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RE: Want cycle algorithm



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Many thanks to the traders who pointed me in John Ehler's direction:
www.tradingfromhome.com/papers

In short term US bars, across 1/4,1/2,1 and 2 cycles, preliminary
multivariate statistical analyses of some 180 different measures of market
momentum, "oscillation", pit buying and selling strength, cyclicity, Blau,
stochastic, CCI, etc., suggest there really are only 10 to 13 unique and
orthogonal dimensions of information available from technical analysis.
Most of the 180 separate measures are redundant.

One or more of Ehler's cycle measures form one of the ten or so dimensions.

Good trading