Dear Howard
Many thanks for this revealing info.
May I ask,would you be kind to tell me what kind of periods of lookback is good
for a DJI index or a stock like ORCL?
a)It occured to me that tracking cycles of index in simultaneously with stock
cycles can be a great help.The catch is probably finding a right lookback that
fits the cycles of index and stock.. If on same chart I can track both index
and stock,it can help.
b)Generally speaking, tracking cycles of relative strength ,may help.
Is there a POSSIBILITY TO FIND STOCKS THAT OPPOSE A DJI FALL AND MOVE UP during
such times?
Does optimising help if one can track gap between detrended hi or lo and
dominant cycle hi or lo using a reasonable period of lookback?
For a EOD based swing trading,How can I let Amibroker find a reasonable
lookback period?
And what kind of lookback is better for an hourly or 30 minute timeframe
trading of DJI index?
I request seniors to throw light on these points and if possible provide an afl
code to implement these objectives.
Thanks
regards
rv
--- On Mon, 8/16/10, Howard B <howardba...@gmail.com> wrote:
From: Howard B <howardba...@gmail.com>
Subject: Re: [amibroker] Req Afl code for FFT and hints for better use
To: amibroker@yahoogroups.com
Date: Monday, August 16, 2010, 10:31 AM
Hi Ford --
The length of the FFT lookback is so large that it does not have much value
when used with financial time series.
There are some other algorithms that attempt to compute the periods of dominant
cycles. Search for John Ehlers in the AmiBroker forum postings and library (or
read his books) for one idea. Some people like the (proprietary) work of Mark
Jurik, for another.
Other suggestions?
Thanks,
Howard
On Mon, Aug 16, 2010 at 9:00 AM, ford7k <for...@yahoo.com> wrote:
Hi friends,
I saw the afl for FFT.
iT HAS 1052 periods.
CAN WE REDUCE IT?
How to use this dominant cycle thing to buy or sell?
It seems the real high comes late sometimes after cycle turn is already over.
Thanks to our friend who gave forextsd link for tic tac articles.
I wish we have something similar to that formula of tic.
I am grateful for any hints and guidance from experience of seniuors in using
FFT,with some protection,in which form-no idea.
thanks
ford
best regards
