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<DIV><FONT color=#008080 face=Arial><STRONG><EM>Helo Friend Ton and other
friends........</EM></STRONG></FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>----- Original Message ----- </FONT>
<DIV><FONT face=Arial size=2>From: A.J. Maas <<A
href="mailto:anthmaas@xxxxxxxxx";>anthmaas@xxxxxxxxx</A>></FONT></DIV>
<DIV><FONT face=Arial size=2>To: Metastock-List <<A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>></FONT></DIV>
<DIV><FONT face=Arial size=2>Sent: February 24, 2000 12:08 AM</FONT></DIV>
<DIV><FONT face=Arial size=2>Subject: Re: === Looping
constructs.</FONT></DIV></DIV>
<DIV><BR></DIV>
<DIV><FONT face=Arial size=2>> 1. Yes<BR>> <BR>> 2. Yes : give user
definable program control back to its program users<BR>> <BR>> 3. -see
previous FFT mailings below (incl. a reply by Equis Support on simular
question)<BR>> -MESA-John Ehlers: I have created a test
formula for the ITL, but cannot recall if it was<BR>>
also a succes(anyone get back to the List with your results or
findings).</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>Ton : i plotted it and it it is
invisible ?</EM></STRONG></FONT></DIV>
<DIV> </DIV>
<DIV><FONT color=#008080 face=Arial><STRONG><EM>Regards Theo
L.</EM></STRONG></FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2><BR>> -website of Dennis
Meyers, Ph.D. :<BR>> <A
href="http://www.meyersanalytics.com/";>http://www.meyersanalytics.com/</A><BR>>
TASC April 1999 article (p.16) by Dennis Meyers, Ph.D.
:<BR>> " The Discrete
Fourier Transform Illustion "<BR>> <A
href="http://www.traders.com/Abstracts_new/Meyers/Meyers9904.html";>http://www.traders.com/Abstracts_new/Meyers/Meyers9904.html</A><BR>>
TASC May 1999 article (p.26) by Dennis Meyers,
Ph.D. :<BR>> " The
Endpoint Fast Fourier Transform System
" <BR>>
<A
href="http://www.traders.com/Abstracts_new/Meyers/Meyers9905.html";>http://www.traders.com/Abstracts_new/Meyers/Meyers9905.html</A>
<BR>> TASC July 1999 Letters to S&C - 2x
replies by the Editor<BR>> <A
href="http://www.traders.com/Letters/Letters.html";>http://www.traders.com/Letters/Letters.html</A><BR>>
<BR>> test<BR>> INSTANTANEOUS TREND LINE - JOHN EHLERS (Mesa version for
MetaStock)<BR>> <BR>> DCPL:=Input("Dominant Cycle Periodical
Length",1,100,30);<BR>> DCPLP:=Input("Dominant Cycle PerLength
Period",1,1000,1);<BR>> DA:=MP();<BR>> SINDA:=Sin(DA)/DA;<BR>>
DCSIN:=FFT(SINDA,DCPL,DCPLP,MEAN,AMPLITUDE);<BR>>
ITLlong:=MP()+Mov(DCSIN,DCPL,S);<BR>> ITLlong <BR>> <BR>>
Regards,<BR>> Ton Maas<BR>> <A
href="mailto:ms-irb@xxxxxxxxxxxxxxxx";>ms-irb@xxxxxxxxxxxxxxxx</A><BR>>
Dismiss the ".nospam" bit (including the dot) when replying.<BR>>
Homepage <A
href="http://home.planet.nl/~anthmaas";>http://home.planet.nl/~anthmaas</A><BR>>
<BR>>
----------------------------------------------------------------------------------<BR>>
----- Original Message ----- <BR>> From: "Kolade, Adeniyi"<BR>> To: <<A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>><BR>>
Sent: dinsdag 22 februari 2000 17:14<BR>> Subject: === Looping
constructs.<BR>> <BR>> <BR>> > Hi all<BR>> > <BR>> > Do
you not think that Equis should <BR>> > <BR>> > 1 Include
looping constructs in the Metastock formula language<BR>> > <BR>> >
