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Hi James,
We share a common interest in adaptive averages(AA). I wrote some AA when
I had SC 2.1 that were based on the idea that markets go down faster then
they go up. That would mean that you need a longer average in an up
trending market and shorter in a down trend. I used these with 2.1 as
variables that could be used for "Length". When upgrades came out I found
that I could not use them anymore. They were fairly good in systems as I
recall, unfortunately I lost them.
I also thought that the idea of using an average based on volatility was
pretty good from the TASC article that has been discussed already. I have
some other ideas but none are based on an actual cycle finding software.
After investigating cycles and cycle software of several kinds, I decided
to forgo any of them. Everything was too inconsistent for me to use.
Best Regards,
Brent
----------
> From: JamesinLA@xxxxxxx
> To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
> Subject: Re: Mesa softwarte
> Date: Friday, February 06, 1998 8:04 PM
>
> In a message dated 98-02-06 21:07:37 EST, you write:
>
> << In one of the older versions, MESA built a work file where it kept the
> dominate cycle on a daily basis. I wrote a program to read that file
and
> plot the dominate frequencies. I then used for for indicator lengths.
>
> John Ehlers suggests tuning the indicators on a daily basis. >>
>
> Paul,
> I'm very interested in adapting indicators, etc. based on dominate
cycles.
> I've been working on a function that returns a cycle count. I'm sure my
> efforts are simplistic algorithm-wise. What I've been doing is using an
> easylanguage MRO function to find the highest high [20] and the lowest
low[20]
> and use the distance between them as the cycle. Does this sound
promising to
> you? A valid way to approach this? Thank you!
> Jim
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