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Re: Re[2]: MB's AAMA vs OddBall, any comments?



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as long as the black box ama as a 
filter has characteristics that can be measured 
in some way and as long as the descriptive math is 
known without the details , it can be used even as a black box.
( gray box).  actually  knowing math is optional.

an example would be this:
- i tell an engineer to design a filter with the following specifications a,b,c...
- he designs it for me and gives the all basic filter characteristics that match
specifications.

 in this case i don't really care about the details and the exact code 
behind the filter. 
all i know it works and it has certain quantities ( characteristics ) as 
per my specifications.

if however i don't know anything about the filter, then i have an option
of studying the black box, running it through a filter toolbox for example 
and finding out it's basic characteristic. this way you can hack the filter by 
studying outputs per given inputs, comparison, etc...
that's what Mark asked everybody to do, i think. most likely Mark
wanted  everybody to pitch in on studying the filter characteristics
by comparison. 

however many, don't know how to do it properly.
you need to study the filter under controlled conditions.
this is done by running a known time series through a filter 
and looking at the output.

known time series - filter - output curve

so you have the generate generic time series like, sine, sawtooth,
rectangle, rampup waves and run those through the filter to 
know what its response characteristics are.

testing on unknown time series like price-time series for any symbol
is not a controlled environment and it's much harder to know how 
the filter behaves.

i have a filter toolbox that generates various waves that could be 
used to study any filter, i used it to study JMA. 
if Colin west allows i can upload it to www.traders2traders.com

chop( noise) response can be studied easily by creating 
choppy vs smooth price-time series of any form.
bilo.



----- Original Message ----- 
From: Mark Brown 
To: omega-list@xxxxxxxxxx 
Sent: Monday, June 03, 2002 1:17 PM
Subject: Re[2]: MB's AAMA vs OddBall, any comments?


Hello Robert,

RL> For two reasons I did not do much testing with it.
RL> One reason being lack of time but the other reason is that I don't
RL> know where this will lead.
RL> What are Mark's intentions with this AAMA?

i  asked  those  who  had  the  time and wanted to of own free will to
simply  see  how  the  aama stacked up against other popular versions.
from that response i made the last release #3 which should be the kill
all ama. if not i need to go back to work.  i am only concentrating on
securing the truth about how good it is right now.  i have not thought
beyond that - because it is no use if it does not perform.

RL> Is it for demo only? for co-testing? for sale?

it is a demo only at this stage, i would sell the source for 100,000
so yea i guess it's for sale if you want it.  call br 549 to place
order.

RL> What to do with yet an other black box?

nothing - be quit and go away if you care not to help.

RL> My  guess  is that MB just wanted some people to co-test the value
RL> of this AAMA (which if fine by itself).

good  then  shut  your flap. i now regret making a system out of it. i
should  have  just  left it a pretty indicator so it could obtain cult
status  someday  when  i  run ads in magazines and talk of star warzie
math  code.  and to those who would not trust anything blackbox - if i
cracked  it  open  you would not know what you were looking at anyway.
that's  about  as  stupid  as  saying  i will not fly in any air craft
unless  i personally build the engine. bullcrap. it's greed - pure and
simple go make your own. but if your money motivated you don't have to
make  your own shovels to become a millionaire digging ditches. if you
want to though thats your prerogative.

RL> The  code  is  well  protected  and also limited by date/password.
RL> Hence  anything  I would do with it would be a waste of time since
RL> it would stop working the next month.

you have my opinion by now.

RL> While  I  would  gladly  run  it  with  other type's of MA's for a
RL> testspin, I know other people already did this.
RL> Just some thoughts,
RL> Robert



--
Best regards,
 Mark                            mailto:markbrown@xxxxxxxxxxxxx