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DH pointed out the following:
> > As a short term trader, I might be holding positions
> > on average about 3 to 5 days, or 1 to 10 days nin/max. If my "cycle"
> > of choice is 4, than 1/4 of that is 1 day.
>
> I think your "half cycle" is 4 so the cycle is 8 and 1/4 of that is 2.
He's right, I should've used a full cycle of 8. The point I was trying
to make still holds: that short-term moving average gets awful short
when working with time periods typical of short-term trades. Does
this mean that we should always be using intraday data for systems that
hold positions for only a few days, if we're basing our system off of
some combination of MA's?
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