PureBytes Links
Trading Reference Links
|
It sounds like all you want to do is to smooth the curve. You can use an
averaging function to do that, or a filtering function to remove the
high-frequency components. Averaging introduces lag, the amount depends on
the length of the average and the type of average used. FFT (fast Fourier
transforms) are another way of filtering to remove specific frequency
components. For linear regression smoothing, plot the output from the
LinearRegValue function.
-----Original Message-----
From: Ian Waugh [mailto:ianwaugh@xxxxxxxxx]
Sent: Thursday, August 28, 2003 9:58 AM
To: omega-list@xxxxxxxxxx
Cc: ianwaugh@xxxxxxxxxxxxxxxxxxx
Subject: Best fir sine wave
This is probably a long shot - or a complex one.
Working on some cycle stuff and have an indicator that plots a few
wiggles on the graph. Is there such a thing as a formula for a best fit
sine wave, maybe along the lines of a best fit (linear regression) line?
I'd like to apply this to the indicator to 'smooth out' the bumps and
adjust the plot so it's more sine-like.
Hope that's clear.
If no such thing exists, that's fine but I thought I'd ask.
Ian
|