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I tried every kind of averaging/momentum of earnings that anyone
could think of.
The problem is in the LAG.
When you know the system is going bad it is almost ready to become
good again.
The best thing I found was a number of contracts weighting scheme
where the number of contracts traded was a function of the ROC of
equity vs. ROC of average of equity.
Clyde
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Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: clydelee@xxxxxxxxxxxx
7910 Westglen, Suite 105 Office: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
Details at: www.theswingmachine.com
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----- Original Message -----
From: <omega-digest-request@xxxxxxxxxx>
To: <omega-digest@xxxxxxxxxx>
Sent: Thursday, February 27, 2003 5:56 PM
Subject: omega-digest Digest V103 #55
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