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Hi Dingo,
Trending: Successively higher highs, and higher lows
withing the selected study timeframe.
Trending: Approximately* similar highs and lows repeating
withing the selected study timeframe.
(*-Approximately can be a filter range and does
not have to be an exact value)
Gosub283
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> The very first thing YOU have to do for us to understand anything
you
> are saying is to define what you mean by "Trending" and "Ranging".
> These words like everything else in trading mean different things to
> each member of the audience. That's where the trouble begins ..
>
>
>
> Defining these terms is the first step in any automated system,
IMHO.
>
>
>
> d
>
>
>
> -----Original Message-----
> From: gosub283 [mailto:gosub283@x...]
> Sent: Wednesday, March 26, 2003 12:08 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] TRENDING vs. RANGING markets
>
>
>
> Hi everyone,
>
> I think this issue will become more important
> over the next year or two.....
>
> When a human looks at a chart, he/she can
> immediately determine if a market is in
> a TRENDING mode or a RANGING mode.
> It is a most amazing feat of human visual
> data analysis that takes place in a matter
> of seconds. Trying to get computers to "visually"
> analize anything takes major computing power.
> Unfotunately computers and trading system have
> a much more difficult time of determining these
> market modes than us humans.
> Things become very "fuzzy" when trying to
> put the question of "Ranging vs. Trending" into
> mathamatical algorithms. And...of course.. the
> trading timeframe (long term vs. short term),
> make things even fuzzier. (is "fuzzier" a word ??)
>
> For those of us who program automated systems,
> this is especialy important because it means
> that we can design systems that adjust effortlessly
> between ranging and trending markets. If correctly
> identified, a system can use a particular set
> of indicators for Ranging markets and then switch
> to other indicators when a trend is determined.
> Allowing for a truly autonomous system.
>
> Has anyone found a way to mathamatically (reliably!)
> determine if a market is Trending or Ranging ???
> (An AFL algorithm perhaps)
> In other words, an indicator which can give direction
> as to which set of indicators to use.
> (A hypothetical example of such an indicator would
> have a response from 0=ranging to 10=Trending )
>
> Cheers,
> Gosub283
>
>
>
>
>
>
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