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Herman vandenBergen wrote:
> *Thanks BM,*
> **
> *Trends are mostly classified on duration and direction, the zig is
> based on percentage change. A Long-Term uptrend could have various
> slopes while still have the same Trend classification. The difficulty is
> what kind of values to use for the Zig()... you could base it on
> volatility.. once you have decided on that you could classify the Zig()s
> into Trend categories on the basis of the number of bars the Zig() moves
> in one direction.*
> **
> *You could experiment with the code below to get a feel of what you are
> dealing with. Once you have defined the parameters AB can collect the
> data for you... the problem is really defining the various
> parameters/criteria, after that coding shouldn't be that hard.*
> **
> *take care,*
> *herman*
> **
hello Herman,
thanks for the code. i'll try to systematize my approach to this.. here
is the link to mathematically oriented and organized research:
http://econ.ucsd.edu/~atimmerm/dur-14-2.pdf
cheers,
BM
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