Warren does mention detrending in his articles and uses it in MEM ( MESA ) when he detects the necessity for it ... He apparently views this operation for MEM ( MESA ) as being necessary only sometimes ... Assumedly when resolution is not particularly stable without it.
--- In [email protected], "Paul Ho" <[EMAIL PROTECTED]> wrote: > > Thanks Fred, I found a number of articles by Anthony Warren in S&C with > some codes in Basic which is frankly rather difficult to comprehend. > but the description was good enough to be able to code it in afl/scripts. > > What I found of interest was his mentioning of perfiltering using moving > averages and resampling, aiming to remove high frequency noises, but no > mentioning of detrending ( = removing low frequency components) > > any thoughts on that? > > Paul. > > _____ > > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf > Of Fred > Sent: Wednesday, 25 October 2006 10:59 PM > To: [email protected] > Subject: [amibroker] Re: Polynomial Trendlines > > > > Yes ... I have had it running in AFL / VBS for quite awhile ... > > If you look at old ( 83 - 84 ) issues of TASC you'll note that there > were others using maximum entropy years before Ehler's first > mentioning it in public. > > --- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com, > "Paul Ho" <paultsho@> wrote: > > > > Fred, > > > > I finally realised that MIMA doesn't really use Mesa but Hilbert > transform. > > Mr Ehlers never discussed the algorithm of Mesa except he sells it > as a > > software package. But I did find something on nr > > > > http://www.library. <http://www.library.cornell.edu/nr/bookcpdf/c13-7.pdf> > cornell.edu/nr/bookcpdf/c13-7.pdf > > > > > > > > Have you had a look? > > > > > > > > Paul. > > > > _____ > > > > From: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > [mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com] > On Behalf > > Of Fred > > Sent: Wednesday, 4 October 2006 9:27 PM > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > > Subject: [amibroker] Re: Polynomial Trendlines > > > > > > > > Ohhh ... I thought you meant MESA i.e. Maximum Entropy Spectral > > Analysis ... > > > > --- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com, > > "Paul Ho" <paultsho@> wrote: > > > > > > Was Referring to MESA Adaptive Moving Average - MAMA. > > > > > > Can you find it? > > > > > > /Paul. > > > > > > > > > > > > _____ > > > > > > From: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com > > [mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com] > > On Behalf > > > Of Fred > > > Sent: Thursday, 28 September 2006 11:36 AM > > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com > > > Subject: [amibroker] Re: Polynomial Trendlines > > > > > > > > > > > > I know his Hilbert is there but didn't see MESA ... > > > > > > --- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > > ps.com, > > > "Paul Ho" <paultsho@> wrote: > > > > > > > > .. And some of them already exist as dll published in the dll > > user > > > group, > > > > e.g. MESA > > > > > > > > > > > > > > > > _____ > > > > > > > > From: [EMAIL PROTECTED] <mailto:amibroker% 40yahoogroups.com> > > ps.com > > > [mailto:[EMAIL PROTECTED] <mailto:amibroker% 40yahoogroups.com> > > ps.com] > > > On Behalf > > > > Of Fred > > > > Sent: Wednesday, 27 September 2006 10:50 PM > > > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > > ps.com > > > > Subject: [amibroker] Re: Polynomial Trendlines > > > > > > > > > > > > > > > > AFL is capable of almost