|
PureBytes Links
Trading Reference Links
|
> -----Original Message-----
> From: Chris Evans [mailto:evanscje@xxxxxxxxxxxxx]
> Sent: Monday, January 12, 2004 12:04 PM
> To: Gary Funck
> Cc: omega-list@xxxxxxxxxx
> Subject: Re: Cycle Length
>
>
> so the XAvg solution is something like this:
>
> Inputs:Price(numeric),Max(numericsimple);
> Vars:len(1),Min(1000),Save(10);
You've got Min and Save mixed up. In my suggested rewrite
Min is the actual Min, but you need another variable to hold
the current calc. I called it Sum_of_Chg or something like that.
Also, I suggested checking for LEN=5 so you don't have to worry
about the starting value for Min cha Cyclelen.
> For Len=5 to Max begin
> Min=XAverage(price,Max)-XAverage(Price,len);
Above, you want to take the difference between a short length and
a long one, and then you want sum those differences:
Sum_Chg = Summation(XAverage(price,3)-XAverage(Price,100), Len);
The values plugged into XAverage are fixed so as to cut of high frequency
noises, and longer term cycles/trends.
> If AbsValue(Min)<Save then begin
> Cyclelen=len;
> Save=AbsValue(Min);
> end;
> end;
> .. but there is an error somewhere since this gives a result of 5
> .. always
> I did work with my close-close[1] but there is way too much - noise as you
> anticipated
>
|