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- AugustLeo replied Nov 12, 2009
Perhaps, perhaps not. Thanks for sharing your thought. For those who are interested, the Bartels test is explained in Appendix B of Analyzing and Forecasting Futures Prices available on Amazon.com here. An alternative exposition of the test can be ...
- AugustLeo replied Nov 6, 2009
Apparently, Bartels' test is associated with the concept of "harmonic dial analysis". Still trying to find a clear algorithmic expository of both the "Bartels' test" and "harmonic dial analysis". AugustLeo
- AugustLeo replied Nov 6, 2009
Bartels Paper — For those interested in Julius Bartels' paper "Random Fluctuations, Persistence, and Quasi-Persistence in Geophysical and Cosmical Periodicities" it can be found at http://www.leif.org/research/Bartels1935.pdf.
- AugustLeo replied Nov 5, 2009
Looking back, I can see that you're probably correct. It seems his clutter filter kicks in when his main filter and range-gate filter are approaching each other in value. Could be something as simple as decreasing/increasing separation of the output ...
- AugustLeo replied Nov 5, 2009
Bartels Test — Does anyone have the algorithm for performing a Bartels test on cycles? Thanks. AugustLeo
- AugustLeo replied Nov 5, 2009
Phillipe, Why do you think that Codebreaker's clutter filter is not computed via a spectral method. In this post (#195 in the thread) he indicates that he does use a spectral method. I got the impression that this post was referring to his "TopCat" ...
- AugustLeo replied Nov 4, 2009
Thanks very much. I wasn't able to find either a copy of this paper, or the other papers referenced, though the book seems accessible enough. Just wondering why this aspect of the topic has died down. AugustLeo
- AugustLeo replied Nov 4, 2009
Looks similar to an analysis I did for myself, with the same result.
- AugustLeo replied Nov 4, 2009
What happened to FXTimer? Has anybody examined the concepts he refers to?
- AugustLeo replied Dec 3, 2008
Can't open it. What is it?
- AugustLeo replied Nov 23, 2008
i have the technical skills , but must admit that I'm partially uninformed about what is needed to develop a profitable system. That said, looking forward to plumbing the depths of the financial noosphere ... Augustleo
- AugustLeo replied Nov 23, 2008
I wish that I had had the choice of such a juicy subject for my MS, with an advisor such as yourself. AugustLeo PS: I'll be on travel for the next week, so please understand that if I don't reply it's only because i can't.
- AugustLeo replied Nov 23, 2008
CB - If you're so inclined, give Jurik's test data a go and show us how well your clone repilicates Jurik's results. I'm curious as to whether you've actually cloned the famous Jurik JMA. That said, I thank you for all of your lengthy technical ...
- AugustLeo replied Nov 23, 2008
Trendylines - I am unable to give you the guidance you seek. Please search the forum to find what you're looking for. As Codebreaker posted, this thread has a very focused perspective dealing with trend trading and the signal processing that ...
- AugustLeo replied Nov 23, 2008
Here's what Jurik has to say about his filter on his website, with respect to linearity and other properties (emphasis is mine): If we are to believe what is on the website, then he is doing something altogether different than what we've been ...
- AugustLeo replied Nov 23, 2008
I don't really know much about these programs; I've posted asking for any info available about them - see one of my previous posts. There is some indication in the code that it was originally written in EasyLanguage for TradeStation, but it's not ...
- AugustLeo replied Nov 23, 2008
You can find a copy of jma[i].mq4 here: url
- AugustLeo replied Nov 23, 2008
Very interesting, CB. Jurik has some JMA test results for 16 different input signals on his website here url . Included are the IMPULSE, STEP and RAMP. The jma.mq4 tracks the JMA results (for IMPULSE, STEP & RAMP) with a global MSE of less than ...
- AugustLeo replied Nov 23, 2008
Here's the thread (post #4) where I found jma.mq4: url According to his website ( url ), Jurik does disclose his algorithms, for a high price and only to U.S firms with a special agreement. AugusLeo