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Bob's example goes to the heart of what ML (Andrews
PF concept) can
provide for very cyclic data.
I generally test things with a bit more complicated
model as shown in
the attached which involves a trend and two
different cyclic events.
CAREFULLY examine each fork from start to
finish. The + marks
show just exactly where the prior pivot was
detected. The detection
length here was NOT the shortest possible but one
that was reasonable
for such a data set.
You can see more at my site.
Clyde
- - - - - - - - - - - - - - - - - - - - - - - - - - - -Clyde
Lee
Chairman/CEO (Home of
SwingMachine)SYTECH
Corporation email: <A
href="mailto:clydelee@xxxxxxxxxxxx";>clydelee@xxxxxxxxxxxx 7910
Westglen, Suite 105
Office: (713) 783-9540Houston, TX
77063
Fax: (713) 783-1092Details
at:
www.theswingmachine.com- - - -
- - - - - - - - - - - - - - - - - - - - - - - -
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
BobR
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Sunday, January 27, 2002 6:58
PM
Subject: Re: [RT] Gen - Sinewave and
PitchForks
Here is another shot without the last pivot forced.
It shows how thepitchforks project price and time in a constant frequency
data series.Forcing the last pivot and fork as in the preceding chart
would represent anincreasing frequency or shortening cycle period.
Clyde's PF code permitsforcing or not forcing the last pivot which in this
case is one quartercycle back from the sinewave endpoint. The
purpose of this littleexperiement was to conceptually link the pitchforks
with the tossed aroundterms of frequency, period, cycle, price/time
projection. There is nothingnew here, its just presented a bit
differently and colored up a bit.bobr----- Original Message
-----From: "BobR" <bobrabcd@xxxxxxxxxxxxx>To:
<realtraders@xxxxxxxxxxxxxxx>Cc:
<MedianLine@xxxxxxxxxxxxxxx>Sent: Sunday, January 27, 2002 2:58
PMSubject: [RT] Gen - Sinewave and PitchForks> Now this
chart should say something about pitchforks and tuning. Take a>
close look at where the median lines and forks go with respect to
theperiod> of the cycle or the frequency = 1/period. An
attempt is being made to saya> thousand words in one picture.
Perhaps it is obvious and perhaps not.>>
bobr>>>> To unsubscribe from this group, send an
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