Hi Rob - Yes, I am familiar with Ehlers stuff ( well, at least to the limited extent that I am smart enough to understand it, but fortunately I can translate his code without having to understand all the little details 8 - ). I have already translated a bunch of his stuff to AFL and there is also quite a collection in the AFL library and in TJ's TASC formulas. I have to admit it looks pretty high-tech and sexy but I was never really able to make a ton of money with it and I have moved on now...
For the sake of argument, let's just say I am trand following since I think the basic rationale behind what I am doing is pretty similar....If anything else should come to mind, please let me know...Thanks for your ideas! Steve ----- Original Message ----- From: "sidhartha70" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Monday, June 09, 2008 5:34 PM Subject: [amibroker] Re: Creating "period" arrays for built-in averages > Well Steve, again it all depends on how you are trading... that kind > of defines what makes sense as a 'period' if you like. > > The first thing that popped into my mind when I read your post was > using something like John Ehler's digital signal processing techniques > to define somekind of 'dominant market cycle period'... > > Are you familiar with Ehler's stuff...?? www.mesasoftware.com > John's pretty open about the techniques he uses and buying his > software is really only for the 'bone idle'... you can work it all out > yourself. He lists EasyLanguge code to calculate dominant cycle > periods in a couple of his books... 'rocket science for traders' and ' > cybernetic analysis for stocks and futures'... > > Do send me a message if you want or need further info. > > Yours > > Rob > > --- In [email protected], "Steve Dugas" <[EMAIL PROTECTED]> wrote: >> >> Hi - I am not trend following in the popular sense but I am trying > to smooth >> another array that contributes to my signals in order to make it less >> volatile. Right now I am just experimenting with some different > averages to >> determine which might work best, including some of the popular AMA's > like >> VIDYA, KAMA, MAMA etc, and it dawned on me that I might be able to > easily >> create a bunch of different AMA's to test by just starting with > different >> momo/volatility oscillators and then converting these arrays to > periods that >> are fed into AB's assortment of built-in MA's. Except I am not sure > how to >> best convert the values of the different oscillators to numbers that > would >> work well as "periods". Ideally I would like to be able to optimize > also so >> I am thinking that maybe my conversion formula should include some > sort of >> smoothing constant whose value I can optimize on. Right now I just > thought >> of it and it is all swimming around in my head so I was hoping > someone might >> be able to point me in the right direction. Do you think you might > be able >> to say a few words about some of the different techniques? I could > probably >> fill in most of the details by googling if I had a better idea of the >> possible alternatives or starting points...Thank very much! >> >> Steve >> >> ----- Original Message ----- >> From: "sidhartha70" <[EMAIL PROTECTED]> >> To: <[email protected]> >> Sent: Monday, June 09, 2008 3:31 PM >> Subject: [amibroker] Re: Creating "period" arrays for built-in averages >> >> >> > Steve, >> > >> > There are so many techniques you could use to create a variable array >> > for use in MA calculations... I think it all depends on 'how' you want >> > to use the MA. Clearly the technique needs to make some intuitive >> > sense. Are you trend following and want to avoid whipshaws in volatile >> > markets....? >> > >> > >> > >> > --- In [email protected], "Steve Dugas" <sjdugas@> wrote: >> >> >> >> Hi - I see that most of AB's built-in moving averages will take an >> > array for the Periods arg. I imagine a typical use of this might be to >> > calculate some array based on momentum, volatility, whatever, then >> > convert that to an array representing suitable periods that these >> > functions can use? There are many indicators/oscillators etc that try >> > to measure momo/volatility - my question is, what would be some good >> > measures to use, and then some good methods of converting these >> > different arrays to an array of periods suitable for use in MA(), >> > DEMA(), etc? Are there other/better ways to arrive at an array of >> > "periods"? Of course if anyone is doing this and has an example they >> > could post, I would be very grateful. Thanks for any help! >> >> >> >> Steve >> >> >> > >> > >> > >> > ------------------------------------ >> > >> > 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 >> > >> > >> > >> > >> > > > > ------------------------------------ > > 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 > > > >
