|
PureBytes Links
Trading Reference Links
|
Dear Superfrag~: I would like to see the commentary parms you
mentioned. I tend to use analog signals rather than digital, but
you never know. I find that the thing that has helped me more than
anythig else is Position Sizing. It's been a God Send. The fuzzy
signal you mentioned (as below) seems to give very similar signals to
Poulas's Random Walk Index. thanks for all the help interest. RACFDBA
Previous memo from you: For the CSSI formula, the ribbon uses a
slightly different approach. In addition to the moving averages, it
makes small adjustments based on the std deviation. Since the std dev is
a probability function, the formula can be considered loosely based on
fuzzy logic since it self adjusts a small amount due to stochastics.
As best I remember, I don't think the ribbon formula tests out any more
accurately than the moving average crossover. Lots of whipsawing I
believe. Here's an example of fuzzy logic in a formula that picks
almost every trend out, but it needs validation. For example, it needs
to be valid only when the overall market is rising, or when a certain
set of stocks from a sector are above their moving average, or some
other trend validation tool that works for you. Have fun with fuzzy
logic. FuzzyLogic:=(C-Mov(C,50,E))/ Stdev(C,50);
FuzzyLogicBuy:=FuzzyLogic>0 FuzzyLogicShort:=FuzzyLogic0 If you want,
I can write you some gee whiz commentary on how to interpret the red,
green and yellow boxes according to the inferences provided by the fuzzy
logic formulas. Like all inferences there is a probability associated
with the inference being valid for the specific circumstances under
which it was made. Once the probability of success is determined, the
appropriate bet size can be calculated based on a variety of money
management formulas that optimize risk or return. Once the money
management formulas are defined, and if they are followed precisely,
then the chances of losing all betting money are minimized and the
chances of making money are maximized. Of course that assumes the
probabilities were calculated using the correct data sample that
accurately describes the behavior of selected stocks in the future. Or
maybe it corresponds to Super's Principle that anytime any thing has
been maximized or minimized, there is a very significant probability it
is broken.
------------------------------------
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/equismetastock/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:equismetastock-digest@xxxxxxxxxxxxxxx
mailto:equismetastock-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|