and<BR>> > <BR>> > 2 Make the tiny screen area for programming
in the Explorer, the System<BR>> > Tester and the Expert Builder
expandable to one page at least<BR>> > <BR>> > Further can
anyone tell me how to make the FFT function works in an<BR>> >
exploration. I've tried it out but it returns N/A<BR>> > <BR>> >
Thanks<BR>> > ade Kolade<BR>> <BR>>
================================================<BR>> <BR>> <BR>> -----
Original Message ----- <BR>> From: "A.J. Maas"<BR>> To: <<A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>><BR>>
Cc: "Walter Lake"<BR>> Sent: woensdag 4 november 1998 0:42<BR>> Subject:
Re: Fast Fourier Transform and FFT<BR>> <BR>> <BR>> > MESA + John
Ehlers(see futher below) <BR>> > <A
href="mailto:john@xxxxxxxxxxxxxxxx";>john@xxxxxxxxxxxxxxxx</A><BR>> > are
now using the Instantanious Trendline wich uses the FFT and<BR>> > VAR
etc(Adaptive) for MAs.<BR>> > <BR>> > He has just recently published
it to his MESA Users Group.<BR>> > To join send an email with the word
"subscribe" as subject to<BR>> > <A
href="mailto:users@xxxxxxxxxxxxxxxx";>users@xxxxxxxxxxxxxxxx</A><BR>> >
Subject: subscribe<BR>> > <BR>> > Regards,<BR>> > Ton
Maas<BR>> >
------------------------------------------------------------------------------<BR>>
> From John Ehlers:<BR>> > The new FuturesTruth is
out. We are delighted to report that our R-MESA<BR>> > is again
rated as the #1 S&P daytrading system, this time for eight months<BR>>
> in a row. It is also rated as the #1 trading system since
release. SIERRA<BR>> > HOTEL continues to be rated as the #1
Japanese Yen system, and has now also<BR>> > garnered the #1 spot for the
Deutschemark.<BR>> > <BR>> > ******* THE REALLY BIG NEWS
*******<BR>> > <BR>> > We are excited to announce
the release of MESA98 for Windows 95/98/NT.<BR>> > This new release comes
on a CD jam-packed with other goodies, including a<BR>> > tutorial,
technical articles and PowerPoint slides from my recent seminars.<BR>> >
Among these are descriptions of optimum predictive filters, linear and<BR>>
> nonlinear Kalman filters, multipole filters, wavelets, and myriad of
other<BR>> > cycles-related technology.<BR>> >
Some of the new features of the 32 bit-compiled MESA98 are:<BR>> > 1) An
instantaneous trendline - obtained by completely removing the<BR>> >
dominant cycle.<BR>> > 2) Estimate the cycle amplitude - filter
attenuation of the cycle swing is<BR>> > compensated.<BR>> > 3) Our
proprietary Sinewave Indicator that lets you anticipate cyclic turns.<BR>>
> 4) Less latency - uses only .75 of a cycle for the measurement.<BR>>
> 5) More accurate - multipole filter preprocessing.<BR>> > 6)
Identification of Trend Modes and Cycle Modes.<BR>> > 7) Correlate Trend
Mode and Cycle Mode signals.<BR>> > 8) Improved 10 bar prediction.<BR>>
> 9) Intuitive data access to 8 data types - uses a setup wizard.<BR>>
> 10) Output cycle measurements to and ASCII file.<BR>> > 11) Larger
Chart Screen<BR>> > 12) Large portfolio capability.<BR>> ><BR>>
> You can download a demo of the MESA98 program from our website<BR>> >
www.mesasoftware.com.<BR>> > The
cost of MESA98 is only $350. That's "out the door". No "ups",
no<BR>> > "extras" (except sales tax in California, if applicable).
