Re: [amibroker] Adaptive everything - with build in stops - too wild

["wavemechanic" <timesarrow@xxxxxxxxxxxxx>]

In a nutshell, use a measure of volatility range of your choice (e.g., roc(short) / roc(long), sigma(short) / sigma(long), atr(short) / atr(long), etc.).  Then use a scheme that couples high volatility with short periods and low volatility with long periods.  There are many code examples floating around for a variety of indicators and like anything else their value has to be determined by the user (caveat emptor).  The books, however, will imo make understanding easier and faster although one can simply Google and there might be some in the library or the S&C codes.

 

Bill

----- Original Message -----

From: J. Biran

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, May 02, 2008 5:22 PM

Subject: RE: [amibroker] Adaptive everything - with build in stops - too wild

Can you be more specific? (in the "The New Technical Trader." Book)

 

Joseph Biran
____________________________________________

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of wavemechanic
Sent: Friday, May 02, 2008 10:19 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Adaptive everything - with build in stops - too wild

 

There is a good discussion about a number of adaptive techniques in Kaufman's "Trading Systems," including Chande's approach of coupling an indicator's period with market volatility, which is also discussed in his book "The New Technical Trader."

 

Bill

 

----- Original Message -----

From: "gmorlosky" <gmorlosky@xxxxxxxxx>

To: <amibroker@xxxxxxxxxxxxxxx>

Sent: Friday, May 02, 2008 8:12 AM

Subject: [amibroker] Adaptive everything - with build in stops - too wild

 

>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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