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Had it been easy to set some volatility against all my indicators, I
probably would have pursued it, but since I have to adjust each one
from the raw, a better use of my time is investing, rathering than
coding, so since I'm an EOD trader maybe that is enough of a
volatility filter in itself. Thanks all.
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <timesarrow@xxx>
wrote:
>
> 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@xxx>
>
> 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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