We accept VISA,<BR>> > MC, and American Express cards.<BR>>
> You'll be glad you added MESA98 to your arsenal of
trading tools.<BR>> > <BR>> ><BR>>
----------------------------------------------------------------------------------------------<BR>>
Van: John Ehlers <<A
href="mailto:john@xxxxxxxxxxxxxxxx";>john@xxxxxxxxxxxxxxxx</A>><BR>> Aan:
undisclosed reciepients<BR>> Onderwerp: Instantaneous Trendline<BR>>
Datum: zondag 25 oktober 1998 23:19<BR>> <BR>> To MESA Users
Group:<BR>> Here is a set of new indicators that you can program
yourselves. The<BR>> first of these indicators I call an INSTANTANEOUS
TRENDLINE. It works<BR>> because it completely removes the dominant
cycle from a smoothing average.<BR>> For the mathematically inclined, the
Fourier Transform of a rectangular<BR>> window (formed by a simiple average)
is a Sin(X)/X distribution. The<BR>> objective is to place the first
null of this distribution exactly at the<BR>> dominant cycle. For the
intuitively inclined, what we are doing is taking<BR>> a simple average over
the full dominant cycle period. In such an average,<BR>> there are as
many sample points above the midpoint as below the midpoint<BR>> with the
result that the sum of all these sample points is zero.<BR>> OK,
so all we have to do to get an Instantaneous Trendline is to take a<BR>>
simple average whose length is exactly the period of the dominant cycle.<BR>>
For those of you who have TradeStation and MESA96, you just insert the
dc<BR>> variable for the length of the simple moving average. For those
of you who<BR>> have MetaStock or other toolbox packages, you just have to
estimate the<BR>> length of the dominant cycle and insert that estimate as
your moving<BR>> average period. Of course, this estimate is fixed
across your entire<BR>> screen, but the dominant cycle length can be
varying. So watch out for<BR>> that problem.<BR>> The
next indicator is created by taking a moving average over half the<BR>>
period of a dominant cycle. In this case, the amplitude of the
dominant<BR>> cycle is attenuated by exactly 2/PI. Our objective is to
restore the full<BR>> amplitude of the cyclic portion. So we take this
latest moving average,<BR>> subtract the "Instantaneous Trendline", multiple
the difference by PI/2<BR>> (1.57 approximately), and then add the
Instantaneous trendline back. Since<BR>> the lag of a moving average is
about half the moving average window length,<BR>> this modified half dominant
cycle moving average will still lag the realy<BR>> cyclic swing by a quarter
cycle.<BR>> Now, when we look at these two moving
averages, we can make two<BR>> assessments. First, we now solve the
age-old problem of what is the<BR>> trendline. We have create an
adaptive trendline. Secondly, we can see the<BR>> cyclic swing relative
to this trendline so that we can assess the amplitude<BR>> of the cyclic
movement. If this cyclic amplitude is not several times that<BR>>
average daily bar range, then getting an entry and exit for a profitable<BR>>
cyclic move becomes a crapshoot. In other words, the signal to noise
ratio<BR>> is so low that even though we have identified a good cycle, it is
not large<BR>> enough to trade profitably without relying on an intraday
fill.<BR>> Good Trading!!!<BR>> John<BR>> <BR>>
<BR>>
-------------------------------------------------------------------------------------------------<BR>>
<BR>> On Tue, 3 Nov 1998 16:19:00 -0600, you wrote:<BR>> <BR>>
>Since the movements in the stockmarket are not truely periodic, is there
any<BR>> >evidence that linear or non-linear Fourier analysis can be
