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Thank you Al, CS, Bill, William, and others for your patience and helpful
explanations. I will go over all the emails again and try to make sense of
it all.
Ara, the hbT3A is a DLL i wrote for an Adaptive T3 smoothing function. See
http://groups.yahoo.com/group/amibroker/files/Herman%20van%20den%20Bergen/HB
T3A.zip
There is also an afl version in the afl library that will show you how it is
calculated. It was also written up in TASC a long time ago. It works great
for me and I haven't been able to find anything better yet.
best regards,
Herman.
> -----Original Message-----
> From: akaloustian [mailto:ara1@x...]
> Sent: 23 October, 2002 2:33 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Tharp's ATR-based PositionSizing
>
>
> Herman,
>
> Al is correct in his observations. In looking at your code again, I
> can not see if the trade amount is large or small. It looks like a
> pretty small amount ((0.01 * 100,000) / (2 * ATR)) * buyPrice, so
> because of the variability of positionsize it's hard to decide what
> your results mean.
>
> It would be easier to evaluate the results if you had another run
> with fixed position size. Then you could evaluate both the quality of
> entry signals and variable position size as a comparison.
>
> Also of interest, I noticed you are using function hbT3A - I assume
> t's the Hilbert Transform??. Where can I get the plug-in for that
> (did not see it on 3rd party page) and do you have any comments on
> it's performance?
>
> Ara
>
>
>
> --- In amibroker@xxxx, "Al Venosa" <avcinci@xxxx> wrote:
> >
>
>
>
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