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Hi guys
I've been reviewing Ruggiero's and also Stridsman's articles in Futures for
the last couple of years and would like to talk to anyone intersted in
adaptive systems.
Even though we haven't broken the formula for Dynamic Breakout System yet,
the insertion of Metastock's custom formula "base" into Kaufman's Adaptive
Moving Average to make use of the variableness gives you some idea of how it
operates.
VIDYA (CMO) systems can be substituted for Dynamic Breakout System whenever
it is mentioned in their extensive reviews and discussions of filters,
entrys and exits etc.
The three basic areas that I'm interested in working on are:
1. adaptive methods to have the parameters of the indicator adjust based on
the current dominant cycle
2. using volatility to adapt channel length or moving average length or any
other indicator (i.e., RSI, etc.). This is the basis of the DBS system
3. adaptive methods to automaticlly select parameters or filters (i.e,
inside days or NR4 days) that are currently producing the best results.
This of course opens up the whole area of the integration of short-term
price bar pattern recognition with Metastock's full range of indicators in
any exploration or system test.
If you want to contact me directly as some have, I don't mind. I realize
that there is an bias against Futures Magazine because of their ties with
Omega Research. But I think that this basic system research is too important
to ignore.
Best wishes and good trading
Walter Lake
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