applied to the<BR>> >stockmarket?<BR>> <BR>> Imo, FA can answer this
question: If we do some appropriate kind of<BR>> windowing, we get as a
result the "amount of periodic content" vs<BR>> time, including
information about the accompanying frequencies. And if<BR>> periodic content
is high, FA can do some kind of meaningful<BR>> extrapolation.<BR>>
<BR>> mfg rudolf stricker<BR>> <BR>> <BR>> ----- Original Message
----- <BR>> From: "Lionel and Gail Issen"<BR>> To: <<A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>><BR>>
Sent: dinsdag 3 november 1998 23:19<BR>> Subject: Re: Fast Fourier Transform
and FFT<BR>> <BR>> > CCollins:<BR>> > <BR>> > The so called
FFT in MS is a loser. The dominant cycle always comes up as<BR>> >
the length of the time period of the data. The so called cycles bear
little<BR>> > resemblance to anything useable. Excel spreadsheets
supports FFT.<BR>> > Parenthetically I have never come across anyone who
uses MS FFT for trading.<BR>> > I have met many people who collectively
use almost all the rest of the<BR>> > functionality of MS,<BR>> >
<BR>> > Since the movements in the stockmarket are not truely periodic, is
there any<BR>> > evidence that linear or non-linear Fourier analysis can
be applied to the<BR>> > stockmarket?<BR>> > <BR>> > Lionel
Issen<BR>> ><BR>> > -----Oorspronkelijk bericht-----<BR>> >
Van: C Collins<BR>> > Aan: <A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A><BR>> >
Datum: dinsdag 3 november 1998 21:27<BR>> > Onderwerp: Re: Fast Fourier
Transform and FFT<BR>> > <BR>> > <BR>> >
> Having recently upgraded to 6.5 and being a multiyear
user of Metastock<BR>> > >2.5, 3, 5, etc, there is a part of this
function which I have never been<BR>> > >able to coax into functioning.
The INTERPRETED choice produces the findings<BR>> > >of long waves from
89 to 500 . Nothing I have done will show the smaller<BR>> > >waves.
Also, if the choice of RAW data is made and other reasonable choices<BR>>
> >(such as 100, 1, mean, amplitude) are made the result is a
window with an<BR>> > >"Y-value" axis, but there is no graph of any
type. Has anyone succeeded in<BR>> > >using this function. Also, has
anyone ever had there hands on software<BR>> > >called "Epoch Pro"
developed by John Ehlers.<BR>> > ><BR>> > >From: Manoj
Abraham<BR>> > >> To: <A
href="mailto:support@xxxxxxxxx";>support@xxxxxxxxx</A><BR>> > >> Cc:
metastock@xxxxxxxxxxxxx<BR>>
> >> Subject: RE: Fast Fourier Transform and FFT<BR>> > >>
Date: Tuesday, November 03, 1998 6:17 AM<BR>> > >> <BR>> >
>> Hi,<BR>> > >> If Metastock can interpret the Cycles and
display it I cant understand<BR>> > >> why it cannot output the
value to explorer or into a custom indicator.<BR>> > >> and what is
the use of FFT function built into metastock.<BR>> > >> <BR>>
> >> Manoj Abraham<BR>> > >> <BR>> > >>
<BR>> > >> <BR>> > >> There is not a way to create the
interpreted FFT in The Explorer. The<BR>> > >> Explorer uses
individual formulas and Fast Fourier Transform Interpreted<BR>> > >>
is actually a long series of Raw calculations, and each Raw calculation<BR>>
> >> is analyzed to determine 3 dominant cycles.<BR>> > >>
<BR>> > >> Raw is only one calculation of the series. To
manually calculate Raw<BR>> > >> like interpreted would have to run
many Raw calculations and analyze the<BR>> > >> Raw number results
in a database to determine dominant values. This<BR>> > >>
series of calculations is not possible in an Exploration.<BR>> > >>
<BR>> > >> Equis Support<BR>> > >> <A
href="http://www.equis.com/";>http://www.equis.com/</A><BR>> > >> <A
