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much better .. now I'll test with a few osc's..and get back
----- Original Message -----
From: "Gary Funck" <gary@xxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Tuesday, January 13, 2004 2:07 PM
Subject: RE: Cycle Length
>
>
> > -----Original Message-----
> > From: Gary Funck [mailto:gary@xxxxxxxxxxxx]
> > Sent: Tuesday, January 13, 2004 9:21 AM
> > To: Omega List
> > Subject: RE: Cycle Length
> >
> >
> >
> >
> > > -----Original Message-----
> > > From: Chris Evans [mailto:evanscje@xxxxxxxxxxxxx]
> > > Sent: Tuesday, January 13, 2004 8:58 AM
> > >
> > > 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??
> > >
> >
> > Vars: Len(0), Min(0), Sumofchange(0);
> >
> > For Len = 5 to Max begin
> > Sumofchange = AbsVal(Summation(XAverage(Price,3)-XAverage(Price,100),
> > Len));
> > If Len = 5 or Sumofchange < Min then begin
> > Cyclelen = Len;
> > Min = Sumofchange;
> > end;
> > end;
> >
> >
>
> Above, we missed a step: we need to take the differences between the
> detrended prices, and sum that. Also, here's a way to normalize the samples
> over the various differing lengths. Think about if you reflected the shorter
> length cycle backwards in time, enough times to make the max. length.
> Then, the following would express the sum over that length:
> Max/Len * Sumofchange.
>
> Let's try the following:
>
> Vars: Detrend(0), Len(0), Min(0), Sumofchange(0);
>
> For Len = 5 to Max begin
> Detrend = XAverage(Price,3) - XAverage(Price,100);
> Sumofchange = AbsVal(Summation(Detrend - Detrend[1], Len)) * Max / Len;
> If Len = 5 or Sumofchange < Min then begin
> Cyclelen = Len;
> Min = Sumofchange;
> end;
> end;
>
>
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