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Hello all.
I too am playing with the following formulas posted here lately.
The optimized values I have come up with so far are 1.5 for Opt1 and -8 for
Opt2.
Running this on the S&P500 I noticed that it should have given a 'GO-Short'
signal well before the recent decline. Somewhere around Aug 20th I would
think.
Looking at the formulas, the -8 for -Opt2 cancels out and turns into just 8.
Now given that, will there be an 8 day lag in the indicator?
Am I missing something obvious? Why the lack of a Short signal before the
decline?
Enter Long:
(Mov(C,Opt1,S)-Ref(Mov(C,Opt1,S),-Opt2))>
Ref(Mov(C,Opt1,S)-Ref(Mov(C,Opt1,S),-Opt2),-1) AND
(Mov(C,Opt1,S)-Ref(Mov(C,Opt1,S),-Opt2))<0
Enter Short:
(Mov(C,Opt1,S)-Ref(Mov(C,Opt1,S),-Opt2))<
Ref(Mov(C,Opt1,S)-Ref(Mov(C,Opt1,S),-Opt2),-1) AND
(Mov(C,Opt1,S)-Ref(Mov(C,Opt1,S),-Opt2))>0
__________________________
James Wolf, KR9U
jbwolf@xxxxxxxx (hm)
jbwolf@xxxxxxxxxxxxxxx (wk)
Fax: 219-637-7074
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