Re: "Optimizing with Hilbert oscillators"

["P & J Riddick" <ridix@xxxxxxxxxxxx>]

Thanks, yes I downloaded the Metastock code 
and can run it OK --  what I can't understand is 
1) what the two plots (red and blue in the original 
TASC article) represent: and 
2) what the signals are that suggest a 
trade!
If I knew the answers to those questions I would 
know enough to perhaps ask more questions.
(By the way, in another life I would have returned 
any graph that was not self-explanatory to a student for resubmission.) 

The Ehlers approach seems to me to be important as 
providing a rational basis for trading and I only wish I understood it 
better.
By the way, three cheers for Cheryl!
Peter J Riddick
 
---- Original Message ----- 
<BLOCKQUOTE dir=ltr 
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
  <DIV 
  style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
  Lionel 
  Issen 
  To: <A title=metastock@xxxxxxxxxxxxx 
  href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx 
  Sent: Friday, August 24, 2001 7:12 
  AM
  Subject: Re: "Optimizing with Hilbert 
  oscillators"
  
  P & J:
  You have made the same mistake that I make 
  frequently.
   
  Hidden in plain site  under Traders Tips is 
  Cheryl Elton's creation of the Equis version. Its about 3 full columns of 
  code.  It also says that it can be downloaded from equis.com. Three 
  cheers for Cheryl.
   
  I haven't tried it out But the coding is a good 
  argument for a better programming language in metastock.
  Lionel Issen<A 
  href="mailto:lissen@xxxxxxxxxxxxxx";>lissen@xxxxxxxxxxxxxx
  <BLOCKQUOTE dir=ltr 
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    ----- Original Message ----- 
    <DIV 
    style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
    P & J 
    Riddick 
    To: <A title=metastock@xxxxxxxxxxxxx 
    href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx 
    Sent: Wednesday, August 22, 2001 10:03 
    PM
    Subject: "Optimizing with Hilbert 
    oscillators"
    
    Has anyone in the group been able to use the 
    material in Darley's "Optimizing with Hilbert scillators" (TASC, Nov 2000, 
    19ff) from within Metastock? If anyone has met with 
    success, I would appreciate learning how to do it. Maybe I am 
    missing something, but while I have an inkling of the general 
    principles, I find the procedure for application to be quite 
    opaque!
    Regards, Peter J 
Riddick