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search prior message with subject of "Dynamic Cycles"
It is about John Ehler's cycle finder code ...
A copy attached
----- Original Message -----
From: <WKRAG@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, February 19, 2004 6:12 AM
Subject: [amibroker] Lookback length
> Good day,
>
> it has always bothered me to use a "fixed length" for Moving
> Averages. I find lots of discussions on why a 10-day, 20-day or
> whatever day, Moving Average (simple, variable, exponential etc.) is
> best (or not best). In my opinion there is NO "best" lookback period
> for the moving averages. Sometimes the short ones work well (in
> choppy markets), sometimes the long ones work well (in trending
> markets). BUT...
> Can we go beyond this profane conclusion?
>
> Is there any way (or at least idea) on how to choose a better method
> to select the lookback period?
> I was thinking of this: If the Average True Range (ATR) is high,
> select a shorter period, this way you quickly adapt to large moves
> without overshoot.
>
> If the ATR is low, select a longer period to avoiid getting whipsawed.
>
> BUT, I still need to make that arbitrary decision on the lookback
> length. Any better (or more rational) way?
>
> Ideas welcome!
>
> Werner
>
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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>
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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Attachment:
mod - Ehlerscyclefinder.afl
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Description: "Description: Binary data"
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