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:Thanks for the code, but this is a chance for me to make you learn
something:
:Your code below is a perfect example of the erors that can produce strange
:result that you shameless attribute to Omega.
Not my code. William Blau's.
Check out his book, "Momentum, Direction and Divergence", from John Wiley &
Sons.
The IDEA was not to abuse the Xaverage (poor thing!) but to show that you
can use the Keltner channels to add to your position once a trade moves in
your favor. The trigger can be a Stochastic, MACD or any other event but the
point I was trying to emphasize was that when the trade moves in your favor
(determined by the prices moving outside the Keltner channels), you can add
a second position to substantially increase your profits.
Now that you've shown that Blau's TSI is "flawed" in ELA, why don't you show
us how you can clean it up. Or are you saying that Omega Research's ELA
can't handle simple shit like this?
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