Programming Change to Hurst Ad-On Module

Optuma Desktop Feature Requests
1

This module is set up to count back n= user input # of periods from current time. The periodogram then will identify prominent cycles.

Can you change the algorithm so user can input any desired start time? The algorithm will then look back n=user input # of periods. I would like to go back in time to see if what the periodogram is suggesting here and now was accurate back in 2008 for example.

Also the algorithm is set to begin at March 2020 when obviously a number of cycles collided to create the panic selloff. Can you alter the algorithm to start at the Mar 2009 major lows. This will give a wider time span for longer periodogram cycles to manifest themselves.

Thanks You Kindly - this Hurst module is powerful. Let’s make it even more powerful…

Malcolm

2

Hi Malcolm,

Do you mean to set a start date for the analysis?

One quick way you could do this now is by limiting the date range of the data. eg open up the same security in two charts. On one, click on the bars and set the Date Range to “Date Range”. Then set the dates to your window that you want to test over.

I agree that there can be some improvements made to this tool and I even want to see if I can normalize the results in the Periodogram as it too heavily weights the large moves. When my current projects are done I will come back to cycles too.

All the best

Mathew