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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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