He does not describe his R-MESA code except in a very general way. Not 
enough info to code it.

R-MESA is essentially an adaptive filter, which is very different than any 
of dominant cycle approach he describes in detail.

Your best bet might be to test his R-MESA code for a month with Trade 
Station or eSignal .. they used to have a 30 day free trial.

Subscritions are expensive, but if they work well enough, they are worth it.


----- Original Message ----- 
From: "sohamdas" <[email protected]>
To: <[email protected]>
Sent: Friday, October 09, 2009 9:37 AM
Subject: [amibroker] Re: Ehler, Calculations and Others


>
> Hmm, thanks Ara. I liked his older code better, but as far as usefulness 
> is considered I am not sure. He surely seems to have his R-MESA or 
> something of that sort of trading system ranked consistently highly by one 
> of the magazines.
>
>> Notice that he does not use any of those principals in his codes.
>
> Can you explain what is the meaning of this?
>
> Soham
> --- In [email protected], "Ara Kaloustian" <a...@...> wrote:
>>
>> I did code from both books a while back ... not satisfied that they work 
>> well enough to be useful.  Not sure I even have his code any longer.
>>
>> Notice that he does not use any of those principals in his codes.
>>
>> The codes described assume cyclicity and while they work when cycles are 
>> well defined, he himself states that useful cycles exist only about 15% 
>> of the time.
>>
>> To answer your question directly, his later work is more efficient (needs 
>> less CPU time) because of the median filter he uses. I like his older 
>> code better, but neither was very useful.
>>
>>
>>   ----- Original Message ----- 
>>   From: Soham Das
>>   To: [email protected]
>>   Sent: Friday, October 09, 2009 8:51 AM
>>   Subject: [amibroker] Ehler, Calculations and Others
>>
>>
>>
>>
>>
>>   Hello Everybody,
>>
>>   Has anyone here, implemented Ehler's numerous tools and indicators 
>> which he has discussed thoroughly in his books. Of course I did come 
>> across, a few AFLs (implementing Ehler's work )before, but I intended to 
>> touch up a slightly different point.
>>
>>   Did anyone notice, that his calculations of simple tools like Sinewave 
>> Indicator or Dominant Cycle finder etc, have different implementations in 
>> his two books, namely Rocket Science for Traders and Cybernetic 
>> Strategies for Stocks and Futures.
>>   I have tried implementing his work after reading RSforT but I couldnt 
>> make it work.Has anyone else faced it? Or am I muddling up somewhere?
>>
>>   I haven't read CSforSF , which I guess is his latest offering, so to 
>> those who have read it, has he explained his reasons for changing the 
>> implementation?
>>
>>   Looking forward to some help
>>   Soham
>>
>>
>>
>> ------------------------------------------------------------------------------
>>   Yahoo! India has a new look. Take a sneak peek.
>>
>
>
>
>
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