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Rudolf,
I would be interested in seeing your work with the Linear-ROC
indicator......... I have been contemplating some combination of
these two but never took the time to code it.
Best wishes,
Adam Hefner.
VonHef@xxxxxxxxxxxxx
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----- Original Message -----
From: rudolf stricker <rst@xxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Saturday, April 10, 1999 2:53 AM
Subject: Re: CMO & Cocoa
> On Fri, 9 Apr 1999 09:28:03 -0700, you wrote:
>
> >There is no substitute for good old TA grunt work, but for the "TA
> >impaired", here's the latest "auto-pilot" trade using Chande's Momentum
> >Oscillator on Cocoa.
>
> When I did similar things as a basis of my "Know-how Recycling" work
> on DAX options, I found the result very sensitive to the number of
> days used in the CMO indicator. Seemingly, there has to be a
> "resonance" between the "frequency" of the CMO and the "main
> frequency" of the price to make things working well.
>
> To cover a range of years (with bullish & bearish periods and very
> different price "frequencies"), I was not successful using _one_ "CMO
> frequency". Even using several (up to 5) "CMO frequencies" in parallel
> was not satisfying (and could not be handled easily in MetaStock
> because of its stupid restrictions).
>
> The way out I found, is a "variable frequency CMO" I constructed by
> interpolation. It seems to work reasonably, but I use this type of
> indicator only as a back-up at this time, because I found a more
> powerful and more flexible one, combining simple ROC and
> LinearRegressionSlope.
>
> mfg rudolf stricker
> | Disclaimer: The views of this user are strictly his own.
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