href="http://www.equis.com/customer/support/";>http://www.equis.com/customer/support/</A><BR>>
> >> Please include previous email answers and questions in your
response.<BR>> > >> <BR>> > >> Equis and MetaStock and
MetaStock Professional are registered trademarks<BR>> > >> of Equis
International. Achelis Binary Wave, The DownLoader, Expert<BR>> >
>> Advisor, OptionScope, Quotecenter, and Smart Charts are trademarks
of<BR>> > >> Equis International.<BR>> > >> <BR>>
> >> <BR>> > >> > -----Original Message-----<BR>>
> >> > From: Manoj Abraham<BR>> > >> > Sent: Monday,
November 02, 1998 3:11 AM<BR>> > >> > To: <A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A><BR>> >
>> > Cc: <A
href="mailto:support@xxxxxxxxx";>support@xxxxxxxxx</A><BR>> > >> >
Subject: Fast Fourier Transform and FFT<BR>>
> >> > <BR>> > >> > Hi everybody,<BR>> >
>> > <BR>> > >> > Does anybody know how to get the
interpreted FFT value in explorer.<BR>> > >> > When the
interpreted Fourier transform is loaded the function says<BR>> > >>
> Fourier Transform(Close,-1,-1.0000,Detrend,Amplitude)<BR>> > >>
> Put the same as a new function It gives error messages.<BR>> >
>> > <BR>> > >> > Manoj Abraham<BR>> <BR>>
<BR>> <BR>> <BR>> <BR>> <BR>> </FONT></DIV></BODY></HTML>
</x-html>From ???@??? Fri Feb 25 08:51:00 2000
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Message-ID: <002401bf7fc3$548955a0$10f30d18@xxxxxxxxxxxxxxxxxx>
From: "Jim Greening" <jimginva@xxxxxxxx>
To: "Metastock" <metastock@xxxxxxxxxxxxx>
References: <NBBBKFMIMHJOLMGOIJGNMEBGEDAA.grt@xxxxxxxxxxxx>
Subject: Re: Being a contrarian takes guts
Date: Fri, 25 Feb 2000 10:59:16 -0800
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Status:
Guy,
I'm glad to see that you are still here and posting your signals. Best
of luck and keepup the good work.
I've been off the list for a few weeks while my computer was in the
shop being fixed. The good news was that it was still under warranty and
replacing the mother board didn't cost me anything. The bad news was that
they had to ship it back to a repair facility and it took forever. I did
crank up my old computer with a telephone modem (left the cable modem card
in the new computer) to do my trading and partially keep up my web site, but
didn't try to download the Metastock list with my slow connection. I think
I'm back up to speed now and ready to participate again.
JimG
----- Original Message -----
From: "Guy Tann" <grt@xxxxxxxxxxxx>
To: "Metastock" <metastock@xxxxxxxxxxxxx>
Sent: Friday, February 25, 2000 6:52 AM
Subject: Being a contrarian takes guts
> List,
>
> Well I hate buying into this market, but we have to follow the system.
>
> We're reversing our short S&P positions this morning. We're long at
1351.25
> to 1351.75. The one good thing about being a contrarian is that when we
> reverse, we're usually opposite the market direction, so the fills are
> pretty good. Of course, with all of the market weakness, we might have
been
> better off waiting for a while, but that would be second guessing our
> system.
>
> Our short S&P @ 1417.25 closed out at 1351.75 (worst fill this morning)
for
> a profit of 65.75 points. For an e-mini contract, that's $3,275 less
$25.00
> commissions, fees, etc. (actually less than that) for a net profit of
> $3,250. On an initial margin requirement of $4,688, that figures out to
be
> a 69% net return in 22 days. Not a bad annual return if it would only
keep
> going. :)
>
> Anyway, that's our current positions. We haven't gone long the tech
stocks
> as of the opening, but will look at adding those around 7AM.
>
> Guy
>
>
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