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Joe Ross describes a similar method, if not the same, in his book "Electronic
Trading TNT I", copyright 1998.
In a message dated 5/27/99 6:48:01 PM Pacific Daylight Time,
gcwallace@xxxxxxxx writes:
> Chuck LeBeau has a new system that uses a novel approach to identify a trend
> using moving averages of lows (to identify the higher lows of an uptrend)
> and highs (to identify the lower highs of a downtrend).
>
> Interesting. Has anyone done any research to compare this to, say, a
moving
> average of the ATR or close?
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