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DMI wrote:
>
> I am working on a new trading system that would be applied to the
> Nasdaq Composite and S&P cash price. This system would be for trading
> mutual fund shares and would be designed for long-term trends only.
>
> I have part of the system completed with potentially beneficial
> results. However, there are times when false signals occur. I know
> that creating a system that is accurate 100% of the time is a bit
> difficult but am looking for trend filters that might help reduce the
> whipsaw losses and non gains problems. Any suggestions for a trending
> filter would be greatly appreciated.
Try reading Bill Blau's book Momentum Direction and Divergence,
It goes into fairly good detail with alot of TS code to help you
decipher momentum and trend..
Don
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