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Dear Listtrader,
after looking and searching and testing and again looking and testing
many nights I am arrived now to construct a selfadaptive system which is
as adaptive as possible towards the marketconditions regarding the
lenghts, the smoothfactor and the capacitiy to be trend-adjusted.
The best adaptive stuff I have found (beside the stuff of Mark Jurik,
Eric Been, Ruggiero and Bressert) is in the book of Perry Kaufman,
"Trading systems and methods", third edition from 1998.
I am just working on the stuff pages 436 to 448, chapter adaptive
techniques.
I think for daytrading I need an oszillator-system basicly (for trading
on the basis of 15 -20 Tick), which has allways the right smoothness,
page 440, and which can change the lenghts from his self, page 445.
And then you can make him really trendfollowing, page 445, better is not
far
possible......!!!!
Who has experience with the codes Kaufmann presents and who is
interested to work also on this stuff?
Happy Trading !
With the best greetings
Lutz
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