Gob00st
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Hi Guys,
It's been quiet in TT for quite a while, I am wondering if people here have got much advanced strategy than multiple time frame analysis with static macci (5,6)?
After I spent some time study John Ehlers's public indicators in his MESA website, I started wondering if an adaptive AMacci(x,y) would perform better than the static macci(5,6) ? So I take one step and tried to use the half of the dominant cycle measured by Fourier Transfer as input x and half of x as y ( not sure if this is right).
The result sometime seems encourage but sometime is pretty useless.
I am not sure if this is due to the dominant cycle measured by Fourier Transfer is not so stable/ accurate? Of course I have been only tried to forward test when market is in cycle mode, I have been trying to identify that with the help of instantaneous trendline & sinewave.
I am wondering if there is anyone in TT has been trying to do similar thing in order to build an adaptive macci and willing to share some thoughts.
Cheers
Albert
It's been quiet in TT for quite a while, I am wondering if people here have got much advanced strategy than multiple time frame analysis with static macci (5,6)?
After I spent some time study John Ehlers's public indicators in his MESA website, I started wondering if an adaptive AMacci(x,y) would perform better than the static macci(5,6) ? So I take one step and tried to use the half of the dominant cycle measured by Fourier Transfer as input x and half of x as y ( not sure if this is right).
The result sometime seems encourage but sometime is pretty useless.
I am not sure if this is due to the dominant cycle measured by Fourier Transfer is not so stable/ accurate? Of course I have been only tried to forward test when market is in cycle mode, I have been trying to identify that with the help of instantaneous trendline & sinewave.
I am wondering if there is anyone in TT has been trying to do similar thing in order to build an adaptive macci and willing to share some thoughts.
Cheers
Albert