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Folks,
BobR suggested that maybe the VOLATILITY bugaboo
should be included in SwingMachine calculations. Before
I killed myself trying to add that to an already overcoded
program I decided to look at a full data set from 1900-1998
(thanks to Gitanshu Bush) and a shorter set covering only
1990-1998.
The attached .gif indicates that it is highly likely that
volatility should be included in the calculation. Both
pictures show roughly the same maximum low but
the other lows and ultimate highs in next leg change
quite a bit.
I hope this helps in evaluating your analyses.
There were 365 swings in the long term data set
and only 65 in the short set.
Clyde
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Clyde Lee Chairman/CEO (Home of SwingMacine)
SYTECH Corporation email: <clydelee@xxxxxxx>
7910 Westglen, Suite 105 Work: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
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Attachment Converted: "c:\eudora\attach\djda0098.gif"
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