all the same things that Fortran is > and > > if > > > > one is capable of constructing a For loop then it is not > > difficult > > > ( > > > > REALLY ) to go to Numeric Recipes and get their Fortran 77 code > > > that > > > > reads almost like AFL and with some slight modifications will > > fill > > > > the bill for > > > > > > > > Cubic Splines ... > > > > > > > > http://www.nrbook. <http://www.nrbook. > > > <http://www.nrbook. <http://www.nrbook. > <http://www.nrbook.com/a/bookfpdf/f3-3.pdf> com/a/bookfpdf/f3-3.pdf> > > com/a/bookfpdf/f3-3.pdf> com/a/bookfpdf/f3-3.pdf> > > > > com/a/bookfpdf/f3-3.pdf > > > > > > > > Polynomials ... > > > > > > > > http://www.nrbook. <http://www.nrbook. > > > <http://www.nrbook. <http://www.nrbook. > <http://www.nrbook.com/a/bookfpdf/f3-1.pdf> com/a/bookfpdf/f3-1.pdf> > > com/a/bookfpdf/f3-1.pdf> com/a/bookfpdf/f3-1.pdf> > > > > com/a/bookfpdf/f3-1.pdf > > > > > > > > Extrapolation ... > > > > > > > > http://www.nrbook. <http://www.nrbook. > > > <http://www.nrbook. <http://www.nrbook. > <http://www.nrbook.com/a/bookfpdf/f16-4.pdf> com/a/bookfpdf/f16- 4.pdf> > > com/a/bookfpdf/f16-4.pdf> com/a/bookfpdf/f16- > > 4.pdf> > > > > com/a/bookfpdf/f16-4.pdf > > > > > > > > Gauss / Jordan Elimination / Reduction ... > > > > > > > > http://www.nrbook. <http://www.nrbook. > > > <http://www.nrbook. <http://www.nrbook. > <http://www.nrbook.com/a/bookfpdf/f2-1.pdf> com/a/bookfpdf/f2-1.pdf> > > com/a/bookfpdf/f2-1.pdf> com/a/bookfpdf/f2-1.pdf> > > > > com/a/bookfpdf/f2-1.pdf > > > > > > > > FFT's, MESA, LPC etc etc etc ... > > > > > > > > http://www.nrbook. <http://www.nrbook. > > > <http://www.nrbook. <http://www.nrbook. > <http://www.nrbook.com/a/bookfpdf.html> com/a/bookfpdf.html> > > com/a/bookfpdf.html> com/a/bookfpdf.html> > > > > com/a/bookfpdf.html > > > > > > > > --- In [EMAIL PROTECTED] <mailto:amibroker% 40yahoogroups.com> > > > ps.com, "Bob > > > > Jagow" <bjagow@> wrote: > > > > > > > > > > ....or Splines under Tension or.... > > > > > -----Original Message----- > > > > > From: [EMAIL PROTECTED] <mailto:amibroker% > 40yahoogroups.com> > > > ps.com > > > > [mailto:[EMAIL PROTECTED] <mailto:amibroker% > 40yahoogroups.com> > > > ps.com] > > > > On > > > > > Behalf Of Ton Sieverding > > > > > Sent: Wednesday, September 20, 2006 2:41 AM > > > > > To: [EMAIL PROTECTED] <mailto:amibroker% 40yahoogroups.com> > > > ps.com > > > > > Subject: Re: [amibroker] Polynomial Trendlines > > > > > > > > > > > > > > > Why not putting this in the 'AmiBroker Wish List' Dan ? I > would > > > > like to > > > > > see more or less the same environment as Excel offers me. So > if > > > > Thomasz > > > > > could include an AFL instruction for Polynomial Trendlines ( > > > Order > > > > 2 thru > > > > > 6 ) with the possibility of forecasting back and forward, I > > would > > > be > > > > > thrilled ... > > > > > > > > > > Ton. > > > > > > > > > > ----- Original Message ----- > > > > > From: d_hanegan > > > > > To: [EMAIL PROTECTED] <mailto:amibroker% 40yahoogroups.com> > > > ps.com > > > > > Sent: Tuesday, September 19, 2006 8:55 PM > > > > > Subject: [amibroker] Polynomial Trendlines > > > > > > > > > > > > > > > Hello All: > > > > > > > > > > Sigma Bands aside, has anyone seen or done any work on nth > order > > > > > Polynomial Trendlines? > > > > > > > > > > Thanks. > > > > > > > > > > Dan > > > > > > > > > > > > > > > Please note that this group is for discussion between users only. 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