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@yahoo.com>
To:
<amibroker@xxxxxxxxxps.com>
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@xxxxxxxxxps.com,
"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
>>
>
>
>
>
------------------------------------
>
> Please
note that this group is for discussion between users only.
>
> To
get support from AmiBroker please send an e-mail directly to
> SUPPORT
{at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other
news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
>
For other support material please check also:
> http://www.amibroker.com/support.html
>
Yahoo! Groups Links
>
>
>
>