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Re: [EquisMetaStock Group] Adjusting parameters with volatility



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thanks
 
ok, let's use 
 
<FONT 
color=#000000 size=3>X:=Vol(MA Periods, ROC 
Periods)*Y
I use very often......it;s really 
good for filtering blips......
 
the stoch is the oscilator i would 
use....
 
<FONT face="Courier New" 
color=#000000 size=3>Z:=stoch(X,4)
 
After that i acn use Z in my ifs 
conditions
 
Thanks
 
Juan
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=no_reply@xxxxxxxxxxxxxxx 
  href="">pumrysh 
  To: <A 
  title=equismetastock@xxxxxxxxxxxxxxx 
  href="">equismetastock@xxxxxxxxxxxxxxx 
  
  Sent: Thursday, January 30, 2003 1:50 
  AM
  Subject: Re: [EquisMetaStock Group] 
  Adjusting parameters with volatility
  Juan,Somehow I didn't think this was going to be 
  easy! :-)Okay, first lets decide on the indicator/s and what will be 
  adaptive.There are literally dozens of volatility indicators. A good 
  one though is Chaikin's Volatility indicator. The formula call 
  is:Vol(MA Periods, ROC Periods)This would mean that the 
  parameters that can change(in this case become adaptive) are the MA 
  Periods and the ROC periods or they can be set and used to trigger another 
  indicator. You've mentioned a stoch. Do you want to use a stoch 
  indicator? Do you wish to use the Stoch Momentum Index or the Stoch 
  Oscillator? You could choose to make the smoothing periods of the Stoch 
  adaptive if you want based on the levels of the volatility.If 
  we're going with the if statements we'll need to know the conditions that 
  will be used.P--- In 
  equismetastock@xxxxxxxxxxxxxxx, "emarco" <emarco@xxxx> wrote:> 
  Preston,> 
  >             
  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> > > 
  >   ----- Original Message ----- >   From: 
  pumrysh >   To: 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.> >   PrestonTo 
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