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Re: Adjusting a System



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At 3:46 AM -0400 8/7/99, MRLYNNG@xxxxxxx wrote:

>The markets are always changing. As they change, systems go thru
>periods of profitability and drawdowns. Is there a way to build in an
>automatic testing and updating of the proper length for a MA, MACD or
>Oscillator? Similar to an internal optimizing that adjusts every X
>number of bars.
>
>Can this be coded or does anyone know of a TS 4.0 add-on that can do this?


One technique is to simultaneously calculate the "indicator" for 
several lengths and have some code to determine which of the several 
values has been doing better for the past several minutes, hours, 
days, months, etc.

You can then have the code use this value for your trading.

This generates some interesting backtesting issues but should 
accomplish what you want.

Bob Fulks