RE: Cycle Length

["Gary Funck" <gary@xxxxxxxxxxxx>]

> -----Original Message-----
> From: Gary Funck [mailto:gary@xxxxxxxxxxxx]
> Sent: Thursday, January 08, 2004 11:25 AM
[...]
>
> As you note, LinRegSlope() amounts to an improved versrion of Summation(),
> because
> it will tend to elimnate noise. I'd think the following is likely more
> adequate and accurate for the purpose of determining dominate cycle:
>     LRS = LinRegSlope(Price - Xaverage(Price, 50), 5);

Correction above:
      LRS = LinRegSlope(Price - Xaverage(Price, 50), Len);

Here, we're just using LinRegSlope() as a noise-eliminating Summation of
daily price differences. This works because LinRegSlope returns an average
daily change over the interval (with some noise elimination) and that is
what we're after. I think there's still a problem with doing this summation
over varying intervals, however.