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No, I have never used any chaotic model. The markets appear to have nonlinear behavior in general, it is quite close to reality, BUT, when you trade a stock [or a small group of similar stocks] there is no guarantee that this stock has the same direction with the market. On the other side, the...

The formula is interesting but it has nothing to do with any chaotic theory.

Mr Murat Cinko has presented the NONLINEARITY TEST FOR ISTANBUL STOCK EXCHANGE. For more details, see the Department of Business Administration, Marmara University, Istanbul, Turkey Marmara University Kuyubas? 81040, Istanbul E-mail: mcinko@marmara.edu.tr His results show that ISE daily...

See also http://hypertextbook.com/chaos/ one of the best on-line hypertext.

For some introductory links you may see http://www.iqnet.cz/dostal/CHA1.htm http://home.inreach.com/kfarrell/course.outline.html http://www.haskins.yale.edu/haskins/misc/dest/chaos.html http://www.iqnet.cz/dostal/ http://www.janthor.de/Lyapunov/explained.html...

I used the MACD and/or stochastic divergence for light crude oil futures over the last 5 years. The story is ALWAYS the same... The last example was a net +40% and it was not bad at all !!

The recognition of any divergence is relatively easy and fast. The only thing you need is a clear, unambiguous definition. The rest is trivial. You may have a look at my divergence codes in http://www.amibroker.com/library/list.php for more details.

Please go to http://finance.groups.yahoo.com/group/amibroker/files/ Elementary Fourier Analysis and see the correct formula. Some wrapping problems caused some missing arguments.

I do not know MS language. Note that the software should support "for-next" loops, in order to translate the basic idea of the best-fit parabolic.

Take a look at the http://finance.groups.yahoo.com/group/amibroker/message/69624 It gives the historical best-fit parabolics. Move your cursor from bar to bar and see how the whole line changes every new day.

Natasha, The ascending best-fit parabolic begins from the last trough and is the best-fit 2nd degree line between all the Lows, from the trough till now. An extreme low may a. affect substantially the parabolic coefficient b. define a new trough It depends on the perc you use. As for your...

The concept of the parabolic SAR is a bit different. On the other side, the usual SAR parameters make it "slow". The best-fit parabolic is very fast and gives premature signals. It is good for partial profit taking. One will not enjoy the maximum profit of a prolonged trend [see the recent...

Joe, there were some wrapping problems with ET text, please copy the code from http://finance.groups.yahoo.com/group/amibroker/message/69570 and you will have no problems.

For example, if you explore ^AEX for the n=1 last quotations with for ( perc = 1 ; perc <= 10 ; perc++ ) { p = PeakBars ( H , perc ) == 0; AddColumn ( Cum ( p ) , WriteVal ( perc , 1.0 ) + " % " , 1.0 ) ; } Filter = 1; you will see how many peaks occurred from the beginning of...

There is no math relation between perc and time. But, if you use a small perc, say perc=1, then the peaks/troughs occur in shorter time intervals.

Sjaak, You may change perc = 3 ; by perc = Param ( "PERC" , 3 , 1 , 10 , 0.5 ) ; in order to calibrate the sensitivity. For example, ^AEX for perc=1 gave an exit signal on Feb9 2005, when the first candle was on the right side of the ascending parabolic. Note here that this technique gives...

The exploration for Feb9 was really impressive: 38 crosses, 0 bullish, 38 bearish !! [another important issue : many parabolics were interrupted in 5-6 days]

Nt, the "gear-box" thread [Nov2003] was in addition to "Steve CMO5 rules and the IPs", an example of the IP [inspection points] application. The messages [in the amibroker YHOO list] were 51087 51018 51011 51005 51003 50999 but you shoud read the previous discussion to see the purpose...

Tim, Copy carefully the http://finance.groups.yahoo.com/group/amibroker/message/69570 and you will have no problem with your AB 4.60

The last N100 bar [Feb3] confirmed the bearish mood. 34 crosses, 31 bearish and only 3 bullish. If you consider the last two bars, more than the 50% has changed the trend direction. Total 65 crosses and 60 of them were bearish !! The best-fit parabolic gives a clear picture for the whole...