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Chuck,
Take a look at the FFT stuff built into Metastock
(online look at http://www.equis.com/free/taaz/fourier.html)
This will tell you the predominate cycle lengths for the
time series under investigation.
You can look at the cycles fractally also (see Edgar Peters "Chaos and
Order in Capital Markets").
Good luck,
Jeff
Charles Warren wrote:
>
>Hi,
>
>I am looking to develop an algorithm for an exploration of stocks that =
>will determine the frequency (number of time periods) from valley to =
>valley dips, and where the stock is at relative to a projected next =
>valley (or peak). If you manually use the cycle lines feature on a =
>single stock chart you can place a starting point (date) and change the =
>frequency of the time intervals among a series of vertical lines, =
>attempting to match up the peaks or valleys in a cycling stock over a =
>time frame. The goal of the algoithm is to determine if the stock is =
>near a projected valley (or peak) based on its past tendencies to form =
>valleys or peaks at certain intervals.
>
>Chuck
>
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