</FONT></A>
<DIV><FONT size=2></FONT> </DIV></FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>----- Original Message ----- </FONT></DIV>
<DIV><FONT size=2>From: "Michael Sandall" <</FONT><A
href="mailto:michael@xxxxxxxxxxxxxxx";><FONT
size=2>michael@xxxxxxxxxxxxxxx</FONT></A><FONT size=2>></FONT></DIV>
<DIV><FONT size=2>To: <</FONT><A href="mailto:metastock@xxxxxxxxxxxxx";><FONT
size=2>metastock@xxxxxxxxxxxxx</FONT></A><FONT size=2>></FONT></DIV>
<DIV><FONT size=2>Sent: dinsdag 22 februari 2000 15:01</FONT></DIV>
<DIV><FONT size=2>Subject: merging multiple securities.</FONT></DIV>
<DIV><FONT size=2><BR></FONT></DIV><FONT size=2>> Hi all,<BR>> <BR>> Is
there a way to merge multiple securities using the downloader program?<BR>>
<BR>> Thanks in advance.<BR>> <BR>> Michael.<BR>>
</FONT></BODY></HTML>
</x-html>From ???@??? Wed Feb 23 16:33:07 2000
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Message-ID: <026301bf7e53$0a476660$16dd79c3@xxxxx>
From: "A.J. Maas" <anthmaas@xxxxxxxxx>
To: "Metastock-List" <metastock@xxxxxxxxxxxxx>
References: <C02FE75A852BD211820A00A0C944C9ACEEC594@xxxxxxx>
Subject: Re: === Looping constructs.
Date: Thu, 24 Feb 2000 00:08:31 +0100
Organization: Ms-IRB
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Status:
1. Yes
2. Yes : give user definable program control back to its program users
3. -see previous FFT mailings below (incl. a reply by Equis Support on simular question)
-MESA-John Ehlers: I have created a test formula for the ITL, but cannot recall if it was
also a succes(anyone get back to the List with your results or findings).
-website of Dennis Meyers, Ph.D. :
http://www.meyersanalytics.com/
TASC April 1999 article (p.16) by Dennis Meyers, Ph.D. :
" The Discrete Fourier Transform Illustion "
http://www.traders.com/Abstracts_new/Meyers/Meyers9904.html
TASC May 1999 article (p.26) by Dennis Meyers, Ph.D. :
" The Endpoint Fast Fourier Transform System "
http://www.traders.com/Abstracts_new/Meyers/Meyers9905.html
TASC July 1999 Letters to S&C - 2x replies by the Editor
http://www.traders.com/Letters/Letters.html
test
INSTANTANEOUS TREND LINE - JOHN EHLERS (Mesa version for MetaStock)
DCPL:=Input("Dominant Cycle Periodical Length",1,100,30);
DCPLP:=Input("Dominant Cycle PerLength Period",1,1000,1);
DA:=MP();
SINDA:=Sin(DA)/DA;
DCSIN:=FFT(SINDA,DCPL,DCPLP,MEAN,AMPLITUDE);
ITLlong:=MP()+Mov(DCSIN,DCPL,S);
ITLlong
Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.
Homepage http://home.planet.nl/~anthmaas
----------------------------------------------------------------------------------
----- Original Message -----
From: "Kolade, Adeniyi"
To: <metastock@xxxxxxxxxxxxx>
Sent: dinsdag 22 februari 2000 17:14
Subject: === Looping constructs.
> Hi all
>
> Do you not think that Equis should
>
> 1 Include looping constructs in the Metastock formula language
>
> and
>
> 2 Make the tiny screen area for programming in the Explorer, the System
> Tester and the Expert Builder expandable to one page at least
>
> Further can anyone tell me how to make the FFT function works in an
> exploration. I've tried it out but it returns N/A
>
> Thanks
> ade Kolade
================================================
----- Original Message -----
From: "A.J. Maas"
To: <metastock@xxxxxxxxxxxxx>
Cc: "Walter Lake"
Sent: woensdag 4 november 1998 0:42
Subject: Re: Fast Fourier Transform and FFT
> MESA + John Ehlers(see futher below)
> john@xxxxxxxxxxxxxxxx
> are now using the Instantanious Trendline wich uses the FFT and
> VAR etc(Adaptive) for MAs.
>
> He has just recently published it to his MESA Users Group.
