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Some more examples:
Say you had calculated an adaptive coefficient and the range of that
number was from 1 to 10. And you felt that a 10:1 range was too large
and a more narrow range would be better. You could take the square
root (ie raise the coefficient to the 0.5 power) - so now instead of
the range being a 1 to 10, it would be of 1:3.16 - ie 1^0.5 = 1 and
10^0.5 = 3.16
Conversly if you had calculated an adaptive coefficient that had too
small a range, you could raise it to a power greater than 1 to expand
its dynamic range.
___________
The dynamic range compression or expansion could also be a function so
you could have two adaptive (ie changing) coefficients, although that
could get confusing.
_________
A common technique that gets to where you want to be is the Kalman
filter, where the amount of filtering being done changes dynamically.
This filtering technique is commonly used in electronic circuits(like
positioning disk drive heads). I have written several Kalman filters,
some using lookup tables to adjust the filtering and others that
change the filtering using an algebraic function. They are among my
most useful tools. There is a mountain of information on the internet
about Kalman filtering.
ReefBreak
--- In amibroker@xxxxxxxxxxxxxxx, "gmorlosky" <gmorlosky@xxx> wrote:
>
> Yes I could use something like that, BUT again it is static by the
> factor (0.33587), instead of dynamic. I guess I'm looking for market
> driven dynamic but not herd following wild. More ideas please.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ed Hoopes" <reefbreak_sd@>
> wrote:
> >
> > Take the adaptive part of the indicator and raise it to some power.
> >
> > If you - say - square or cube it you will increase the dynamic range
> > and make the indicator more dynamic.
> >
> > If you raise to a fractional power - square or cube root - you will
> > decrease the dynamic range - and quiet it down.
> >
> > AmiBroker uses the '^' operator to do this. Remember the exponent
> can
> > be any real number like (ADAPT VAL)^0.33587
> >
> > Ed
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "gmorlosky" <gmorlosky@> wrote:
> > >
> > > I going over my static indicators of EMA, MACD, STO, SAR and ADX
> and
> > > wondering if they all should be adaptive ? If so, then how do I
> stop
> > > them from just following the crowd and becoming wildly volatile ?
> Is
> > > there some dynamic way to allow the adaptives to flucuate, but
> not too
> > > much, so I don't get caught on the downside. I guess I'm thinking
> of
> > > the adaptive snapping back to normal, therefor acting as an
> > > inclusive "trailing stop".
> > >
> > > Any thoughts ?
> > >
> >
>
------------------------------------
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