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[EquisMetaStock Group] Re: Variable periods in an EMA: Trading system collinearity



PureBytes Links

Trading Reference Links

Thanks Preston.

I was looking at how a variable period would affect the plotting of, 
say, the Hull moving average, whose default period is 20 or so, but 
which might usefully be varied according to other conditions.

Your help much appreciated.

Ultimately, I feel that the default settings of many indicators are 
a rough stab at curve fitting across a range of stocks - look at 
MACD's 12-26-9 as an example - and the idea of using the quasi-
periodic nature of individual stocks to fit their own plots has some 
attraction.

I wonder if you've had a look at whether there is any way to apply 
MS's fourier analysis of individual stocks to derive (and ultimately 
automate) individual Price Oscillators which might be 12-26-9, but 
might also be, say, 13-29-9? 

As an aside, I've been reading some stuff from John Slauson about 
developing a system that is non-collinear. I wondered if you could 
point me to a consolidated resource which classifies common 
indicators according to their focus as Momentum, Strength or 
Volatility tools?

Once again, thanks for your help.

DD

---- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxxx> 
wrote:
>
> dd,
> 
> Go to the files section or the Equis Forum and get the Forum Dll, 
then 
> use
> ExtFml( "ForumDLL.VarMOV", Data Array, Variable Period, Method)
> 
> 
> Preston
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, "draggiedriver" 
> <draggiedriver@xxxx> wrote:
> >
> > Hi everyone.
> > 
> > I get the feeling this may have been covered a month ago, but at 
a 
> > level well above my ken. I'm looking for a bit of hand-holding.
> > 
> > Essentially, I want to code for mov(c, fmlvar, e), but I get a 
> message 
> > that I can't have the variable. What do I need to do here? (As 
always 
> > a question of my learning the language, rather than any inherent 
> > utility in the code. Ha!)
> > 
> > Thanks all
> >
>








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