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Hi there,
We implemented some of Ehlers stuff, but not in MS. Try reading up on
the Hilbert transform to understand some of his work.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, "david" <dwei9361@xxxx> wrote:
> Hi
>
> I have been reading up on Ehlers work, and in his 'cycles tutorial' he
> mentions,
>
> 'A workable definition of a trend exits when a measured phase rate
of change
> is less than 67% of the theoretical phase rate of the dominate cycle.'
>
> Also code of the SineTrend system, shows Tradestation coding for the
> opposite position of this, that is a cycle mode, shown below,
>
> If SmoothPeriod <> 0 and (DCPhase - DCPhase[1] > .67 * 360 /
> SmoothPeriod and DCPhase - DCPhase[1] < 1.5 * 360 /
> SmoothPeriod) then Trend = 0;
>
> Referenced from
>
> http://www.purebytes.com/archives/omega/2003/msg04906.html
>
> I was wondering how to implement this using metatsock ?
>
> Best regards
>
> David Weir
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