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Don,
A method I found simple and useful for trend is to take an exponential
moving average of the high and an exponential moving average of the low of
the entity you are following.I use a green line for high m.a. and red line
for low m.a. Start off with a 30 minute time bar with 30 bars total time
frame. This would be equivalent to fifteen hours. Make adjustments to the
bars according to your own trading style. Once a bar closes above the m.a.
of the high go long and when a bar closes below the m.a. of the low go short
When making changes I found it more accurate to change the 30 min. time bar
to say 15 min.(assuming one wants to make a change) rather than change the
total bars to 15. In short its better to reduce the time frame of the bars
rather then the total bars.This method is so flexible that it can be
utilized for short term trading as well as longer term trading. Try it.
Dom
Tradetech Systems
----- Original Message -----
From: "DonThompson" <detomps@xxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Monday, July 02, 2001 12:15 AM
Subject: [RT] Trend
> I have been watching the Adaptive Stocastic Function code tag for a couple
> of days now.
> Kind of salivating that I don't have the programing skills in ESPL, to
code
> it up in a day or two.
> I used to have an adaptive moving average, crossover method of determining
> trend a couple of years ago, that was
> kind of based on standard deviation, or some derivitive of that, (again on
> another program)
>
> I was thinking this list has never really done a good focus on TREND, alot
> of attention is focused on top and bottom
> picking, and arguing about +- 2days tolerance, yada yada yada.
>
> The seemingly attractive feature about the Adaptive Stochastic, as BobR
has
> said, the maintaining of a +80 saturation in trend, as the lookback period
> slowly increases..
>
> What other trend definitions or methods are people using out there that
they
> care to share, or even share a mind set that seeks a trend for self
> preservation.
>
> Or pivot method and trend confirming.
>
> Don Thompson
>
>
>
>
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