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<DIV><FONT face="Times New Roman" color=#008080><STRONG><EM>Ton : I plotted it
and it is invisible ?</EM></STRONG></FONT></DIV>
<DIV><STRONG><EM><FONT face="Times New Roman"
color=#008080></FONT></EM></STRONG> </DIV></DIV>
<DIV><FONT size=2>It's the result of the simplicity of how the basic FFT
Function works in the program. The program's</FONT></DIV>
<DIV><FONT size=2>formula limitations </FONT><FONT size=2>for the FFT Function
will only have it being </FONT><FONT size=2>calculated and have it being
displayed</FONT></DIV>
<DIV><FONT size=2>only </FONT><FONT size=2>"at the beginning left of the Chart".
</FONT><FONT size=2>See point 2 on how to get </FONT><FONT size=2>the Function
visable, and than later,</DIV></FONT>
<DIV><FONT size=2>eventualy get a tryout version visable (of the formula
that was given for the </FONT><FONT size=2>ITL).</DIV></FONT>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>The limitations and </FONT><FONT size=2>other items
mentioned(see point 1) has also stopped me (for the moment)</FONT></DIV>
<DIV><FONT size=2>to look further </FONT><FONT size=2>into the ITL. This
all did stop me back than as well. </FONT><FONT size=2>Perhaps one other
day...................</DIV></FONT>
<DIV><FONT size=2><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></FONT></DIV>
<DIV><FONT size=2><FONT size=2></FONT></FONT> </DIV>
<DIV><FONT size=2><FONT
size=2>----------------------------------------</FONT></FONT></DIV>
<DIV><FONT size=2> 1.- First a few remarks on why I will stop with
further looking into the Fourier
Transform:<BR> a. The
Equis' TA from A to Z book by Steve Achellis (p. 141-143) of which an
electronic<BR>
version is freely available on the Equis website) shows a picture
graph<BR>
example of the 'working indicator', but doesn't mention anything on
how<BR>
to get to it/this far when using it in the program. The graph
reveals<BR>
indicator's uselessness in full, though. That's also why the knickname
BIMBO.<BR> b. Since this
is just another one of the BIMBO indicators (eg see c, thus
jet<BR>
anotherone of the Fibionancy/GANN/KAGI and alike useless set of
B-indicators)<BR> c. Since
there are no fixed cycle
lengths<BR> d. Since the
Program's Formula
limitations<BR> e. Since
a+b+c+d making it a pure waste of precious time
<BR> f. Therefore
all I have done here is sum up the facts(+defacts) known
up<BR>
till now (1+2+3a+3b+4).</FONT></DIV>
<DIV><FONT size=2>----------------------------------------<BR> 2.- Equis
Support writes: {for better readability have adjusted the text}</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>-The FFT() function does not plot data for all the bars in a
chart.<BR>-The data values should be measured against the Y-axis scale on the
side of the Chart(right)<BR> and represent the days of each cycle, eg
determined by the numeric value of the indicator. </FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>-Try plotting the following formula as an indicator in your
chart:<BR>FFT(C, 100, 1, DETREND, POWER)<BR>-Then scroll back to the 1st date
that's plotted in Chart's most Left side.<BR>-You will now see a short plot in
only the first section of the chart.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>-This is NOT the calculation for the whole plot, eg its based
on PERIOD, and therefore</FONT></DIV>
<DIV><FONT size=2> the indicator only examines the 1st 100 periods of
data loaded, eg it will leave any other</FONT></DIV>
<DIV><FONT size=2> data unexamined. <BR>-Since the explorer only looks at
the last bar of data, it does not see these values.</FONT></DIV>
<DIV><FONT size=2><FONT size=2></FONT></FONT> </DIV>
<DIV><FONT size=2><FONT size=2>-If you enclose the above formula inside other
functions, you can carry its values<BR> on to the last bar for the examined
PERIOD. For example:</FONT></FONT></DIV>
<DIV><FONT size=2><FONT size=2>
<DIV><FONT size=2>Highest( FFT(C, 100, 1, DETREND, POWER)
)</FONT><BR></FONT><FONT size=2>-This will report on the 100th day, the highest
value the FFT() function returned on the data</FONT></DIV>
