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See the beginning of this thread. ^N225 is real market AFAIK...

I use as example the function f=10+3.8*sin(2*pi*(1/384)*(t-t1)+13*pi/12)+1.2*sin(2*pi*(1/216)*(t-t1)+3*pi/12) ie a superposition of two sinusoidals with periods 384 and 216.[red line] The above chart is the Fourier analysis with per, per/2, per/4.[white line] Below is per, per/3, per/5...

When we use linearreg, it doesn´t mean the markets are linear. Linearreg gives a first, crude approximation of an oscillator with two main info :Ascending [or not] and how much. The linearreg line is not steady, tomorrow it will have another slope, but it is not a problem. The above exposed...

I used f, 2*f, 4*f as an example. Phases should be there, else I should use cosine factors. For 3 summands used in my example I would need 3 cosine terms, ie 3 more amplitudes and the iteration would be longer. As you see from the code, phi goes from 0 to 2*pi, step pi/12 and introduces [only]...

You are obviously confusing my [pure sinusoidal] analysis with FFT.

thank you !! See my comments in SigmaBands thread

It would be better to have ~1000 bars.

You may find some AFL codes at http://finance.groups.yahoo.com/group/amibroker/message/59058 The whole story is nothing but an inapplicable illusion. See http://finance.groups.yahoo.com/group/amibroker/message/59137 and many replies to this interesting sigma-bands thread.

An oscillator array y may have a linear trend yL. After the linear detrending, the new y-yL may be analysed into a sum of sinusoidal terms. y-yL=g1*sin(2*pi*f1*(t-t1)+phi1)+g2*sin(2*pi*f2*(t-t1)+phi2)+... We shall examine here the result of an elementary Fourier analysis fundamental...

AFL is the acronym of Amibroker Formula Language.

You may also have it for free and do something better with these $4,000. BTW, you can make more than $4,000 from the divergence alone, it is one of the best T/A tools ever met.

Here is my AFL code for MACD-Price divergence. Excellent entries/exits when available. The combination with the respective Stochadtic Divergene is true gold for Crude Oil futures. //MACD-Price divergence, by D. Tsokakis ST33=MACD();bars=100;d=5; TR1=LLVBars(ST33,d); COND1=TR1>0 AND...

But, AFAIK, it is a commercial product !! You should contact the owners at momentumtrading@cox.net

Two more codes are added at http://finance.groups.yahoo.com/group/amibroker-ts/files/A%20Ti3%20application/ 1. Ct.txt The code gives the necessary tomorrows Close for a Ti3(pa), Ti3(pb) cross. 2. Cross(Ti3a,Ti3b) predictions.txt The code gives a safe prediction for Cross(Ti3a,Ti3b), no...

We may also know the tomorrows Close necessary to touch ANY Ti3 smoothing line. The RevEng formula is available now at http://finance.groups.yahoo.com/group/amibroker-ts/files/A%20Ti3%20application/ The main use is to know in advance the next bar stops.

ERRATA http://www.traders.com/Documentation/FEEDbk_docs/Archive/0298/TradersTips/Tips9802.html

1. The TEMA10 and TEMA20 of CCI(30) may give interesting Sell signals according to the //TEMA10 and TEMA20 for the CCI(30) Sell signals H1=H;L1=L; n=Param("N",30,20,30,5); y=CCI(n); T10=TEMA(Y,10);T20=TEMA(Y,20); Plot(C,"Close",1,64); H=L=T20; S1=SAR(0.05,0.5)...

You may see the recent http://www.elitetrader.com/vb/showthread.php?s=&threadid=26923

Let us examine a smoothed RSI peaks and troughs for the last 15 ^NDX years. The // Theoretical smoothed RSI system s1=MA(RSI(),40); PERC=6; RT=TroughBars(S1,PERC)==0;Buy=rt; RP=PeakBars(S1,PERC)==0;Sell=rp; Short=Sell;Cover=Buy; Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy)...

I use Fibonacci retracements to trade the Light Crude Oil futures.