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It includes a routine to compute the MEM coefficients that
was converted from Numerical Recipes and has the following
inputs:
INPUTS:
Price[n](NumericArray), {Price array on which to compute }
{Must point to FIRST point
in array and}
{length of data must be >=
NumBars AND }
MaxNdex(numericsimple), {pointer to last data in array }
NData(numericsimple), {Length of price data series to use}
NCoef(numericsimple), {Number of coefficients to compute }
xms(numericRef),
MemC[m](NumericArrayRef);
Although I have attached this as an .ela it will not run in TS4.
I just did this so that anyone could look at the code.
I strongly advise that you look at the NR discussion on MEM to
see how to use the coefficients for other applications.
Clyde
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Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: clydelee@xxxxxxxxxxxx
7910 Westglen, Suite 105 Office: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
Details at: www.theswingmachine.com
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----- Original Message -----
From: "RB" <rhodes@xxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, August 16, 2004 10:31 PM
Subject: MEM - tickscape?
As I said in an earlier post. I have been looking through some of the
omega archives when I get time and I have seen some posts from a Gerrit
Jacobsen from a website called www.tickscape.com. and they were offering
a
free Maximum Entropy (spectral analysis) Method for TradeStation. The
website does not seem to be up now.
I don't know if they are still in buissness or not. Does anyone have this
MEM and any indicators codes that they made with the MEM?
Also is Gerrit Jacobsen and tickscape still around?
Thanks,
Attachment:
FOURLINE_MEM.ELA
Attachment:
Description: "Description: Binary data"
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