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Mark,
>Alex M. gave an example that is tantalizingly close to showing
>that low-lag MA's did improve a trading system. But that system
>is proprietary and it ALMOST used a low-lag MA (shared some of the
>same design concepts) and you&I can't independently try it out on
>our own copies of Tradestation. Alas.
I thought I described my modified parabolic indicator adequately
enough that others could write something similar. I have a
nondisclosure agreement with the trader I wrote it for, otherwise
I'd simply post the code.
My point was, if the design concepts of a low lag MA can be used to
enhance the profits of a trading strategy, then perhaps the low lag
MA itself could be used. I have found only one use for low lag MA
prices myself, and that's for drawing probability bands around a
market using the MA as the mean price that takes into account past
motion.
-Alex
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