<DIV><FONT size=2> it examined.</FONT></DIV>
<DIV><FONT size=2>-For example:<BR></FONT><FONT size=2>LastValue(Highest(
FFT(C, 100, 1, DETREND, POWER) )<BR>-This will transfer over the last
report's value, reported on the 100th day, onto the last bar in the
Chart.<BR></DIV></FONT></FONT></DIV>
<DIV><FONT size=2>-This data however, is only (in the above example) the HIGHEST
value of the<BR> first 100 periods loaded in the Chart (eg the Chart's 1st
100 day's of data records) and useless</FONT></DIV>
<DIV><FONT size=2> when a much later period needed to be
examined.</FONT></DIV>
<DIV><FONT size=2>-Additional parameters to set a specific time period for when
data needs to be examined are</FONT></DIV>
<DIV><FONT size=2> not available in program. </FONT></DIV>
<DIV><FONT size=2>----------------------------------------<BR>For a better
comparison, do 3a and 3b:</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2> 3a.-Drag the Fourier Tansform ind from the Indicator
Builder onto the Chart<BR> -choose for
parameters:<BR>
Interpreted: RAW {since we don't want to use MSK's
defaults}<BR>
TimePeriods:
300<BR>
Length :
1<BR>
PriceField :
Close<BR>
Method : Spectrum
{Power}<BR>
Smoothing : Detrend</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2> 3b.-Drag the FastFourierTransform ind (eg the custom)
onto the Chart<BR> -the standard build-in
FFT function is written as
follows:<BR>
FUNCTION(ARRAY,PERIODS,LENGTH,SMOOTHING,METHOD)<BR>
-for creation of the cutom ind, this should be read
as:<BR>
FFT(DA,PRDS,LEN,DETRENDorMEAN,POWERorAMPLITUDE)<BR>
where:
<BR>
Interpreted: FFT {the
function}<BR>
TimePeriods: Prds {examend PERIOD
periods}<BR>
Length : Len {1=dly,
5=wkly}<BR>
PriceField : DA {data
array}<BR>
Method : POWERorAMPLITUDE {Spectrum(Pwr) or
Amplitude}<BR>
Smoothing : DETRENDorMEAN {Detrend(LinReg) or
Mean(MovAve)}<BR> -now used with the same
parameters as for the standard ind would
read<BR>
TimPrds:=300<BR>
FFT(C,TimPrds,1,DETREND,POWER)<BR>Notes:<BR>The settings used for the Chart's
OPEN|OPTIONS, eg on Open-ing are
here standard:<BR> -Load 25000
periods<BR> -Display 250 periods.<BR>It will
not have much effect on calculations, if you have other settings, but<BR>a
minimum Load of say 350 periods is required.<BR>For the above comparison the
DowINDU was used (eg since its holds records<BR>back to 19800101, what better
way to test "some"
indicator!).<BR>----------------------------------------<BR>The FFTCycles
indicator (see the TAS formulas below) in MetaStock is not present, eg<BR>plain
missing, and will therefore have to be created(custom).</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2> 4.-Have printed the FFTCycle attempts(converting the
TAS version into a MSK version)<BR> as additional notes
below the original TAS version.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>===================================================<BR>Fast
Fourier Transform and Cycle formulas as can be found in the TAS
program.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>23.1.17 FFT Fast Fourier
Transform</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>
Usage: FFT( Array1
)<BR> Returns:
Array<BR> Description :
<BR> FFT(Array1) "Fast
Fourier Transform" function to calculate
the<BR> detrended power
spectrum of the array Array1. The detrended
power<BR> spectrum is an
array [1..n] where the value of each entry is
the<BR> amplitude of the
power at the i/n'th frequency. This
is<BR> essentially
equivalent to the 'raw' power spectrum shown
by<BR> MetaStock 3.5 and
later FFT indicator.<BR>
Example:<BR> Array X =
FFT(CLOSE);<BR> would
place the detrended power spectrum in array X.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>23.1.18 FFTCycle Cycle via Fast Fourier
Transform</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>
Usage: FFTCYCLE( Array1
)<BR> Returns:
Array<BR> Description
:<BR> FFTCycle performs a
detrended FFT on array Array1 and
then<BR> creates an array
containing cycles found in order from
most<BR> dominant to least
dominant.<BR> The 0th
entry of the result array contains the dominant cycle.
