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Hi Dimitri,
Of course, the attachment wasn't saved by Yahoo groups. Could you
please either upload the afl you are using on Dell (daily chart?) or
add the gif to files. Thanks much.
Gordon
--- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx>
wrote:
> Here is my first attempt to remove the Linear and then the
Sinusoidal trend.
> I used a relatively slow oscillator, the
> C1=MA(RSI(50),200) [the black line]
> The sample was the recent 803 bars of DELL
> For a curve y the criterion was to minimize the Cum(abs(y-C1)) for
the whole range.
> The Linear trend was yL=A+B*x
> The sinusoidal trend was yS=A0+B0*sin(2*pi*(1/per)*x+phi)
> B0 is the amplitude
> per is the period
> phi is the phase [in this example was expressed in multiples of
pi/12]
> The analysis give a fundamental period of 508 bars.[the green line]
> Due to the 2-parametric[for the linear] and 3-parametric [for the
sinusoidal] loops the result takes time to appear.
> We need a faster method to study this interesting subject !!
> See in the att. gif the comparison of amibroker [first approx]
graph with the final DADiSP [using FFT] graph.
> Dimitris Tsokakis
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