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Re: [amibroker] Re: Vectorvest



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would you consider the Tilson T3 function to be a Kalman Filter?
 




From: reefbreak_sd <reefbreak_sd@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, September 4, 2009 10:39:13 AM
Subject: [amibroker] Re: Vectorvest

 

Since I made the indicators, I can run them on what ever index I want - rather than on just the VVC. So I run them on the components of several ETFs that I trade.

For market timing, I have a statistical indicator that uses a Kalman Filter, and one that calculates temperature based on the Boltzman distribution from statistical thermodynamics. In this indicator, the temp goes negative during market declines - unlike what happens in nature.

So the total is about 6 in all.

I'm a trend follower. None of these predicts anything, just accurately reflects the markets current condition.

ReefBreak

--- In amibroker@xxxxxxxxx ps.com, "donald_brown_ 48367" <donald_brown_ 48367@xxx > wrote:
>
> I got pretty close with most signals using simple moving average trending. I also stopped my subscription. What other indictars do you use?
>
> --- In amibroker@xxxxxxxxx ps.com, "reefbreak_sd" <reefbreak_sd@ > wrote:
> >
> > Yes, I have written several indicators in .afl that simulate MTI, BSR, Confirmed buy/sell indicators in VV. They work well enough that I have dropped my subscription to VV. They are proprietary, not for sale or publication.
> >
> > ReefBreak
> >
> > --- In amibroker@xxxxxxxxx ps.com, "donald_brown_ 48367" <donald_brown_ 48367@> wrote:
> > >
> > > I'm curious if anyone has written code to simulate the Vectorvest overall market timing buy and sell signals?
> > >
> >
>



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