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  #691 (permalink)  
Old 03-27-2009, 04:45 PM
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Thank you Simba.

Top of the morning to you, and I'm off with my new knife. (/swings it wildly in the air) Please reserve my gazillionaire club parking space, as I shall soon return with untold riches.

I shall change from to .

/rides off on horse
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  #692 (permalink)  
Old 03-27-2009, 04:54 PM
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Quote:
Originally Posted by richcap View Post
I think you missed the point.
Obviously past data cannot be changed by new data.
Whatever you call it as 'perspective' or as I called 'history data' result is the same in certain trading platforms - repaint like in post 633 including faking of trading strategy results due to future leak.

The advantages of using SSA and HP are well known but special versions are build to be used in real time trading.

Krzysztof
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  #693 (permalink)  
Old 03-27-2009, 05:06 PM
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Quote:
Originally Posted by kenny rogers View Post
thank you simba.

Top of the morning to you, and i'm off with my new knife. (/swings it wildly in the air) please reserve my gazillionaire club parking space, as i shall soon return with untold riches.

I shall change from to .

/rides off on horse
rotfflmao!!!!!
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  #694 (permalink)  
Old 03-27-2009, 05:26 PM
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New Knife ;)

Quote:
Originally Posted by Kenny Rogers View Post
Thank you Simba.

Top of the morning to you, and I'm off with my new knife. (/swings it wildly in the air) Please reserve my gazillionaire club parking space, as I shall soon return with untold riches.

I shall change from to .

/rides off on horse
You are welcome my friend...but actually at the gazillionnaire`s club secret society there is no parking...we go by yatch ...

And going twice with the same yatch is frowned upon by old members,you know ,the guy that resembles aleccoh..what was his name..Saros or Soras or something similarly exotic

Have a nice weekend
Simba
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  #695 (permalink)  
Old 03-27-2009, 05:49 PM
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Ghosts

Quote:
Originally Posted by richcap View Post
You are right. The first row of peaks from the left is starting at 54 and slowly shifting towards 65 as you can also see in picture without the 3d elevation. The second peak is really very stable near 39-40 for all the observations. Keep in mind that I am using a relatively short window of 300 bars and that from the first observation (lower row of 2d pic) to the last (upper row) there is a 200 bar shift, that means that the peak remains stable for a time lapse of the same order of the window of obervation of past bars.
I also attach a text file with all peaks/valleys from the start to the end of simulation.
Rich,

Thanks a lot for your explanations.

When I did extensive SSA preprocessing +MESA analysis at H4 timeframe, I found the 40 bars cycle to be present,with minor variations,in all majors and major crosses.

I found the 56 periods cycle ,with minor variations,in most of the GBP pairs...I think I posted a 56 based cycle indicator either in this thread or the conman`s one a very long time ago..this seems to correlate with your 54 for GBPJPY.

Additionally,I found those same cycles with higher variations, and a few other ones(ghosts) when I did the analysis on raw prices,so,I agree with your comment about SSA preprocessing....In my opinion SSA preprocessing finds the right cycles avoiding "Ghosts" and helps in "estimating" the potential variations around the nominal frequencies.

If you ever have time to test a few other H4 pairs,it will be interesting to confirm or reject these "findings",and,of course,adding as many new ones as feasible

Have a nice weekend
Simba
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  #696 (permalink)  
Old 03-28-2009, 06:06 PM
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Quote:
Originally Posted by SIMBA View Post
Thanks mladen,

I am honored to be your friend,since you have helped me enormously during the past months.

The general perception in this Forum is that mladen is a great programmer...

...Well,that is true,and a big misperception too,mladen is,above all, a very generous person with an exceptional level of personal integrity,and for those of us who have had the luck to see some of his trading statements(and learn from them),he is also an exceptional trader...

Ok,now It may be Venus retrograde or the Moon,but I am getting too sentimental,so,I will just say Thanks mladen

Regards
Simba
Ho dear... I have to pay more attention to my astrology teacher...
Yes, I have noticed that Mladen is a great trader and coder... trying to learn from him as much as I can, too.

How about you, Simba ?... Seems that you have a lot of other interests. Very uncommon for a.... spanish engeneer ?
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  #697 (permalink)  
Old 03-29-2009, 01:37 AM
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Question MESA for Matlab

Can someone please point me to MESA matlab implementation, I havent found any toolbox or function implementing it in Matlab. many thanks
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  #698 (permalink)  
Old 03-29-2009, 02:22 AM
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First go at it

Simba,

I want a knife too, lordy knows if Kenny has one I'll need one as well. Something I have always wanted to do and never got around to it. I am using cycles of 89, 56, and 40 for the 4hr and 89, 46, and 38 for the 1 hr. Going to have a crack at it. This is my first go around on my favorite pair EJ. Going to see if I can't at least get myself a row boat. My boat might not be big but I'll have some Alphy Blondy playing.
Attached Images
File Type: gif ejcycles.gif (42.6 KB, 684 views)

Last edited by homestudy; 03-30-2009 at 12:36 AM.
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  #699 (permalink)  
Old 03-29-2009, 09:49 AM
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Quote:
You are welcome my friend...but actually at the gazillionnaire`s club secret society there is no parking...we go by yatch ...

And going twice with the same yatch is frowned upon by old members,you know ,the guy that resembles aleccoh..what was his name..Saros or Soras or something similarly exotic

Have a nice weekend
Simba
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Last edited by mrtools; 03-29-2009 at 09:54 AM.
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  #700 (permalink)  
Old 03-29-2009, 11:29 AM
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Quote:
Originally Posted by mrtools View Post
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I will be paddling behind in my paddleboat, I'll be the one in the speedos(NOT!!)
A little Antingua humor......lol
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