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Re: Trendiness or Congestion measurement - r-squared +Linearregression Slope-Al Taglavore Please



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Hi Al

I followed with interest how you use r2 & slope
especially in short trades. I have tended to always
use same length for both r2 & slope but I also use two
time periods of r2 to confirm the reversal in trend. I
think Chande also talks about this in his book.

You mentioned back testing-do you optimize the time
periods for each stock separately or is 23/13 your
most commonly used period? Also what kinds of stocks
do you fing this system most useful in? In other words
what pre-conditions/setups you would add as filters.
I'll be most interested in your views

Regards

sam


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