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On the face of
it, it sounds like a good idea. Really don't know how it would "work"
unless implemented.
Dusant
----- Original Message -----
From: "Jose" <<A
href=""><FONT face=Verdana
size=2>josesilva22@xxxxxxxxx<FONT face=Verdana
size=2>>
To: <<A
href=""><FONT face=Verdana
size=2>equismetastock@xxxxxxxxxxxxxxx<FONT face=Verdana
size=2>>
Sent: Saturday, February 21, 2004 02:41
AM
Subject: [EquisMetaStock Group] Re: Lookback
Length
<FONT face=Verdana
size=2>> Werner, you may want to take a peak at the dynamic indicators
in> <A
href=""><FONT
face=Verdana
size=2>http://users.bigpond.com/prominex/pegasus.htm#metastock<FONT
face=Verdana size=2>> > In particular, "Dynamic Mom Index", "EMA-RSI",
"EMA-Volume" and > "EMA-Volatility". If there is enough demand,
I'll code a > variable-period EMA based on ATR volatility.>
> jose '-)> > > --- In <A
href=""><FONT face=Verdana
size=2>equismetastock@xxxxxxxxxxxxxxx,
<FONT face=Verdana
size=2>WKRAG@x... wrote:> > Good
day, > > > > it has always bothered me to use a "fixed
length" for Moving > > Averages or just about any other
indicator.> > I find lots of discussions on why a 10-day, 20-day or
whatever day, > > Indicator is the best (or not best). In my opinion
there is NO > "best" > > lookback period. > > What I
am looking for is some kind of DYNAMIC ADAPTATION. > > Sometimes the
short ones work well (in choppy markets), sometimes > the > >
long ones work well (in trending markets). > > BUT... > >
Can we go beyond this profane conclusion? > > > > Is there
any way (or at least idea) on how to choose a better method > > to
select the lookback period? > > I was thinking of this: If the Average
True Range (ATR) is high, > > select a shorter period, this way you
quickly adapt to large moves > > without overshoot. > >
> > If the ATR is low, select a longer period to avoiid getting
> > whipsawed. > > > > BUT, I still need to make
that arbitrary decision on the lookback > > length. Any better (or
more rational) way for DYNAMIC ADAPTATION? > > > >
WErner
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