You might consider using the built in FFT to get the dominant cycle. It is much faster than Laguerre or other similar calcs.
I have not compared the two for accuracy. I am sure they are both error prone based on how pure a cycle is at any given time. Ara ----- Original Message ----- From: "bilbo0211" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Wednesday, January 02, 2008 11:45 AM Subject: [amibroker] Re: Is there a way to get CCI to accept an array for periods? > --- In [email protected], "Howard B" <[EMAIL PROTECTED]> wrote: >> >> Hi Bill -- >> >> If I understand correctly, you are first calculating the length of the >> period you want to use for the CCI, and you want to base the CCI for > that >> bar on that period. >> >> It looks like you have two options: >> 1. Follow the suggestion of Murthysuresh in an earlier post. That is, >> precalculate all the CCIs you are likely to want and pick the value > of the >> one you need when you know the length. >> 2. Write your own calculation of CCI as a function using a loop. The >> inputs to the function include the length and whatever you want for > price -- >> C, (H+L)/2, whatever. > > Yes, you understand correctly. I had not considered the 1st option but > in either case it will be slow because the Laguerre filter estimate of > the Dominant cycle is slow already, adding code will only slow it down > more. There is a several second delay when loading the Dominant cycle > indicator on a 2 minute chart. > > That is why I asked about a way to calculate it with built in > indicators. From experience, I know the that using loops is slower > than the built in arrays. > > If you consider that I am anticipating using multiple indicators on > multiple time frames monitoring multiple markets, performance is > likely to be an issue. > > Bill > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >
