shelupinin
120 posts
msg #37999
- Ignore shelupinin |
9/16/2005 9:46:46 AM
Hi !
How to find stocks which chart looks like sinusoid?
thanks
Alex
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jaketheguy
52 posts
msg #38004
- Ignore jaketheguy |
9/16/2005 1:18:05 PM
Since no stock pattern produces a perfect sinusoid, why don't you provide some actual chart examples to describe what you are seeking.
Cheers.
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shelupinin
120 posts
msg #38008
- Ignore shelupinin |
9/16/2005 4:18:56 PM
because I can't find such stock :) without a sinusoid pattern filter...
so I need such filter to find such stocks
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yepher
359 posts
msg #38009
- Ignore yepher |
9/16/2005 4:50:14 PM
The easy answer is you can’t.
Another answer would be each price pattern is really just a mixture of a bunch of sign waves with different frequencies and phases. (Look at Laplace and/or Fourier)
I have not tried it but maybe you could:
1. pick a time frame that you are interested in and calculate the root area under the curve. If that is near .707 / (High – Low) it is likely a sign wave. I will have to crack open the old text books to verify the number tonight (please correct me if I got this wrong. I am going on really old memory here)
Or
2. Another short cut is maybe use ADX to find non trending stocks and then look for some seperation of the High and Low price over that time period
It would be nice if SF had an FFT indicator so at least cycle time could be detected.
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shelupinin
120 posts
msg #38012
- Ignore shelupinin |
9/16/2005 6:46:22 PM
if there is no sinusoid filter then I'll try to create it, let's see how many hours it will take to create such filter!
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