If<BR> the dominent cycle
length is longer than the number of
data<BR> points in the
array, no cycle was
found.<BR>
Example:<BR> Array X =
FFTCycle(CLOSE);<BR> IF
X[0] < QUOTE_COUNT
THEN<BR>
Writeln(`Dominant cycle is
`,X[0]);<BR>
ELSE<BR>
WriteLn(`No dominant cycle found');</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>===================================================<BR>Fast
Fourier Transform as it cannot be found in MetaStock, eg the Fourier
Transform<BR>indicator is only present in program, is basicaly the FFT Function
and therefore limited<BR>in use, since the Cycles formula indicator is not
present, eg the Cycles will<BR>therefore have to be created as a custom
indicator.</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2><BR>FFTCycles indicator (Predominate cycles for
FastFourierTransform)<BR>(version for MetaStock 6.5+)</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Name: FFTCycle </FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Formula:<BR>{The indicator will always return the
total<BR>amount of days a cycle has lasted. If the<BR>dominent cycle length is
longer than the<BR>number of data points in the array,<BR>no cycle was
found.<BR>The 0th entry of the result array contains<BR>the dominant cycle, eg
indicator will start<BR>at day1 of the
Chart.}<BR>=================================================<BR>{attempt
1}<BR>TiPrds:=300
{QUOTE_COUNT};<BR>FFTind:=FFT(C,TiPrds,1,DETREND,POWER);<BR>FFTtot:=Sum(FFTind,TiPrds);<BR>FrrHtot:=FFTind>(FFTtot/2)<BR>
{Most Predominate Cycle};<BR>FrrLtot:=FFTind<(FFTtot/2)<BR>
{Least Predominate
Cycle};<BR>FrrAtot:=FFTtot-(FrrHtot+FrrLtot)<BR> {Average
Predominate
Cycle};<BR>CycMstSig:=HighestSince(1,C>0,FFTind);<BR>CycLstSig:=LowestSince(1,C>0,FFTind);<BR>CycPlot:=
{= Array X = FFTCycle}<BR>
If(BarsSince(C>0)<=FrrHtot,CycMstSig,<BR>
If(BarsSince(CycMstSig)>=FrrHtot,CycLstSig,<BR>
FrrAtot));<BR>If(CycPlot<TiPrds,CycPlot,-1)</FONT></DIV>
<DIV><FONT size=2>{this will only plot a small single dot on the TiPrds day
in the Chart}<BR>===================================================<BR>{finding
the total amount of available Records in the data file, eg</FONT></DIV>
<DIV><FONT size=2>to overcome the error:</FONT></DIV>
<DIV><FONT size=2>"This variable or expression must contain only constant
data"}<BR>Rcrds:=Cum(C>0);<BR>{Rcrds results are
5098}<BR>===================================================<BR>{attempt
2}<BR>TiPrds:=300
{QUOTE_COUNT};<BR>FFTind:=FFT(C,TiPrds,1,DETREND,POWER);<BR>FFTtot:=Sum(FFTind,TiPrds)<BR>
{total summed values after TiPrds
days};<BR>FFTHtot:=Sum(Highest(FFTind),TiPrds)<BR> {total
summed H values after TiPrds
days};<BR>FFTLtot:=Sum(Lowest(FFTind),TiPrds)<BR> {total
summed L values after TiPrds
days};<BR>FFTAtot:=FFTHtot-FFTLtot<BR> {total summed Ave
values after TiPrds days};<BR>FrrHtot:={Most Predominate
Cycle}<BR>
If(FFTHtot>=((FFTtot/3)*2)=1,FFTHtot/TiPrds,<BR>
{Least Predominate Cycle}<BR>
If(FFTLtot<=((FFTtot/3)*2)=1,FFTLtot/TiPrds,<BR> {Average
Predominate Cycle}FFTAtot/TiPrds));<BR>FrrHtot</FONT></DIV>
<DIV><FONT size=2>{this will only plot a small single dot on the TiPrds day in
the Chart}<BR>====================================================</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<BLOCKQUOTE dir=ltr
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
<A title=sky40912@xxxxxxxxx href="mailto:sky40912@xxxxxxxxx";>Theo E.M.
