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Thank you.
Should I apply the detrending algorithm to non-stationary time series (f.e. close) or can it be used on one day returns?
MK
--- In amibroker@xxxxxxxxxxxxxxx, reinsley <reinsley@xxx> wrote:
>
>
>
> Please see http://www.amibroker.com/members/traders/11-2008.html
>
> I suggest to remove the flashy plot that is time consuming.
>
> Best regards
>
>
>
> Le 03/01/2010 13:15, mkecera a écrit :
> >
> >
> > Dear All,
> >
> > I need some help coding the following: I have a system that makes
> > decisions based on the last 500 bars. I would like to detrend the last
> > 500 bars by subtracting one bar average return during these 500 bars and
> > use this detrended time series to make decisions.
> >
> > I have no idea how to accomplish this. Can some more experienced code
> > writer advise please?
> >
> > Thank you a lot.
> >
> > Best regards,
> > MK
> >
> >
>
>
> --
> Best regards
>
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