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Thanks a lot Jeff.
I'll investigate more this indicator, although
I've never been able to build a robust system with this kind of cycle
indicator...
Jean-Roland
<BLOCKQUOTE
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
<A href="mailto:haferman@xxxxxxxxxxxxxxxxxxxxxxx";
title=haferman@xxxxxxxxxxxxxxxxxxxxxxx>Jeff Haferman
To: <A
href="mailto:metastock@xxxxxxxxxxxxx";
title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx
Sent: Tuesday, December 12, 2000 10:36
PM
Subject: Re: cycles
In response to Jean-Roland, I would say first take a look
at<A
href="http://www.equis.com/free/taaz/fourier.html";>http://www.equis.com/free/taaz/fourier.html
I think the explanation there is pretty clear and it would bedifficult
for me to do much better, but I'll try...Here is an example... apply
the FFT indicator to a securityof your choice. You will get a few
"predominate cyclelengths". Let's say (for sake of this example)
that thestrongest cycle length is 205 days (which is the lengthused
for U.S. Steel on the web page above). A very veryrough way to use
this is to find the low price over thepast year, then, advance 102 days
(half of the cycle lengthof 205) and this is where you could roughly
expect the pricemaximum, then advance another 103 days (to fill the
cycle)and you could roughly expect a (local) minimum.[if you're good
with your computer, you could try overlayinga sin-wave with the same
cycle-length to see where themaximum and minumum prices "should" be
according to theFourier transform].I personally have not used this
indicator or tried to analyzeor forecast security prices using cycles,
because I'mon other types of wild goose chases
:)Jean-Roland Quastana wrote:>Could you tell us mor
precisely how to work with FFT indicator, maybe =>with a practical
example.>I've been trying to understand this indicator for a (too long)
while...>>Thanks,>>Jean-Roland> -----
Original Message -----=20> From: Jeff Haferman=20>
To: metastock@xxxxxxxxxxxxx ; <A
href="mailto:metastock@xxxxxxxxxxxxx=20";>metastock@xxxxxxxxxxxxx=20>
Sent: Tuesday, December 12, 2000 12:34 AM> Subject: Re:
cycles>>>> Chuck,> Take a look
at the FFT stuff built into Metastock=20> (online look at <A
href="http://www.equis.com/free/taaz/fourier.html";>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
=3D> >will determine the frequency (number of time periods)
from valley to =>=3D> >valley dips, and where the stock
is at relative to a projected next =>=3D> >valley (or
peak). If you manually use the cycle lines feature on a
=>=3D> >single stock chart you can place a starting
point (date) and change =>the =3D> >frequency of the
time intervals among a series of vertical lines, =3D>
>attempting to match up the peaks or valleys in a cycling stock over a
=>=3D> >time frame. The goal of the algoithm is
to determine if the stock is =>=3D> >near a projected
valley (or peak) based on its past tendencies to =>form
=3D> >valleys or peaks at certain intervals.>
>> >Chuck>
>>>------=_NextPart_000_00B5_01C0643F.1CC406E0>Content-Type:
text/html;> charset="iso-8859-1">Content-Transfer-Encoding:
quoted-printable>><!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0
Transitional//EN">><HTML><HEAD>><META
content=3D"text/html; charset=3Diso-8859-1"
