Re: Cycle Length

["Chris Evans" <evanscje@xxxxxxxxxxxxx>]

this horse still isn't drinking .. I wrote:

Inputs:Price(numeric),Max(numericsimple);
Vars:len(1),Min(99999),Save(10),Sumofchange(0);
For Len=5 to Max begin
 Sumofchange=Summation(XAverage(price,3)-XAverage(Price,100),len);
 Min=XAverage(price,Max)-XAverage(Price,len);
 If AbsValue(Min)<Save then begin
  Cyclelen=len;
  Save=AbsValue(Min);
  end; 
  end; 

but I don't know what to do with this Sumofchange variable??

----- Original Message ----- 
From: "Gary Funck" <gary@xxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, January 12, 2004 2:04 PM
Subject: RE: Cycle Length


> 
> 
> > -----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
> >
> 
>