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These indicators have been coded in other TA software packages. I
have his book and looked at many charts of the indicators.
Most of his indicators are from the field of electronics. Virtually
all electronic circuits have very predictable and repeatable
performance, even though they are designed to respond to transient
signals. This makes them amenable to mathematical analysis like that
described in Ehlers book.
Unfortunately, the stock market is very unpredictable and
unrepeatable, so when OHLC price data are fed into these filters,
their performance degrades.
My observations are that their performance is about the same as that
of common indicators present in most TA packages.
ReefBreak
--- In equismetastock@xxxxxxxxxxxxxxx, "eciarng" <eciarng@xxx> wrote:
>
> HI,
>
> I am reading this book Rocket Science for Traders by John Ehlers and I
> find the indicators described in this book very interesting. However
> the codes given for the filters and indicators are not for Metastock.
>
> If someone has used these indicators, can you please advise me your
> experience with them. Also can you share the code for the Optimum
> predictive filter described in this book.
>
> Thanks
>
> Arun
>
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