|
PureBytes Links
Trading Reference Links
|
I use to study D_ratio properties related to two parallel
lines D1 and D2.
For a relative short period of two or three years this
approach is satisfactory.
Ten years ago the same D_ratio could probably be totally out
of this [D1, D2] range,
since D_ratio is not a usual [0,100] oscillator.
D1 and D2 are nothing but two levels above and below the local
D_ratio average, called AvD_ratio.
For k1% below and for k2% above, we may have two variable
levels
D1=AvD_ratio*(1-<FONT
size=2>0.01<FONT
face="Times New Roman">*K1);
D2=AvD_ratio*(1+<FONT
size=2>0.01<FONT
face="Times New Roman">*K2);
They will follow the
slow variations of D_ratio and will give a more realistic approach for trading
systems design.
For a smaller period
they will look like the usual parallel D_ratio lines, as you may see in the att.
gif. of the ^GSPC D_ratio
for 13 years, 27
months or 50 weeks.
Dimitris
Tsokakis
[to be
continued]
Yahoo! Groups Sponsor
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Attachment:
Years1.gif
Attachment:
Description: "Description: GIF image"
|