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I noticed some wrapping problems in the code. See http://finance.groups.yahoo.com/group/amibroker/message/70154 for a better response.

The last best-fit IIR2 does not give the solutions the last best-fit parabolic can give In the following code I calculate the IIR2 coefficient K for the IIR2( C1, 0.3, 1.2+K, -0.5-K); in a reasonable range from -0.5 to +0.5, keeping af0=0.3 to avoid undesirable oscillations. // The last...

John, IIR would not be that convenient . In the att. gif I have plotted 4 representative lines for k=0.1 to 0.4 [it is hard to need more...]. The white line [k=0.1] seems to match the best-fit parabolic. The problem is that k=0.1 is not ideal in other trend sequences. Except if create the...

The candle sequence is still on the left of the parabolic.

Since the whole candle X is on the right side of the parabolic, we have to Sell at next bar Open[upper graph]. The trend may continue sometimes [lower graph]. In this case, the best-fit parabolic is out of the market until the next Peak.

will be plotted if we replace all the LastValue statements with the respective SelectedValue. Plot(C,"C",1,64); perc=3;//sensitivity calibration x=BarIndex();xx=SelectedValue(x); t1=SelectedValue(ValueWhen(PeakBars(H,perc)==0,x)); H1=SelectedValue(ValueWhen(PeakBars(H,perc)==0,H))...

The day T2 confirmed the change of the trend for December Crude Oil. Since the end of the T2 session was +4.6%, it was too late, perhaps, to Cover any Short or Buy a new Long. The best-fit parabolic had already crossed the price chart by the end of the previous day T1, as you may see in the...

This copper example is characteristic : 26/8 : The descending parabolic has already crossed the price chart. 27/8 : The cross has moved one bar later 30/8 : The last two candles are after the cross 31/8 : The point T is recognized as a trough, we have a confirmation of the change of the...

We see ^NDX, ^N225 and ^VXO for Aug27, 2004 and two bars later. For ^NDX and ^N225 the parabolic trendline is still ascending but it is moving slightly to the right, as the trend seems to cease. In ^VXO a new trough is already recognized as a trough and the red descending parabolic is...

The following AFL code will plot the best-fit parabolic from the last Peak[or Trough] till now. The boundary parabolas will also be plotted, in order to ensure the loop range. Plot(C,"C",1,64); perc=3;//sensitivity calibration x=BarIndex();xx=LastValue(x)...

A clear Sell/Short signal for CLZ04 was confirmed by June2 session. Since the markets were confused about OPEC decisions etc, there were opportunities to Short even the next bar, when the prices gave the [tricky and wrong] bullish impression .

For two points (x1,y1), (x2,y2) the equation of the line is (y-y1)/(x-x1)=(y-y2)/(x-x2) After solving y, you may plot [supposing x1 < x2] from x1-100 till x2+100 . Some T/A software should have this functionality to draw lines.

The calibration is described in #2 of the reference. I prefer to limit the Ti3 distorsion between TEMA10 and TEMA20 or DEMA10 and DEMA30 to avoid absurd oscillations

Yes, of course. Did you see any problem ?

Here is another comparison of the EFA [Elementary Fourier Analysis] versus the FFT [Fast Fourier Transformation]. In FFT I used the 7 most significant terms, filtering out the amplitude>0.05. In EFA I used the fundamental period P and the harmonics P/2, P/3, P/4 and P/5. The visual [and the...

Tillson T3 should be handled with care, various "s" values may cause distorsion. We may calibrate this distorsion to be, say, between DEMA10 and DEMA50. For the details have a look at http://www.elitetrader.com/vb/showthread.php?s=&threadid=30555

Note also that the described procedure is innovative and unique in the T/A literature, as far as I know. The statistical softwares usually include FFT [or DFT] but their use is limited, inaccurate, work with 2^n series [512, 1024, 2048, ... bars], suffer from the end-point effect and...

What is complicated, the concept or the code ? The concept, ie the sinusoidal analysis of a non-periodic function is quite common in theoretical and applied maths/engineering etc The code is not bad, some friend may give a shorter one via C++ translation [if he comes to some result, I will let...

You may see now the FFT comparison and the results. The concept of my Elementary Fourier analysis is a bit different.

Here is the comparison of my Elementary Fourier AFL analysis and FFT usual procedure. The sample was 921 bars of the Nikkei smoothed RSI. The error is decreased and, the most important, the fundamental period is more expressive.