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Dennis:
>Ah, Alex, you took the bait. Score another one for Mark the prankster.
I know Mark has pulled pranks before (like his overly complex PGO,
which I was able to express in one line of code). In this case
I was already aware of other work he'd done in using RC circuit
analogs for indicators (which are basically moving averages).
The concept is valid as a teaching aid for people to think in
electronics terms, and I think it's an intriguing way to look at
trading systems. The fact that RC circuits translate into simple
familiar indicators and techniques is beside the point.
>Don't you recongnize a moving average crossover system when you
>see one? :-)
His bandpass-filter-envelope system isn't exactly a moving average
crossover system, since Mark applied a final filter to the result,
which one normally wouldn't do. True, the bandpass filter component
of it is analogous to two moving averages (applying a high pass
filter to the output of a low pass filter, as Mark did, is similar
to taking the difference between two low-pass filters [moving
averages]). Knowing this, I suggested that a filter having a better
response might yield interesting results.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
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