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I sometimes use Glen's idea of using a short term moving average instead of
the close. It results in a smoother indicator. This of course leads to
the next question of how short a mov should be used. So far I use trial and
error, sometimes as short as 3 days, sometimes as long as 10 days.
Lionel
----- Original Message -----
From: "Walter Lake" <wlake@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Monday, November 22, 1999 7:35 PM
Subject: Re: linear regression slope line
> Thanks Glen
>
> Some interesting ideas to try.
>
> Am trying to find the encyclopedic post by one of the regulars about a
year
> and a half ago on 50 ways to love your BB's <G>. If I find it, I'll post
it.
> It's probably time BB's made the rounds again.
>
> Someone asked me, who was having a great time with Pro 7.0 ... I referred
> them to you. Hope that I was right.
>
> Thanks again for your help
>
> Walter
>
>
> ----- Original Message -----
> From: Glen Wallace <gcwallace@xxxxxxxx>
> To: MetaStock listserver <metastock@xxxxxxxxxxxxx>
> Sent: Monday, November 22, 1999 2:11 PM
> Subject: Re: linear regression slope line
>
>
> | Walter:
> |
> | I assume BB = Bollinger Bands. I tried something similar once with a
> | recursive moving trendline, but the trendline was too responsive for
the
> | envelope or Bollinger Bands to apply. Standard Bollinger Bands need a
> very
> | broad (slow?) smoothing.
> |
> | Perhaps a tighter-than-normal envelope around a more responsive moving
> | average would be an interesting (although curve-fitted) breakout entry
> | system to test. Because it's volatility-based, a volatility-based exit
> | system might be in order.
> |
> | Regards
> |
> |
> | ----- Original Message -----
> | From: Walter Lake <wlake@xxxxxxxxx>
> | To: Metastock bulletin board <metastock@xxxxxxxxxxxxx>
> | Sent: November 22, 1999 09:56
> | Subject: Fw: linear regression slope line
> |
> | > Anybody ever used this concept of Linear Regression and BB's?
> | >
> | > Best regards
> | >
> | > Walter
> | >
> | > ----- Original Message -----
> | > From: d jameson <magnatizer@xxxxxxxxxxx>
> | > To: <EnsignList@xxxxxxxxxxx>
> | > Sent: Monday, November 22, 1999 12:29 PM
> | > Subject: linear regression slope line
> | >
> | >
> | > | EnsignList - http://www.ensignsoftware.com
> | > |
> | > | Was wondering if anyone had worked up the ensign custom formula for
> | linear
> | > | regression slope (this is metastocks label, I also call it moving
> linear
> | > | regression). I do not have the formula nor can i find it anywhere.
> | > |
> | > | My use for it is to plot it (8 period) with BBs (20 period). When
it
> | > breaks
> | > | through bbs either direction I tighted stops (i.e. over top bb and
i
> am
> | > long
> | > | I tighten to low of prior bar of whatever time frame i am
trading...
> | vise
> | > | versa for short and break below bottom bb)
> | > |
> | > | Have not had a chance to backtest it yet as I was on a two week CQG
> | trial
> | > | but it did appear promising from visual scan.
> | > |
> | > | ht
> | > | Magnatizer
> |
>
>
|