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- cl3307 replied Feb 10, 2009
I'm pretty sure this post use to say something along the lines of CB referring to Simon as "him" and the conferences "he" attended in Egypt. Post #308 by FxTimer. Funny how it's been deleted now that everything has been spilled. I think everyone ...
- cl3307 replied Feb 10, 2009
CB, Perhaps you have pulled your tricks on someone else and they are ticked with you. I'll take this opportunity to respond. I'll just get this out of the way. CB is Simon. I have 4 months of correspondence in case the following words aren't proof ...
- cl3307 replied Aug 7, 2008
I second that. Let's keep it coming! Best, cl
- cl3307 replied Jun 11, 2008
topping this thread....hoping for some new life :-)
- cl3307 replied Apr 2, 2008
I appreciate the feedback. The Jurik FATL i'm using is pretty good. I'm not fluent in DSP. There are still basic questions that I, and maybe a lot of the readers, have regarding Differentiation. Please review the last comment i posted regarding my ...
- cl3307 replied Apr 1, 2008
Great post. What does non casual mean? Attached is what i've been working on ( Jurik DF). cl
- cl3307 replied Mar 30, 2008
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- cl3307 replied Mar 29, 2008
Not the Original OHLC though right.....you mean the OHLC that is the "filter" we take out of the non stationary OHLC ( the original data series)? ..... Original Data Series (I[N} - Trend Filter = Stationary Noise (I[0]) So.... our Original Data ...
- cl3307 replied Mar 29, 2008
Thanks for the followup CB. Could you please comment on the following, just so i know if i'm in the right ballpark. "I wanted to post a thought i had... In rereading this post, CB you described your process as taking the OHLC stream, using the ULLMA ...
- cl3307 replied Mar 27, 2008
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- cl3307 replied Mar 27, 2008
I wanted to post a thought i had... In rereading this post, CB you described your process as taking the OHLC stream, using the ULLMA on it, then doing a HA Calc, and finally smoothing it again with the ULLMA. The OHLC you refer to i'm guessing is ...
- cl3307 replied Mar 27, 2008
Anyone around ? :-) This is too good of a thread to let it die.... cl
- cl3307 replied Mar 26, 2008
I was wondering the same thing to....i figured the t stat for the intercept should be negative.... cl
- cl3307 replied Mar 25, 2008
Hey, Out of all the licenses i have (6,63,66,7), i think the 7 is definetly the most in depth. I would get a study guide ( maybe dearborne....or some bob walker materials ( passthe7.com)....Know your options and muni's forwards and backwards. That ...
- cl3307 replied Mar 25, 2008
Attached is the output for a EurJpy 5 min analysis. The first regression is the regression of Change in Y against Close. The Second REgression is the Second Change in Y against Close. I'm not for sure if the first works ( the T stat approves the ...
- cl3307 replied Mar 25, 2008
I have a quick question about taking the difference of the difference. When we do the regression on the first DeltaY, that is very straight forward. If we are doing 1000 observations for example, and Close price is in Column A and Change in Y is in ...
- cl3307 replied Mar 25, 2008
I see what you mean now Simba. Thanks for the help. Attached is the pic of the current output. T is postive now, which means we are still non stationary ( i think)...back to the drawing board :-) Best, cl
- cl3307 replied Mar 25, 2008
I agree actually. My problem is when i tried to do the regression against columns ($D:$D) i got an error. When i specified a lag i also got an error. Perhaps i did something wrong. I will retry right now then keep typing... :-) I get the same error ...
- cl3307 replied Mar 24, 2008
I may have figured it out. Sorry for the repetitive post. Please see the attached pics. I feel like it's a couple of years ago and i'm back in college business stats. :-) So, i get a t statistic ( based on i did the right computations) of -1.37226. ...
- cl3307 replied Mar 24, 2008
CB, I have followed the word document. I am getting some sort of error. The values of the excel fine are "paste special" values ( so they aren't formulas). Any insight into what i may be doing wrong? Thanks, cl