Support for Bartels Significance Value

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The advanced maths measures the stability of the amplitude and phase of each cycle. The method provides a direct measure of the likelihood that a given cycle is genuine and not random. The closer the cycle Bartels value is to zero, the less likelihood the cycle has been influenced by random events, and therefore significant to the data series. To conclude: The lower the 'Bartels value' the more significant the cycle to the price series sample used."

The method is developed by Julius Bartels

The approach is documented in the following book:

  1. Decoding The Hidden Market Rhythm - Part 1: Dynamic Cycles: A Dynamic Approach To Identify And Trade Cycles That Influence Financial Markets (Volume 1)
  2. Decoding The Hidden Market Rhythm - Part 2: Metonic Cycles: A Non-Linear Approach To Identify And Trade Cycles That Influence Financial Markets (WhenToTrade) (Volume 2) 2nd edition

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