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
>>
>
>
>
>
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