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i agree with what you say 'cause i think i said it before regarding
sensitivity. now you expounded on the other end of the problem:
stabilization.
question1: if one use blau's momentum (or any velocity or acceleration
function), what are the minimum number of bars for stabilization to
occur?
question2: how can one write the code so as not to produce these
errors when dealing with momentum? i seem to recall mark jurik and bob
fulks talking about this stuff many months ago.
i plot close to 13,000 tick bars per chart, so i really don't worry
about that problem since it's 13,000 bars in the past. now i'm
wondering should i worry?
TJ
just trying to learn, man, just trying to learn
---Orphelin@xxxxxxx wrote:
You make an abuse of Xaverage imbicated code without measuring the
effects of the initialisation period.
This does not mean that your code is wrong, this means that it will
take dozen and dozen of bars to stabilize.
There are other ways to write imbricated xaverage without producing
this kind of error.
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