> To join send an email with the word "subscribe" as subject to
> users@xxxxxxxxxxxxxxxx
> Subject: subscribe
>
> Regards,
> Ton Maas
> ------------------------------------------------------------------------------
> From John Ehlers:
> The new FuturesTruth is out. We are delighted to report that our R-MESA
> is again rated as the #1 S&P daytrading system, this time for eight months
> in a row. It is also rated as the #1 trading system since release. SIERRA
> HOTEL continues to be rated as the #1 Japanese Yen system, and has now also
> garnered the #1 spot for the Deutschemark.
>
> ******* THE REALLY BIG NEWS *******
>
> We are excited to announce the release of MESA98 for Windows 95/98/NT.
> This new release comes on a CD jam-packed with other goodies, including a
> tutorial, technical articles and PowerPoint slides from my recent seminars.
> Among these are descriptions of optimum predictive filters, linear and
> nonlinear Kalman filters, multipole filters, wavelets, and myriad of other
> cycles-related technology.
> Some of the new features of the 32 bit-compiled MESA98 are:
> 1) An instantaneous trendline - obtained by completely removing the
> dominant cycle.
> 2) Estimate the cycle amplitude - filter attenuation of the cycle swing is
> compensated.
> 3) Our proprietary Sinewave Indicator that lets you anticipate cyclic turns.
> 4) Less latency - uses only .75 of a cycle for the measurement.
> 5) More accurate - multipole filter preprocessing.
> 6) Identification of Trend Modes and Cycle Modes.
> 7) Correlate Trend Mode and Cycle Mode signals.
> 8) Improved 10 bar prediction.
> 9) Intuitive data access to 8 data types - uses a setup wizard.
> 10) Output cycle measurements to and ASCII file.
> 11) Larger Chart Screen
> 12) Large portfolio capability.
>
> You can download a demo of the MESA98 program from our website
> www.mesasoftware.com.
> The cost of MESA98 is only $350. That's "out the door". No "ups", no
> "extras" (except sales tax in California, if applicable). We accept VISA,
> MC, and American Express cards.
> You'll be glad you added MESA98 to your arsenal of trading tools.
>
>
----------------------------------------------------------------------------------------------
Van: John Ehlers <john@xxxxxxxxxxxxxxxx>
Aan: undisclosed reciepients
Onderwerp: Instantaneous Trendline
Datum: zondag 25 oktober 1998 23:19
To MESA Users Group:
Here is a set of new indicators that you can program yourselves. The
first of these indicators I call an INSTANTANEOUS TRENDLINE. It works
because it completely removes the dominant cycle from a smoothing average.
For the mathematically inclined, the Fourier Transform of a rectangular
window (formed by a simiple average) is a Sin(X)/X distribution. The
objective is to place the first null of this distribution exactly at the
dominant cycle. For the intuitively inclined, what we are doing is taking
a simple average over the full dominant cycle period. In such an average,
there are as many sample points above the midpoint as below the midpoint
with the result that the sum of all these sample points is zero.
OK, so all we have to do to get an Instantaneous Trendline is to take a
simple average whose length is exactly the period of the dominant cycle.
For those of you who have TradeStation and MESA96, you just insert the dc
variable for the length of the simple moving average. For those of you who
have MetaStock or other toolbox packages, you just have to estimate the
length of the dominant cycle and insert that estimate as your moving
average period. Of course, this estimate is fixed across your entire
screen, but the dominant cycle length can be varying. So watch out for
that problem.
The next indicator is created by taking a moving average over half the
period of a dominant cycle. In this case, the amplitude of the dominant
cycle is attenuated by exactly 2/PI. Our objective is to restore the full
amplitude of the cyclic portion. So we take this latest moving average,
subtract the "Instantaneous Trendline", multiple the difference by PI/2
(1.57 approximately), and then add the Instantaneous trendline back. Since
the lag of a moving average is about half the moving average window length,
this modified half dominant cycle moving average will still lag the realy
cyclic swing by a quarter cycle.
Now, when we look at these two moving averages, we can make two
assessments. First, we now solve the age-old problem of what is the
trendline. We have create an adaptive trendline. Secondly, we can see the
cyclic swing relative to this trendline so that we can assess the amplitude
of the cyclic movement. If this cyclic amplitude is not several times that
average daily bar range, then getting an entry and exit for a profitable
cyclic move becomes a crapshoot. In other words, the signal to noise ratio
is so low that even though we have identified a good cycle, it is not large
enough to trade profitably without relying on an intraday fill.
