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Re: [RT] Best S&P cycles



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----- Original Message -----
From: "ztrader" <ztrader@xxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Thursday, May 24, 2001 5:25 PM
Subject: Re: [RT] Best S&P cycles


> On Thursday, May 24, 2001, 1:23:57 PM, DH wrote:
>
> D> The actual cycle period is slightly longer, up to a day, than the
> D> charted period, due to the detection method - a mechanical trading
> D> system I cooked up for the test.

NW: So, one of the significant cycles is about 10 trading days which is
about 1/2 the Lunar cycle?

Good thing you are ignoring that one.

Cheers,

Norman
>
> Interesting. How does it compare with conventional spectral analysis
> over the test period? If different, what accounts for the difference?
>
> Is your code different from the 'cycle detector' (a trading system)
> that came with (older?) versions of TS?
>
> D> Those with an aversion to statistics, and scientific methods in
> D> general, please delete this
>
> Naaahh - I'll keep it. :-) Nice work!
>
> ztrader
>
>
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