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Thanks for taking time to respond - I have watched the vid a few times. For the benefit of those of us like me, who are not as gifted as yourselves could anyone spell it out for me please! I did get the value of the Meas Cycle and Mesa Momentum indicators but having made contact with the technical support guys at stockspotter.com, they are proprietary only.
Thanks Nigel
Can you help answer these questions from other members on NexusFi?
Further at request from Big Mike is attached a gapless version of the Roofing Filter by John Ehlers. The indicator eliminates the gap at the start of each session.
So is anybody able to explain difference between roofing filter and band pass filter which John Ehler was using some time ago ??? I tried a few strategies based on original band pass filter from John with no success...
Did anybody made any strategy which would use roofing filter and than make Walk Forward test ??
I am having trouble with some super smoother code for Amibroker - it seems to adjust the amplitude of the orgininal arrray to be smoothed, which I don't believe should be the case? Here is my indicator code...unless I have made a msitake somewhere along the line, here is the afl:
@PurelyRandom: I see. In my implementation of the 2-pole SuperSmoother filter I had used the formula published by John Ehlers in his book "Cybernetic Analysis for Stocks and Futures". It is slightly different from the formula used for the presentation. Maybe he has changed it since to stablize the current value while it is still unstable.
I'm using Fat Tails' roofing filter to identify the cycle components in price data. The way I understand it, the roofing filter parameter sets a maximum cycle length which then plots the cumulative effect of all cycles less than the parameter input. Rather than "roofing", I was wondering whether the code could be customized to bracket specific cycle lengths? For example, if I want to isolate the cumulative effect of all cycles 35-37, how could the code be modified to set a "floor" of 35 and a roof of 37? Is this possible?
Thanks Fat Tails, appreciated it! Thanks for including the screenshot. I see there's a trade-off between setting the smoothing filter higher which increases the lag and leaving the default parameters as is. Are there any practical solutions that would reduce the lag inherent in the supersmooth filter?