Good Trading!!!
John
-------------------------------------------------------------------------------------------------
On Tue, 3 Nov 1998 16:19:00 -0600, you wrote:
>Since the movements in the stockmarket are not truely periodic, is there any
>evidence that linear or non-linear Fourier analysis can be applied to the
>stockmarket?
Imo, FA can answer this question: If we do some appropriate kind of
windowing, we get as a result the "amount of periodic content" vs
time, including information about the accompanying frequencies. And if
periodic content is high, FA can do some kind of meaningful
extrapolation.
mfg rudolf stricker
----- Original Message -----
From: "Lionel and Gail Issen"
To: <metastock@xxxxxxxxxxxxx>
Sent: dinsdag 3 november 1998 23:19
Subject: Re: Fast Fourier Transform and FFT
> CCollins:
>
> The so called FFT in MS is a loser. The dominant cycle always comes up as
> the length of the time period of the data. The so called cycles bear little
> resemblance to anything useable. Excel spreadsheets supports FFT.
> Parenthetically I have never come across anyone who uses MS FFT for trading.
> I have met many people who collectively use almost all the rest of the
> functionality of MS,
>
> Since the movements in the stockmarket are not truely periodic, is there any
> evidence that linear or non-linear Fourier analysis can be applied to the
> stockmarket?
>
> Lionel Issen
>
> -----Oorspronkelijk bericht-----
> Van: C Collins
> Aan: metastock@xxxxxxxxxxxxx
> Datum: dinsdag 3 november 1998 21:27
> Onderwerp: Re: Fast Fourier Transform and FFT
>
>
> > Having recently upgraded to 6.5 and being a multiyear user of Metastock
> >2.5, 3, 5, etc, there is a part of this function which I have never been
> >able to coax into functioning. The INTERPRETED choice produces the findings
> >of long waves from 89 to 500 . Nothing I have done will show the smaller
> >waves. Also, if the choice of RAW data is made and other reasonable choices
> >(such as 100, 1, mean, amplitude) are made the result is a window with an
> >"Y-value" axis, but there is no graph of any type. Has anyone succeeded in
> >using this function. Also, has anyone ever had there hands on software
> >called "Epoch Pro" developed by John Ehlers.
> >
> >From: Manoj Abraham
> >> To: support@xxxxxxxxx
> >> Cc: metastock@xxxxxxxxxxxxx
> >> Subject: RE: Fast Fourier Transform and FFT
> >> Date: Tuesday, November 03, 1998 6:17 AM
> >>
> >> Hi,
> >> If Metastock can interpret the Cycles and display it I cant understand
> >> why it cannot output the value to explorer or into a custom indicator.
> >> and what is the use of FFT function built into metastock.
> >>
> >> Manoj Abraham
> >>
> >>
> >>
> >> There is not a way to create the interpreted FFT in The Explorer. The
> >> Explorer uses individual formulas and Fast Fourier Transform Interpreted
> >> is actually a long series of Raw calculations, and each Raw calculation
> >> is analyzed to determine 3 dominant cycles.
> >>
> >> Raw is only one calculation of the series. To manually calculate Raw
> >> like interpreted would have to run many Raw calculations and analyze the
> >> Raw number results in a database to determine dominant values. This
> >> series of calculations is not possible in an Exploration.
> >>
> >> Equis Support
> >> http://www.equis.com/
> >> http://www.equis.com/customer/support/
> >> Please include previous email answers and questions in your response.
> >>
> >> Equis and MetaStock and MetaStock Professional are registered trademarks
> >> of Equis International. Achelis Binary Wave, The DownLoader, Expert
> >> Advisor, OptionScope, Quotecenter, and Smart Charts are trademarks of
> >> Equis International.
> >>
> >>
> >> > -----Original Message-----
> >> > From: Manoj Abraham
> >> > Sent: Monday, November 02, 1998 3:11 AM
> >> > To: metastock@xxxxxxxxxxxxx
> >> > Cc: support@xxxxxxxxx
> >> > Subject: Fast Fourier Transform and FFT
> >> >
> >> > Hi everybody,
> >> >
> >> > Does anybody know how to get the interpreted FFT value in explorer.
> >> > When the interpreted Fourier transform is loaded the function says
> >> > Fourier Transform(Close,-1,-1.0000,Detrend,Amplitude)
> >> > Put the same as a new function It gives error messages.
> >> >
> >> > Manoj Abraham
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