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Search: Posts Made By: sefstrat
Forum: Traders Hideout September 2nd, 2009, 07:53 AM
Replies: 40
Views: 33,814
Posted By sefstrat
True, wavelets are not that useful for...

True, wavelets are not that useful for discretionary trading, it is very powerful for algorithmic trading due to its power of feature extraction which makes pattern recognition much easier.

I...
Forum: Traders Hideout August 28th, 2009, 03:40 AM
Replies: 40
Views: 33,814
Posted By sefstrat
wh, are you still pursuing wavelets? They...

wh, are you still pursuing wavelets?

They are a bit hard to understand at first but it is a very powerful methodology for time series analysis, worth spending some time to learn IMHO.

BTW...
Forum: Traders Hideout August 13th, 2009, 08:25 AM
Replies: 40
Views: 33,814
Posted By sefstrat
wh are you working with the files from...

wh are you working with the files from bearcave.com? I tried your indicator but doesn't look like its drawing correctly here.

I just posted the fixed version of my wavelet kit, also a screenshot...
Forum: Traders Hideout August 11th, 2009, 12:31 PM
Replies: 40
Views: 33,814
Posted By sefstrat
Thanks David, you are right there is something...

Thanks David, you are right there is something wrong with the wavelet code now. Sorry, should have tested it before I posted but I don't remember changing anything since the last time I used it...
Forum: Traders Hideout August 10th, 2009, 06:34 PM
Replies: 40
Views: 33,814
Posted By sefstrat
Yes that is one problem with Goertzel algorithm,...

Yes that is one problem with Goertzel algorithm, it needs large window period and is thus computationally expensive (results are inaccurate with small window)

There is likely a more efficient way...
Showing results 1 to 5 of 5

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