Re: [RT] MKT - NQ & ES

["BobR" <bobrabcd@xxxxxxxxxxxxx>]

Lengths 1 and 2 are just smoothing lengths of the plots.  
The traditional length that the classic stochastics used has been replaced by 
the variable length adaptive HilbertPeriod so the indicator cycle length changes 
as the price cycle lengthens and contracts and you have little control over 
it.  You can vary the K input to select a full cycle or fractional cycle 
such as 0.5 for half cycle.  If you overlay those on the same subgraph you 
may find it of some value.  The vFactor is a vistigial input from the TS2 
code, forgot to remove it.  
 
bobr
 
<BLOCKQUOTE 
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
  ----- Original Message ----- 
  <DIV 
  style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
  <A href="mailto:davidjennings@xxxxxxxxxxxxx"; 
  title=davidjennings@xxxxxxxxxxxxx>David Jennings 
  To: <A 
  href="mailto:realtraders@xxxxxxxxxxxxxxx"; 
  title=realtraders@xxxxxxxxxxxxxxx>realtraders@xxxxxxxxxxxxxxx 
  Sent: Friday, June 29, 2001 6:16 AM
  Subject: Re: [RT] MKT - NQ & ES
  
  Bob,
   
  Just had a look at yr. adaptive stochastic. Life 
  amusing if you don'r weaken. Just entered a trade on a slow stochastic amongst 
  other things. Trade is going sideways. Wouldn't have done it if I'd had yr. 
  stochastic. Any pointers on lengths 1 & 2?
   
  MTI
   
  DJ



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