![]() ![]() ![]() because the Delta Phenomenon is predicated on counting days before or after specified dates, and of course any algorithmic counting over the data would be upset by such missing days. weekends, holidays, exchange closures, just plain missing data etc. The issue to be solved was overcoming the problem of missing days in the time series data, e.g. ![]() I think other users of R may find it useful. Over the next few posts I am going to outline how I intend to test the Delta Phenomenon and show the eventual results of these tests, but before that I am going to present in this post the "breakthrough" piece of coding that finally allows me to do so. I had already quite easily coded the Adam Projection and the Natural Market Mirror, Natural Market River and Natural Moving Average from Ocean theory. But however proficient I became at using these last three my programming skills weren't up to coding the Delta Phenomenon, until now that is. DELTA PHENOMENON WELLES WILDER PDF VIEWER SOFTWAREWhen I bought these I was doing my charting by hand on graph paper using prices from the Wall Street Journal, but in due course I got a computer and began using various software programs Excel, Open Office Calc, QtStalker and finally ended up where I am today using Octave, R and Gnuplot. Subsequently I also bought the "The Adam Theory of Markets" and a few years later I bought the " Ocean Theory" book, so one could say I own the whole trilogy! The second book I ever bought about trading was Welles Wilder's "The Delta Phenomenon," which I bought as a result of a recommendation in the first book I ever bought. ![]()
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