Re: [EquisMetaStock Group] Adjusting parameters with volatility

["emarco" <emarco@xxxxxxxxxxxxxxx>]

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Preston,
 
<FONT face=Arial 
size=2>            Currently 
I am developing a trading system for tnotes in 60m. The problem i noticed 
with my indicators is that they should adapt to different levels of intraday and 
60m volatility (in terms of close data). So my idea is to construct an adaptive 
indicator as you mentioned below. 
For example:
each periods caculates Voli 20 MA
 
mavoli:=mov(Voli,20,S)
 
and then:
 
if(stoch(20*mavoli,4) >20, 1,0)
 
 
Is it clear?
Thanks
 
 
Juan
 
 
 
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=no_reply@xxxxxxxxxxxxxxx 
  href="">pumrysh 
  To: <A 
  title=equismetastock@xxxxxxxxxxxxxxx 
  href="">equismetastock@xxxxxxxxxxxxxxx 
  
  Sent: Wednesday, January 29, 2003 11:51 
  PM
  Subject: Re: [EquisMetaStock Group] 
  Adjusting parameters with volatility
  Juan,Yes it can be done to a certain degree. What 
  you are asking is to make an indicator "adaptive". While it is difficult 
  it can be done by using if statements for one solution. Another solution 
  is to use an adaptive moving average. This reguires a "DLL" of the moving 
  average indicator. These are not readily available. Be a little 
  more specific and maybe we can build you a custom  indicator on this 
  board.Preston--- In equismetastock@xxxxxxxxxxxxxxx, 
  "emarco" <emarco@xxxx> wrote:> Can I change the parameter of an 
  indicator as time goes by.....with MS? For exaple voli starts to rise , so 
  I would like to use the same indicators but with higher or lower 
  parameters. The same goes for the stop loss.....> Thanks> 
  > > JuanTo 
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