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Clyde,
I was wondering if you could elaborate on the method described below?
If I take the FFT of the past 3 days, and then an FFT of the past 5 days,
I end up with two arrays of complex values each giving amplitude and
phase at a given cycle (ie, wave) length. How would those be combined?
Would I take the average of each complex coefficient in the the
3 bar, and the 5 bar FFT calculation, and then use the resulting
composite to perform an inverse FFT to extrapolate the next day's
direction/amplitude?
-----Original Message-----
From: Clyde Lee [mailto:clydelee@xxxxxxxxxx]
Sent: Tuesday, March 01, 2005 11:30 AM
If we take a combination of a 3 bar cycle and a 5 bar cycle, using
only one cycle back to determine phase and amplitude, we are able
to predict the direction of the next close with a 66.98% accuracy.
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