Cycle detection uses a Genetic Algorithm to find the optimal sine wave or pair of sine waves to represent price data. We have already described the difficulty in reaching an optimal solution, not only because of Shannon, but because there are too many good solutions close to the optimum (fairly flat error curve).
A possible solution is to push the G.A. a bit, but since it is a computing intensive process, i have added the following GA settings:
SearchMult
CrossoverRate
MutationRate
as well as a debug parameter to write calcs to file (which will disappear in the release version).
Please contact me to try and test this new version. Note though that it can be only of interest those having a very fast PC.
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Technical description of my TradeStation Trading Toolset (voisin DOT bruno AT gmail DOT com)
Welcome!
Welcome to TS-Trading-Technique,
where technical details will be published for my TradeStation trading toolset, developed over the years (well... been using TradeStation since 1993...). It is not quite an end product, not quite work in progress either. It does work, and this technique is both the completion of Phase 1 (working toolset and API), and opens the door to both developments of advanced A.I. tools outside TS (which I may eventually release as well as "Phase 2"), and the development of more advanced indicators within TradeStation. Note that since most of the complex calculations are done in the DLL, none of the indicators are protected, allowing the user to further develop indicators in EasyLanguage.
A common question is: Why don't you just write a documentation!? Well, maybe i'm lazy, maybe I think it is a waste of time since nobody ever reads docs, and maybe I believe this bit by bit teaching and coaching is the best way for you to absorb, digest, and finally make this technique your own...
This ''blog" complements the MarketSnapshot public blog, which will be now dedicated to daily/weekly screenshots and market comments. Another private blog exists, and specific chart analysis can be arranged: voisin.bruno AT gmail.com or with Skype (leave a message on "foretrade")
Google Group now also open:
http://groups.google.com/group/ts-tt
RSS Feed: http://feeds.feedburner.com/MarketSnapshot
where technical details will be published for my TradeStation trading toolset, developed over the years (well... been using TradeStation since 1993...). It is not quite an end product, not quite work in progress either. It does work, and this technique is both the completion of Phase 1 (working toolset and API), and opens the door to both developments of advanced A.I. tools outside TS (which I may eventually release as well as "Phase 2"), and the development of more advanced indicators within TradeStation. Note that since most of the complex calculations are done in the DLL, none of the indicators are protected, allowing the user to further develop indicators in EasyLanguage.
A common question is: Why don't you just write a documentation!? Well, maybe i'm lazy, maybe I think it is a waste of time since nobody ever reads docs, and maybe I believe this bit by bit teaching and coaching is the best way for you to absorb, digest, and finally make this technique your own...
This ''blog" complements the MarketSnapshot public blog, which will be now dedicated to daily/weekly screenshots and market comments. Another private blog exists, and specific chart analysis can be arranged: voisin.bruno AT gmail.com or with Skype (leave a message on "foretrade")
Google Group now also open:
http://groups.google.com/group/ts-tt
RSS Feed: http://feeds.feedburner.com/MarketSnapshot
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