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RE: [amibroker] CMO Improvements Was: Robustness Challenge



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<FONT 
color=#0000ff>I couldn't get much happening with confirming MAs, or 
the TRIX confirm steve mentioned. best I got so 
far was to delay the entry by a day, and enter only if it was still beyond 
the threshold. limiting it to long tades only helps in some periods, hurts in 
others. 
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<FONT 
color=#0000ff>it seems to 
do well overall over some long time periods, but clearly has issues with 
some types of market.
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class=629023314-03112003>dave
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<BLOCKQUOTE 
>Joe:  
  LOL (as in Lots of Luck).  I worked with it a lot in the past 
  andattempted to reduce drawdowns (the CMOx stuff is usually early in 
  boththe buy and sell).  Not a lot worked in terms of return, but dd 
  can bereduced -- one approach is moving averages of the CMOx and looking 
  forcrosses of the average AND the trigger level---not easy because 
  theyoccur on different bars usually.However, that said, I do not 
  want to imply it cannot be improved---thereare countless other ways and 
  perhaps someone can find a way to make macrosses work in conjuction with 
  trigger levels.KenMy suggestion would be to improve 
  Steve's example of the CMO5 since the thought process has mostly been done 
  and improve it so it gives better signals.






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