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Hi - I am not trend following in the popular sense but I am trying to smooth
another array that contributes to my signals in order to make it less
volatile. Right now I am just experimenting with some different averages to
determine which might work best, including some of the popular AMA's like
VIDYA, KAMA, MAMA etc, and it dawned on me that I might be able to easily
create a bunch of different AMA's to test by just starting with different
momo/volatility oscillators and then converting these arrays to periods that
are fed into AB's assortment of built-in MA's. Except I am not sure how to
best convert the values of the different oscillators to numbers that would
work well as "periods". Ideally I would like to be able to optimize also so
I am thinking that maybe my conversion formula should include some sort of
smoothing constant whose value I can optimize on. Right now I just thought
of it and it is all swimming around in my head so I was hoping someone might
be able to point me in the right direction. Do you think you might be able
to say a few words about some of the different techniques? I could probably
fill in most of the details by googling if I had a better idea of the
possible alternatives or starting points...Thank very much!
Steve
----- Original Message -----
From: "sidhartha70" <sidhartha70@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, June 09, 2008 3:31 PM
Subject: [amibroker] Re: Creating "period" arrays for built-in averages
> Steve,
>
> There are so many techniques you could use to create a variable array
> for use in MA calculations... I think it all depends on 'how' you want
> to use the MA. Clearly the technique needs to make some intuitive
> sense. Are you trend following and want to avoid whipshaws in volatile
> markets....?
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>>
>> Hi - I see that most of AB's built-in moving averages will take an
> array for the Periods arg. I imagine a typical use of this might be to
> calculate some array based on momentum, volatility, whatever, then
> convert that to an array representing suitable periods that these
> functions can use? There are many indicators/oscillators etc that try
> to measure momo/volatility - my question is, what would be some good
> measures to use, and then some good methods of converting these
> different arrays to an array of periods suitable for use in MA(),
> DEMA(), etc? Are there other/better ways to arrive at an array of
> "periods"? Of course if anyone is doing this and has an example they
> could post, I would be very grateful. Thanks for any help!
>>
>> Steve
>>
>
>
>
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