8-11-2006
Welcome and hope you find these files of use to you
This zip files includes the following:
Hurst Constant.afl
& Ehler's Adaptive Movement
8/12/06
Mark Keitel-
If one looks at Ehlers Adaptive
Momentum the cycle on the Daily has been increasing and the cycle on the Weekly
Decreasing.
There is also a AFL for a Hurst Indicator I found, it is set up for 600 bars but
that can be changed to any duration.
The Hurst AFL is from the AB
Library and this is what was said and I have been watching it.
Hurst Constant is what mathematicians call "dependence" - which simply means
that what is going to happen next depends on what happened before. "H" = Hurst.
If the H factor was 0.5, then the prices exhibited a random pattern. But, if the
H factor was greater than 0.5, say .75, then the prices had trends and that they
did not fluctuate randomly. Prices tended to persist in one direction much
longer than would be predicted by a random process. If the H were less than .5,
say .2, then this meant that prices tended to new closely to some mean, it meant
that they did not roam very far. Thats what this Indicator actually does.
CYCLE Calc &
Pres1-5.png
8/19/2006
Fred Tonetti-Here's
a new toy I've been playing with that for lack of anything better I named Cycle
Calc ...
It allows cycles of any length beginning anywhere to be calculated and shown
compared with corresponding segments in the price data ...
Below are various occurances of the presidential cycle including the current one
with extrapolation into the future. While I'm not wild about using FT data for
this because of the relativley brief history and the distortions this causes
with farily few repititions I did use RUT-I for these charts.
ZoomIt.HTS
8/23/2006
Fred Tonetti-I
was asked by Dave Howarter to make a modification to ZoomIt to allow one to
select dates rather than begin and end chart markers ... So be it ...
Don't try and open it here ... Save it to your AmiBroker directory ...