=>http-equiv=3DContent-Type>><META content=3D"MSHTML
5.00.2919.6307"
name=3DGENERATOR>><STYLE></STYLE>></HEAD>><BODY
bgColor=3D#ffffff>><DIV><FONT face=3DTahoma
size=3D2>Could you tell us mor precisely how to =>work
with=20>FFT indicator, maybe with a practical
example.</FONT></DIV>><DIV><FONT face=3DTahoma
size=3D2>I've been trying to understand this =>indicator
for=20>a (too long)
while...</FONT></DIV>><DIV> </DIV>><DIV><FONT
face=3DTahoma
size=3D2>Thanks,</FONT></DIV>><DIV> </DIV>><DIV><FONT
face=3DTahoma
size=3D2>Jean-Roland</FONT></DIV>><BLOCKQUOTE=20>style=3D"BORDER-LEFT:
#000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: =>0px; PADDING-LEFT:
5px; PADDING-RIGHT: 0px">> <DIV style=3D"FONT: 10pt
arial">----- Original Message ----- </DIV>>
<DIV=20> style=3D"BACKGROUND: #e4e4e4; FONT: 10pt arial;
font-color: =>black"><B>From:</B>=20> <A
<A
href='mailto:href=3D"mailto:haferman@xxxxxxxxxxxxxxxxxxxxxxx"=20'>href=3D"mailto:haferman@xxxxxxxxxxxxxxxxxxxxxxx"=20>
<A
href="mailto:title=3Dhaferman@xxxxxxxxxxxxxxxxxxxxxxx";>title=3Dhaferman@xxxxxxxxxxxxxxxxxxxxxxx>Jeff
Haferman</A> </DIV>> <DIV style=3D"FONT: 10pt
arial"><B>To:</B> <A=20> <A
href='mailto:href=3D"mailto:metastock@xxxxxxxxxxxxx"=20'>href=3D"mailto:metastock@xxxxxxxxxxxxx"=20>
<A
href="mailto:title=3Dmetastock@xxxxxxxxxxxxx";>title=3Dmetastock@xxxxxxxxxxxxx><A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A> ;
<A=20> <A
href='mailto:href=3D"mailto:metastock@xxxxxxxxxxxxx"=20'>href=3D"mailto:metastock@xxxxxxxxxxxxx"=20>
<A
href="mailto:title=3Dmetastock@xxxxxxxxxxxxx";>title=3Dmetastock@xxxxxxxxxxxxx><A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>
</DIV>> <DIV style=3D"FONT: 10pt
arial"><B>Sent:</B> Tuesday, December 12, =>2000
12:34=20> AM</DIV>> <DIV style=3D"FONT:
10pt arial"><B>Subject:</B> Re:
cycles</DIV>>
<DIV><BR></DIV><BR>Chuck,<BR>Take a look at the
FFT stuff built into =>Metastock=20> <BR>(online
look at <A=20>
=>href=3D"http://www.equis.com/free/taaz/fourier.html";><A
href="http://www.equis.com=";>http://www.equis.com=>/free/taaz/fourier.html</A>)<BR><BR>This=20>
will tell you the predominate cycle lengths for the<BR>time series
=>under=20> investigation.<BR><BR>You can look
at the cycles fractally also (see =>Edgar=20> Peters
"Chaos and<BR>Order in Capital
Markets").<BR><BR>Good=20>
luck,<BR>Jeff<BR><BR><BR>Charles
Warren=20>
wrote:<BR>><BR>>Hi,<BR>><BR>>I
am looking to develop an =>algorithm=20> for an
exploration of stocks that =3D<BR>>will determine the
=>frequency=20> (number of time periods) from valley to
=3D<BR>>valley dips, and =>where the=20>
stock is at relative to a projected next =3D<BR>>valley (or
=>peak). If=20> you manually use the cycle lines
feature on a =3D<BR>>single stock =>chart
you=20> can place a starting point (date) and change the
=3D<BR>>frequency =>of the=20> time intervals
among a series of vertical lines, =3D<BR>>attempting =>to
match=20> up the peaks or valleys in a cycling stock over a
=3D<BR>>time =>frame. =20> The goal
of the algoithm is to determine if the stock is
=>=3D<BR>>near a=20> projected valley (or
peak) based on its past tendencies to form=20>
=3D<BR>>valleys or peaks at
certain=20>intervals.<BR>><BR>>Chuck<BR>></BLOCKQUOTE></BODY></HTML>>>------=_NextPart_000_00B5_01C0643F.1CC406E0-->
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