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PureBytes Links
Trading Reference Links
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Check out
http://www.kaseco.com/articles_etc/articles.htm
under "primarily trading related" esp. the 2 articles "the best
momentum indicators" and "the two faces of momentum"
very powerful stuff. if you're new to this these articles provide
insufficient information to implement.
i'm in the middle of some additional research so contact me for more.
--- In amibroker@xxxxxxxxxxxxxxx, WKRAG@xxxx wrote:
> 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
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