Re: low-lag smoothing filter fitting problem

[Gooly <gooly@xxxxxx>]

Alex,

Sorry for my delay, I just read your question and I might have a solution:

I created in Perl a function that creates artificial quotes (ascii-file, 
';'-delimeted lines: date open,high,low,close,RelRange,Frequency (length of a 
leg) that are following the (co-)sinus-curve. 1 contract per year (AY99Z, 
simular to jap. yen to use its pices with changing RelRange and Frequence 
(length of a leg) year by year.
This might give you what you want.

If you want I can send you the code  - with no warrenty ;-)

carl