How do you intend to use the detrended price?  Usually it is used in cycle 
work.  Is that what you are after?  

I also wonder if there is much difference between Aronson's results and the 
commonly used Close - (ma() or  ref(ma()) or linear regression) approach.

Bill
  ----- Original Message ----- 
  From: Louis Préfontaine 
  To: [email protected] 
  Sent: Sunday, March 02, 2008 10:42 AM
  Subject: Re: [AmiBroker] Re: Detruding... log


  Hi,

  The rules doesn't matter.  The goal of the detrending is to verify if a rule 
has a positive or negative bias.  One has to substract the average daily log of 
a stock from the daily log difference between two days and then apply the rules 
to the results.  It sounds complicated, but I think it is worth the trouble!

  Louis


  2008/3/2, Mr. Valley <[EMAIL PROTECTED]>:

    I have not read that book.
    What are the rules?

      -----Original Message-----
      From: [email protected] [mailto:[EMAIL PROTECTED] Behalf Of Louis 
Préfontaine
      Sent: Sunday, March 02, 2008 8:02 AM
      To: [email protected]

      Subject: Re: [AmiBroker] Re: Detruding... log


      Hi,

      Do you think the two codes can do what Aronson recommands? I mean: would 
I be able to backtest the detrended code to see how my rules perform in it?  If 
yes, how would you do it?

      Thanks!

      Louis



      2008/3/1, Mr. Valley <[EMAIL PROTECTED]>: 

        Like This?

        Detrend = Close * 

        log (Ref(O,-2) / Ref(O,-1)) - log(MA(C/Ref(C,-1),BarIndex()-1));

        Plot

        (Detrend,"Detrended Returns",6,1); 
        Plot

        (0.00,"",2,1);
          -----Original Message-----
          From: [email protected] [mailto:[EMAIL PROTECTED] Behalf Of 
louisprefontaine
          Sent: Saturday, March 01, 2008 4:19 PM
          To: [email protected]
          Subject: [amibroker] Re: Detrending... log


          Anybody can help?

          Thanks,

          Louis

          --- In [email protected], "Louis Préfontaine" <[EMAIL 
PROTECTED]>
          wrote:
          >
          > I am trying to build a formula to "detrend" the market.
          > 
          > What I want to set is something like this
          > 
          > Close of day 0 * ( log (open day2/open day 1) - average log
          return of
          > every day of the data available.
          > 
          > Anybody can do that?
          > 
          > Thanks,
          > 
          > Louis
          >









   


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