Lockefeer</A> </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=metastock@xxxxxxxxxxxxx
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> vrijdag 25 februari 2000
16:41</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: === Looping
constructs.</DIV>
<DIV><FONT size=2></FONT><BR></DIV>
<DIV> </DIV>
<DIV><FONT color=#008080><STRONG><EM>Helo Friend Ton and other
friends........</EM></STRONG></FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>----- Original Message ----- </FONT>
<DIV><FONT size=2>From: A.J. Maas <<A
href="mailto:anthmaas@xxxxxxxxx";>anthmaas@xxxxxxxxx</A>></FONT></DIV>
<DIV><FONT size=2>To: Metastock-List <<A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>></FONT></DIV>
<DIV><FONT size=2>Sent: February 24, 2000 12:08 AM</FONT></DIV>
<DIV><FONT size=2>Subject: Re: === Looping constructs.</FONT></DIV></DIV>
<DIV><BR></DIV>
<DIV><FONT 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 size=2></FONT> </DIV>
<DIV><FONT color=#008080><STRONG><EM>Ton : i plotted it and it it is invisible
?</EM></STRONG></FONT></DIV>
<DIV> </DIV>
<DIV><FONT color=#008080><STRONG><EM>Regards Theo
L.</EM></STRONG></FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT 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>> > <A
href="http://www.mesasoftware.com";>www.mesasoftware.com</A>.<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: <A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A><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></BLOCKQUOTE></BODY></HTML>
</x-html>From ???@??? Sun Feb 27 16:36:14 2000
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Message-ID: <006d01bf816b$80e77740$81d979c3@xxxxx>
From: "A.J. Maas" <anthmaas@xxxxxxxxx>
To: "Metastock-List" <metastock@xxxxxxxxxxxxx>
References: <001e01bf808a$75abd1a0$0aa8a8c0@xxxxxxx>
Subject: Re: Off Topic: Win98 tip for Control Panel
Date: Sun, 27 Feb 2000 22:41:20 +0100
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Status:
"Self developed Techniques", huuu ????
These were directly copied from the Microsoft's Knowledge Base articles.
These and many, many other Tips and Tricks have been available to users
since 1997. They include how to get the Printers, System, Network, Explorer
and many other folders onto your Desktop as well.
Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.
Homepage http://home.planet.nl/~anthmaas
----- Original Message -----
From: "Frank McClendon" <fmcclen1@xxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: zaterdag 26 februari 2000 19:49
Subject: Off Topic: Win98 tip for Control Panel
>
>
> Making The Windows Control Panel More User-Friendly
> By Greg Shultz, ZD Journals
>
>
> Do you regularly access the Control Panel to run one of its utilit
> utilities? I know that I do. I'm constantly clicking through the
> Start menu selecting \Settings\Control Panel and then waiting for
> the folder to open. After a while it gets tiresome.
>
> Since I'm always on the lookout for techniques that will save me
> time and effort, I did some research and discovered two techniques
> for putting the Control Panel directly on the Start menu as a
> cascading menu. The first technique gives you access to the entire
> Control Panel while the second technique simply gives you access
> to those Control Panel utilities that you use most often.
>
> In this article, I'll show you how to make the Control Panel much
> easier to use by implementing each of these techniques. As I do,
> I'll discuss the advantages of each technique and explain how
> they will save you time as well as increase your efficiency when
> troubleshooting or configuring your computer
>
>
> Technique 1: Listing The Entire Control Panel On The Start Menu
> ------------------------------------------------------------------
>
> If you want to have easy menu access to the entire Control Panel,
> you'll want to implement this version of the technique. Putting
> the entire Control Panel on the Start menu is as easy as creating
> a new folder in the Start menu folder and then using a special
> code that loads the Control Panel from within the Registry.
>
> To begin, simply right-click on the Start button and select
> either the Open or Explore command from the shortcut menu. When
> you do, Windows 95/98 opens either a My Computer window or a
> Windows Explorer window rooted in the Start Menu folder,
> respectively.
>
> At this point, you'll create a special folder. The easiest way
> to do so is to press [Alt]F and use the accelerator keys NF. (If
> you're using the original version of Windows 95, you'll use the
> accelerator keys WF.) This keystroke combination quickly pulls
> down the File menu, opens the New submenu, and selects the Folder
> command.
>
> Once Windows 95/98 creates the folder, type
>
> Control Panel.{21EC2020-3AEA-1069-A2DD-08002B30309D}
>
> in the highlighted rename text box. Be sure to type this Registry
> code exactly as it is shown above. If you don't, the technique
> will fail.
>
> Once you finish typing the Registry code, press [Enter]. When you
> do, Windows 95/98 replaces the standard folder icon with the
> Control Panel icon. It also replaces the Registry code with the
> words Control Panel.
>
> If the icon doesn't change, then you mistyped the Registry code.
> Simply click the icon once to enable the rename text box and
> retype the code.
>
> Once you've inserted Control Panel in the Start Menu folder, you
> can close the folder. Now, you can easily access any of the
> Control Panel utilities by selecting the new Control Panel
> cascading menu, which now appears on the Start menu.
>
> Of course the advantage of this technique is that you have access
> to all of the utilities in the Control Panel. However the
> drawback it that the menu can appear crowded, which may make it
> difficult to find what you're looking for.
>
>
> Technique 2: Putting Select Control Panel Utilities On The
> Start Menu
> ------------------------------------------------------------------
>
> The crowded menu drawback of the first technique led me to develop
> this second technique. Furthermore, I typically don't need to
> access all of the utilities in the Control Panel, only a select
> group of the utilities.
>
> If you'd rather put on the Start menu only those Control Panel
> utilities that you use frequently, you can do so by creating a
> folder in the Start Menu folder and creating and copying shortcuts
> to those particular Control Panel utilities you need. To begin,
> access the Start Menu folder and create a folder as I explained
> in the previous section. However, this time you'll name the folder
> as you normally would. For example, I named mine the Control
> Center.
>
> Then, open the Control Panel as you normally would. Next,
> reposition the Control Panel folder so you can see both it and
> your Control Center folder easily. Now, you can drag the
> utilities that you use most often from the Control Panel to your
> new Control Center folder. When you do, Windows 95/98 will
> inform you that you can't copy or move Control Panel utilities
> and prompt you to create a shortcut. Just select yes to continue.
>
> Windows 95/98 may automatically add to each utility's title the
> prefix Shortcut to. If so, you'll probably want to remove the
> prefix to keep things looking neat. To do so, simply select each
> item, press [F2], and then highlight and delete the prefix.
>
> Once you've created shortcuts to all the Control Panel utilities
> that you use most often, close both folders. Now, you can easily
> access those Control Panel utilities you use most often by
> selecting the new Control Center cascading menu, which now
> appears on the Start menu.
>
>
> Enhancing The Second Technique
> ------------------------------------------------------------------
>
> As you can see, both of these techniques provide you with similar
> results - easy access to Control Panel utilities. However, the
> second technique provides you with additional advantages. Let's
> take a closer look.
>
> Reorganizing The Control Center Folder
> Since the Control Center folder contains shortcuts, you can now
> organize the items in the folder according to which utilities
> you use most often. To begin, open the Control Center folder and
> then rank utilities in the order that you use them the most.
>
> Once you've decided on a ranking, you're ready to organize the
> Control Center folder. To do so, choose the utility that you use
> most often, select it, and press [F2]. When you do, the rename
> text box will open and highlight the text. Simply press [Home]
> to move the cursor to the beginning of the text and type 1)
> followed by a space. Then, press [Enter] to close the rename
> text box and effect your change. Now, select the next most
> frequently used utility and use the same procedure as before:
> select the shortcut, press [F2] followed by [Home], type 2),
> press the spacebar, and press [Enter]. Continue renaming your
> shortcuts using the appropriate ranking. When you finish, press
> [F5] to refresh the folder contents and then close the Control
> Center folder. Now, when you open the Control Center cascading
> menu, the utility that you use most frequently will be at the
> top of the list.
>
> Adding The Control Panel To The Control Center
> ------------------------------------------------------------------
> Second, if you want to keep all the Control Panel utilities in one
> place, you can put the entire Control Panel in your Control Center
> folder. To do so, simply follow the instructions from the first
> technique to create the Control Panel folder. Only this time,
> create it inside the Control Center folder rather than the Start
> Menu folder.
>
> Conclusion
> ------------------------------------------------------------------
> Putting access to the Control Panel utilities directly on the
> Start menu allows you to make configuration changes quickly and
> easily. In this article, I've shown you two techniques for putting
> Control Panel utilities on the Start menu.
>
>
> Greg Shultz is a Senior Editor for ZD Journals. He writes two
> monthly tips and techniques journals, Inside Microsoft Windows 98
> and Inside Microsoft Windows 95. You can reach Greg at
> greg_shultz@xxxxxxxx
>
>
>
>
>
>
>
>
>
>
>
|