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Jeff,
I'm a big fan of Fourier Analysis, as I've used it in other
work. But I have been unsuccessful in getting it to work
in anything other than a MetaStock chart. In an
exploration, any variations I've tried or number of bars
loaded has produced a result of N/A. I'm wondering if you
have any ideas or have had any success working around this.
Can you elaborate on the fractal approach? It sounds like
an interesting piece of work. I will look up the book as
well.
Thanks!
Dave Nadeau
Fort Collins, CO
--- Jeff Haferman <haferman@xxxxxxxxxxxxxxxxxxxxxxx> wrote:
>
> Chuck,
> Take a look at the FFT stuff built into Metastock
> (online look at
> http://www.equis.com/free/taaz/fourier.html)
>
> This will tell you the predominate cycle lengths for the
> time series under investigation.
>
> You can look at the cycles fractally also (see Edgar
> Peters "Chaos and
> Order in Capital Markets").
>
> Good luck,
> Jeff
>
>
> Charles Warren wrote:
> >
> >Hi,
> >
> >I am looking to develop an algorithm for an exploration
> of stocks that =
> >will determine the frequency (number of time periods)
> from valley to =
> >valley dips, and where the stock is at relative to a
> projected next =
> >valley (or peak). If you manually use the cycle lines
> feature on a =
> >single stock chart you can place a starting point (date)
> and change the =
> >frequency of the time intervals among a series of
> vertical lines, =
> >attempting to match up the peaks or valleys in a cycling
> stock over a =
> >time frame. The goal of the algoithm is to determine if
> the stock is =
> >near a projected valley (or peak) based on its past
> tendencies to form =
> >valleys or peaks at certain intervals.
> >
> >Chuck
> >
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