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I hope some of the participants here read and coded the examples from Ehlers book "cybernetic analysis for stocks and futures".
Chapter 9 provides a description of cycle measurement.
I coded the example and I receive a different waveform from the one displayed in the book (the book uses the following data - t-bonds futures between aug 95 and feb 96).
I ran through the code again and again comparing it to the book - seems OK.
I compared the EFS code to the Easylanguage code to make sure they are similar - seems OK (btw, in the cyber cycle chapter they are totally different).
I compared the code to the theoretical background given throughout the chapter - seems OK.
So at the moment the options are:
a. I have a bug I have yet to find.
b. The displayed graph(s) do not use the code provided (probably by tweaking some of the parameters, and there are many of those in this code that can be changed)
Since this code is used later on for various indicators, I obviously get different results for them as well.
Anybody can help?
Chapter 9 provides a description of cycle measurement.
I coded the example and I receive a different waveform from the one displayed in the book (the book uses the following data - t-bonds futures between aug 95 and feb 96).
I ran through the code again and again comparing it to the book - seems OK.
I compared the EFS code to the Easylanguage code to make sure they are similar - seems OK (btw, in the cyber cycle chapter they are totally different).
I compared the code to the theoretical background given throughout the chapter - seems OK.
So at the moment the options are:
a. I have a bug I have yet to find.
b. The displayed graph(s) do not use the code provided (probably by tweaking some of the parameters, and there are many of those in this code that can be changed)
Since this code is used later on for various indicators, I obviously get different results for them as well.
Anybody can help?