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What you said aid.
I only think that will not be possible to find a system
that serves for all periodos, all markets and to any time
in any stocks.(I think that is impossible).
I believe systems must be used in set, with the purpose of
one to correct the defect of the other. That form it to be
able better sample the trend. I have looked for to study the
use of systems in association. I have used the indicator of
linear regression, slope of linear regression, r-squared,
Money Flow Index and Volume Flow Index. I am still studying
the use of the MESA and the Price oscillator. I also
evaluate IFR(5) and IFR(14). A short while complex system.
But that the final conclusion depends on my opinion and not
on the computer. Of this form I think that the use of the
MESA would be auxiliary. What do you think about this?
Skill
> [email.htm]
> <html><body>
>
>
> <tt>
> <BR>
> On 7 Jul 2004 13:23:29 -0000, "cardiop"
> <cardiop@xxxxxxxxxx> asked<BR> <BR>
> > I did not understand what you to say.<BR>
> > Do You have some experience with use this
> indicator?<BR> > I am understanding that you do not
> like this indicator?<BR> > Am I correct?<BR>
> <BR>
> Cardiop:<BR>
> <BR>
> Any indicator that is conditioned on timeframe must be
> inherently<BR> flawed.<BR>
> <BR>
> If a 20 unit mov avg works well, on daily data, why does
> it fall apart<BR> if the units are changed to 21?<BR>
> <BR>
> Or say that you have a system that works wonderfully on
> the S&P but<BR> loses its shirt in Soybeans. What
> happens to the system when the price<BR> behavior of the
> S&P resembles that of Soybeans?<BR> <BR>
> None of these types of systems are robust. By robust, I
> mean a trading<BR> system designed to remain valid for
> years, one that is not exactly fit<BR> to any specific
> market but trades successfully in all markets, in all<BR>
> conditions over extended timeframes.<BR> <BR>
> Hope this helps<BR>
> <BR>
> Ray<BR>
> <BR>
> </tt>
>
>
> <br>
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