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> They're a young company and haven't even got a pricing structure
sorted yet,
> but in the meantime you can check out their tools with a free trial.
Nothing wrong with that!
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, "teclogeo" <teclogeo@xxxx> wrote:
> If anyone is interested in the Hilbert Transform, any of Ehler's
other work,
> or adaptive techniques in general, can you permit me a blatant plug
for the
> following link?
>
>
>
> http://www.thedml.com/index.html
>
>
>
> They're a young company and haven't even got a pricing structure
sorted yet,
> but in the meantime you can check out their tools with a free trial.
>
>
>
> I'm not tied to or financially associated with the company in any
way.I've
> just recently been having regular correspondence with them with a
view to
> developing new ideas and applications for their products. I've found
them to
> be very receptive to new ideas and I know for a fact that they are most
> interested for people to provide any feedback on what they have to
offer.
> They've just set up a forum to this end.
>
>
>
> For my money they're a breath of fresh air and definitely worth checking
> out, whether you're a fan of Ehler or not. For example, they can
help you
> get around the lack of a loop function in MSFL and if you just want
a simple
> adaptive MA then you can do it without a PREV function in sight (all
done
> with nice-and-fast DLLs called for by the ExtFml function) and with any
> input you like (volatility, cycle length, volume, whatever).
>
>
>
>
>
> _____
>
> From: equismetastock@xxxxxxxxxxxxxxx
[mailto:equismetastock@xxxxxxxxxxxxxxx]
> On Behalf Of Ed Hoopes
> Sent: Monday, August 08, 2005 8:07 PM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] Re: Trend Following
>
>
>
> I read John Ehlers book "Rocket Science for Traders" - he devoted Ch.
> 6 to the Hilbert Transform. Figure 6.7 has it coded in EasyLanguage.
> Looking at the code, I think it would perform like the Triangular
> option of the moving averaging formula in MS 9.0 - further, the code
> looks simple enough to code in MS-FL - which, of course, I am too lazy
> to do.
>
> My experience with Kalman is that the sources of noise in the signal
> need to be well characterized and constant. This is true for most
> electronic / electroptic applications. However in the stockmarket, I
> found thats not true. To run a Kalman filter, the several terms
> required to calculate the next days change need to be constantly (
> every few months) re-tuned. After tuning, things work OK for a while,
> then need to be tweaked again.
>
> By the time you have a term for every thing you think impacts the
> price, there are many functions and look up tables. You need look up
> tables, since noise sources in the stock market are seldom Gaussian
> like Kalman wants. They also suffer from the "Fat Tail" issue -
> namely that extreme outliers are much more common that would be
> predicted by a Gaussian distribution.
>
> For this reason, I no longer use my Kalman filter, despite many hours
> and hundred lines of JavaScript code it required (you can run JS and
> Vis Basic - both free - inside of Standard AmiBroker.)
>
> --- In equismetastock@xxxxxxxxxxxxxxx, mgf_za_1999 <no_reply@xxxx>
wrote:
> > For an easy introduction to the Kalman filter, download the PDF
> > article from this page.
> >
> > http://www.ferra4models.com/Kalman.html
> >
> > Ed, given your background, have you ever used the Hilbert transform?
> > It is supposed to give an idea of both the length and the strength of
> > the trend, if used correctly.
> >
> > Regards
> > MG Ferreira
> > TsaTsa EOD Programmer and trading model builder
> > http://www.ferra4models.com
> > http://fun.ferra4models.com
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "Ed Hoopes" <reefbreak_sd@xxxx>
> > wrote:
> > > The problem that you are trying to solve is to extract some
> > > information (trend) from a noisy signal. My experience ( which
comes
> > > from chemical process control and stock trading ) is that the
simplest
> > > SMA or EMA will extract about 85% of the information content from a
> > > noisy signal. So the improvements you seek by going to more exotic
> > > calculations will not improve things very much.
> > >
> > > My goals for trenders, are:
> > > Fast response to trend changes
> > > Low rate of whipsaws
> > > As you can see, these tend to be mutually exclusive.
> > >
> > > The categories are:
> > >
> > > Moving Averages:
> > > SMA's have a constant weight for each term of the average
> > > Variable weights for each term - EMA, WMA, Gaussian, etc
> > > Weights that change depending on some market condition - like
> > > volatility( try ATR ) - Adaptive moving averages
> > >
> > > Filters:
> > > There are many of these (mostly coming out of the electronics
> > > industry) like a Kalman filter. Kalman takes the previous value of
> > > the smoothed function and adds some fraction of the current value of
> > > the signal based on a complex formula. (Kalman filters are used to
> > > position disk drive heads and guide smart bombs) You can look in
> > > Google for Kalman filters, and will discover they are difficult
> > > mathematically. Also you will discover that MS - FL is entirely
> > > inadequate to implement these - Better to use AmiBroker software -
> > > cheaper and MUCH more powerful programming language.
> > >
> > > Curve fitting:
> > > Here you fit some mathematical function to the price data. MS
> > > has a linear least squares fit, but higher order fits work much
> > > better. (don't try programming a quadratic or cubic fit in MS - FL)
> > > Fourier transforms are also used, but mathematically complex.
> > >
> > > ______________
> > >
> > > My experience has been that there is some gold to be mined by trying
> > > to improve your trend following indicators, but not very much. My
> > > production trading system uses custom coded adaptive moving average,
> > > and curve fitting.
> > >
> > > Cheers,
> > >
> > > Ed Hoopes
> > >
> > >
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, "tan ming"
> > > <reminiscenostalgia@xxxx> wrote:
> > > > This post hope to starts a discussion on what are the available
> > > methods or
> > > > indicators which can effectively used to determine whether current
> > > price is
> > > > in a trend mode. Personally moving average is my main indicator to
> > > dtermine
> > > > trend. However as many of you guys know, it suffer when the
> market is
> > > > starting going to a tradning range. Pls join in the discussion
> on the
> > > > following topic:
> > > >
> > > > 1) What are the effective methods or indicators to determine
whether
> > > the
> > > > current price is in a trend mode.
> > > >
> > > > 2) What are the effective methods or indicators inorder to tell
> > > whether the
> > > > current price in the early, middle or mature trend?
> > > >
> > > > Great guys like Jose, Roy, MG and many of them in the forum pls
> > > offer some
> > > > pointers.
> > > >
> > > > _________________________________________________________________
> > > > Block pop-up ads with MSN Toolbar. http://toolbar.msn.com.my/
>
>
>
>
>
>
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