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sorry, but that's wrong too!
the first such study was published by Bruce Babock in Futures Mag,
January, 1985, entitled "Beware of too many price-based indicators."
he also covered the same material in a trading seminar in 1984.
TJ
always willing to set the record straight
---"Samuel K. Tennis" wrote:
From: Perry Kaufman
As for your correlation of indicators, the original article that I
know was published by Lukac, Brorsen, and Irwin, "Similarity of
Computer Guided Technical Trading Systems," CSFM-124, Working Paper
Series, Columbia Futures Center, Columbia University Business School,
1986.
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