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From: "Frode L. Aschim" <faschim@xxxxxxxxxxxx>
>> ...I incorporated a simple MA filter ... This works fine, but in very short
ranging markets the system gets really whipsawed,... does anyone have any good
advice about indicators that can be used in limit the number of whipsaw trades?
<<
It is the lag induced by moving averages that puts your signals out of phase
with the market's short cycles. A comparison of the pros and cons of many
modern moving average designs is available in "The Evolution of Moving
Averages". You can download it at http://www.jurikres.com/faq/reports.htm
Regards,
Mark Jurik
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Tools for financial data preprocessing
Jurik Research http://www.jurikres.com/
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