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Strategies & Market Trends : Technical Analysis - Beginners

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To: Richard Estes who wrote (10377)	5/29/1999 12:03:00 AM
From: keith massey	Read Replies (1) of 12039

Looking for a little help on a TA topic and knew this would be the best place to turn. From a pure signal standpoint I would like to do a high-pass filter on a stock with a cut off frequency around 5-7Hz (cycles/year). In non-signal terms: ..I want to look at the small wave that develop on top of the larger cycles. The easiest way to do this is to filter out the larger waves (high pass filter) so only the small waves remain all shifted to the same horizontal 0 line. I want to do this to get a measure of the cycle times of the small waves the lie on top of the larger waves. Hopefully this will help in cycle prediction. One possible solution is to subtract a 50 day time shifted moving average from a 3 day moving average. First problem...I can't figure out how to write a time shift into the formulae for Metastock (I think I am just blind). Second problem..just subtraction a 50 day moving average is not really a high pass filter and will still leave underlying cycles. Has anyone done any work in this area? Any help would be appreciated. Best Regards KEITH

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