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Re: Geitzen's Reactivity Indicator


  • To: omega-list@xxxxxxxxxx
  • Subject: Re: Geitzen's Reactivity Indicator
  • From: sstyers <sstyers@xxxxxxx>
  • Date: Tue, 5 Jan 1999 19:06:26 -0500 (EST)
  • In-reply-to: <199901052223.OAA14195@xxxxxxxxxxxxxx>

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Earlier Karl wrote:
--------------------------------------------------------------------------------

> 
> How do you determine the cycle length to use?

Karl,
  There are at least two commercially available apps which determine the
dominant cycle in a data series. These are TradeCycles by Ruggiero Assocs. and
MESA by John Ehlers. There is a MEM/MESA app in the public domain that was
mentioned some time ago on this list. These can be called in a system. Another
one is Cycle Trader. There's a version 5.0 just out(??) which gives you the
option of calling in a function for an additional sum of money. 

There may be some cycle info in the Omega manuals, but I'm not sure. A lot of
commodities have cycles between 18-22. Almost all lie between 15-25. Either way,
if you chose 20 for a cycle length and then 10 to plug into Reactivity, you'd be
in the ball park.

I know there are some on the list who use Cycle Trader and/or one of the other
MEM/MESA apps. Maybe they could comment further.

Hope this helps.

Sherrill Styers 
> 
> sstyers wrote:
> 
> > Karl,
> >   This was coded by Dave DeLuca and came from Omega's old BBS about 1994.
> > Both text code and .ela, as well as notes on usage are included.
> > Sorry, I don't have any personal experience with it.
> >
> > Sherrill Styers
> >
> > >Original message:
> >
> > >Does anyone happen to have the code for Geitzen's Reactivity indicator that
> > >might be willing to share it? I would be glad to reciprocate if there is
> > >something you may need.
> > >Many thnaks,

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