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Re: [EquisMetaStock Group] Synthetic cycle generator



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Hi there,

Here is another use: to test systems.

I think long ago Futures Truth had a similar approach, create a
synthetic history for a dummy ticker by adding random noise to a
couple of signals and then benchmarking systems against this.  The
problem is that you can cheat quite a bit if you know the cycles that
are in the thing.

Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com


--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xxxx>
wrote:
> Vladimir, the Synthetic cycle generator's primary use is to help 
> understand the basic concept that market movements are composed of 
> several diverse influences, and that these influences may not 
> necessarily be of a complex nature.
> 
> 
> Other possible uses:
> 
> Generate interest in possible new ideas;
> Generate interest in possible new ways of coding ideas;
> Entertainment.
> 
> 
> jose '-)
> http://www.metastocktools.com
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, "v" <entinv@xxxx> wrote:
> > What is the practical use of synthetic cycle generator?
> > 
> > Thanks,
> >    Vladimir
> >
> >
> > -----Original Message-----
> > From: equismetastock@xxxxxxxxxxxxxxx
> > [mailto:equismetastock@xxxxxxxxxxxxxxx]On Behalf Of Jose Silva
> > Sent: Friday, September 09, 2005 12:49 AM
> > To: equismetastock@xxxxxxxxxxxxxxx
> > Subject: [EquisMetaStock Group] Synthetic cycle generator
> >
> > Ok, try this pattern generator version:
> >
> > =========================
> > Synthetic cycle generator
> > =========================
> > ---8<--------------------------
> >
> > { 5-wave synthetic cycle generator v2.0 }
> > { Refresh chart for new simulations }
> >
> > { Download  Random.dll  from
> >   http://www.traderhelp.net  and place in
> >   MetaStock External Function DLLs folder }
> >
> > { Basic idea from Andy Davidson at:
> > http://finance.groups.yahoo.com/group/equismetastock , and:
> > http://www.stockmarketcycles.com/technica.htm }
> > 
> > { ©Copyright 2005 Jose Silva
> >   For personal use only.
> >   http://www.metastocktools.com }
> >
> > { User inputs }
> > plot:=Input("Sine-wave cycles:  [1]Composite,  [2]Individual",1,2,1
> );
> > Sval1:=Input("Sine 1 value",-720,720,1);
> > Sval2:=Input("Sine 2 value",-720,720,3.5);
> > Sval3:=Input("Sine 3 value",-720,720,12);
> > Sval4:=Input("Sine 4 value",-720,720,42);
> > Sval5:=Input("Sine 5 value",-720,720,150);
> >
> > { Random generator engine }
> > x:=ExtFml("Random.Number",-1)/66.66667+.5;
> >
> > { Sine components }
> > sine1:=Sin(Cum(Sval1*x));
> > x:=ExtFml("Random.Number",-1)/66.66667+.5;
> > sine2:=Sin(Cum(Sval2*x))*.5;
> > x:=ExtFml("Random.Number",-1)/66.66667+.5;
> > sine3:=Sin(Cum(Sval3*x))*.25;
> > x:=ExtFml("Random.Number",-1)/66.66667+.5;
> > sine4:=Sin(Cum(Sval4*x))*.125;
> > x:=ExtFml("Random.Number",-1)/66.66667+.5;
> > sine5:=Sin(Cum(Sval5*x))*.0625;
> > 
> > { Composite Sine }
> > composite:=sine1+sine2+sine3+sine4+sine5;
> >
> > { Plot in own window }
> > If(plot=1,composite,sine1);
> > If(plot=1,composite,sine2);
> > If(plot=1,composite,sine3);
> > If(plot=1,composite,sine4);
> > If(plot=1,composite,sine5)
> >
> > ---8<--------------------------
> >
> >
> > jose '-)
> > http://www.metastocktools.com





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