Engineers Please advise

[Digs]

I am doing a DIY of this type of sinewave anaylsis

www.cycles.cc
www.techsignal.com

This trader is very successful with this stuff: http://www.charlesnenner.com/index.php

 

[wave]

Digs,

Autoregressive Processes and binomial filter smoothing is what you are looking to do.

cosine will get you there.

best

 

[Digs]

Wave,

Thanks, how does one use Cosine with three data sets of sinewave ???

 

[wave]

Quote from Digs:

Wave,

Thanks, how does one use Cosine with three data sets of sinewave ???

Digs,

I had a spreadsheet at one point in time that did exactly what you are trying to do. From memory, I remember the steps as being something along these lines:

1. Take the running cosine of all three datasets values

2. Multiply #1 by (PI()/rate)+PI()*1.1)

3. Multiply #2 by amplitude + median of all values in #1

hope that helps.

 

[dtrader98]

Good Luck with your approach.

Have a look at the FFT pitfalls here for a more 'engineering' oriented viewpoint.
http://intelligenttradingtech.blogspot.com/2010/02/fft-of-time-series-promises-and.html

 

[Digs]

Wave,

That may be more maths than I need.

So what was your conclusion of sinewave studies ..

cheers

 

[Digs]

I also have this, and its not bad..

http://emini-watch.com/products/hilbert-sine-wave

 

[wave]

Quote from Digs:

Wave,

That may be more maths than I need.

So what was your conclusion of sinewave studies ..

cheers

Not the holy grail. After much research, I just use price.