julesrulesny![]() Legend ![]() ![]() ![]() ![]() ![]() ![]() ![]() Posts: 498 Joined: 8/28/2009 Location: NYC ![]() | Hi Mel, Thank you. Yes, catching an early trend or breakout is exactly what I want. And Bollinger, zS, with a MovAvg seems to do the trick but its choppy. So thats where I wanted to see the narrowing of space in Bollinger before AND after a trend, or breakout.. If you see in Bollinger how the bands widen away from price and that as it trends, the upper or lower bands are touching price.. When the trend loses steam, zScore goes down(or up) and then we see Gaps between price and the upper or lower bands.. so I am trying to capture that Gap before/after the trend, or breakout.. As well as counting the times it touches. Before I get into ACT/QT ---- Do you think this is still possible to do? As, perhaps this is a simpler computation for OT and wouldn't require so many bars as opposed to using QT or ACT?? I am familiar with Ehlers QT. Many Thanks for this code! And I can see how ACT and QT can go hand in hand. However, I returned ACT. It wasn't what I expected with what I know of Digital Signal Processing, or Fourier Transforms and uses in Trading, etc. John Ehlers seems to be the only one who came close.. I do know, however, its very difficult to apply DSP to a Trading Platform. With mixed results. But, on a quant level can be successful. That is why I returned ACT. I did not think ACT is powerful enough to run these transforms b/c we need such large data sets --- Does this sound correct, or no? Perhaps by loading more bars, would be more successful. Or, perhaps I am missing something? I do know this area to be complicated.. And you have PEEKED my curiosity with this Quotient Transform. Its using FFT to compute time series analysis based on the "frequencies" of these indicators, price, etc. And that is where QT can be great for those long standing trends - as choppy charts, this may not be so useful -- would you agree? Signal processing at my first understanding was not about Cycles. Cycles can be misinterpretted as having predictive value - DSP, or Transforms do not.. Other than using previous history to formulate potential predictability - Like ANY indicator! How then, do you find the Spectrum indicator to work with Ehler's QT? As since I now returned ACT, I don't see how the two can be used together by applying the wavelengths into "GetCycle"? But, it sounds like a brilliant adaptation of ACT. What would you suggest I use if I now no longer have ACT? I was not impressed with ACT at all. It just did not capture what my understanding of using Fourier, Fisher, or DSP in trading. Perhaps Ehler may be the only one who's successfully adapted the use of transforms? |