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Walter:
This sort of methodolgy opens up TA to intelligent systems without using
neuro nets and artificial intelligence.
Since Equis charges for divulging the data format, where do you do your
analysis? Do you export to a spreadsheet? Do you imbed these adaptive
indicators into Metastock?
Keep me posted.
Lionel
-----Original Message-----
From: Walter Lake <wlake@xxxxxxxxx>
To: metastock bulletin board <metastock@xxxxxxxxxxxxx>
Date: Monday, August 24, 1998 10:01 AM
Subject: Adaptive Systems
>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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