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Mark
If you are going to release the code please let me know.
I have a firm policy of not using anything that I do not know how it
works. However your adaptive moving average looked interesting while I
had it on to satisfy my curiosity.
For the present I have stayed with my AMA (which is very basic) which I
use to measure BASIS between the SPI 200 futures and the underlying XJO
cash index.
Zoran
-----Original Message-----
From: Robert Linders [mailto:Robert@xxxxxxxxxxxxxx]
Sent: Friday, May 31, 2002 5:57 AM
To: Mark Brown; omega-list@xxxxxxxxxx
Subject: AAMA (issue 3)
Dear Mark (List),
In trying to get started with different MA's I first tried to create
similar
results to what you have posted in the Li0001 performance report.
However I could not get there and noticed that you have the "dat"
parameter
set to "close of Data2" (settings tab on the excel sheet).
What is the exact setup for AAMA in your "testcase" (60 minutes SP,
natural
hours ?, data2=.....?, parameters ?).
Thanks
Robert
----- Original Message -----
From: "Mark Brown" <markbrown@xxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, May 29, 2002 10:00 AM
Subject: Re[2]: AMA's (reissue)
> Hello Ivo,
>
> IK> Hey Mark, can you let the list know of the responses that you have
> IK> gotten in regards to the AMA's? Or maybe you have time to post
> IK> some images that you originally were asking from people to send
> IK> you? I'm certain many would be interested.
>
> I would like to respond here because I don't want to miss anyone who
> has helped me. I have received about 50 various screen shots of
> comparison, some have sent multiples of screen shots chronicling the
> progression of how the AAMA compares with other AMA's. I really
> appreciate all the help and time people have spent.
>
> I am currently about to release (today I hope) the user function of
> the AAMA. In particular it will be of interest will be a sample
> system, and indicator. The code of the system and indicator are fully
> disclosed. The user function of the AAMA will still be source
> protected. However the next months password will be included, I have
> not decided what to do with this yet.
>
> I will be detailing and cataloging all the images on a web page when
> time permits, that may mean never around here. ;-)
>
> ps there are some significant improvements from issue 1 and 2, this
> 3rd issue.
>
> IK> Ivo
>
> --
> Best regards,
> Mark mailto:markbrown@xxxxxxxxxxxxx
>
>
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