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Thanks for all the trendy info. Pretty
interesting thing... One thing I have watched is using a 24 period linear
regression line.
Above it long below short. Haven't settled on
a time frame. I appreciate the leads...
Don Thompson
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
Clyde Lee
To: <A
href="mailto:realtraders@xxxxxxxxxxxxxxx";
title=realtraders@xxxxxxxxxxxxxxx>realtraders@xxxxxxxxxxxxxxx
Sent: Monday, July 02, 2001 10:04
AM
Subject: Re: [RT] Trend
For trends I find that a modification of
the Omega Linear Regression Line
indicator to be useful.
My modification is attached and the
inputs are:
inputs: Length(
30), { Number bars to compute LinearRegression
fit } EndDate( 0), {
YYYMMDD - End date to anchor LR fit
}
{ If set to zero, will use last bar on chart
}
{ In realtime this will move as data arrives
} EndTime( 0), { hhmm - End time to
anchor LR fit 0=ignore time} Color(tool_blue), { Color for LR
line plots } ExtRight( True), {
Set true to extend lines to right of end date/t} ChanWide(
1), { Multiplier for StdDev compute of length }
SIZE(1); {
Size of lines to plot -- 0=smallest
}
Typically (for daily bars) I use a length
of 30 and let the indicator
FLOAT (follow the last bar--no end date
set) until I think we have a
good trend because of the way the
trendlines behave. I normally set
the channel width to one (1) 'cause I
want to see some prices kick out
over the line as an early
warning.
Once a trend seems to be in place then I
freeze the channel by adding
another indicator with a FIXED DATE (end
date set to when I thought
trend was in place). Fixed are red
lines on Junk1.gif.
ALWAYS USE SAME LENGTH FOR FLOATING AND
FIXED CHANNEL. See Junk1.gif
- - - - - - - - - - - - - - - - - - - - - - - - - - - -Clyde
Lee
Chairman/CEO (Home of
SwingMachine)SYTECH
Corporation email: <A
href="mailto:clydelee@xxxxxxxxxxxx";>clydelee@xxxxxxxxxxxx 7910
Westglen, Suite 105
Office: (713) 783-9540Houston, TX
77063
Fax: (713) 783-1092Details
at:
www.theswingmachine.com- - -
- - - - - - - - - - - - - - - - - - - - - - - - -
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
Dom
Perrino
To: <A
href="mailto:realtraders@xxxxxxxxxxxxxxx";
title=realtraders@xxxxxxxxxxxxxxx>realtraders@xxxxxxxxxxxxxxx
Sent: Monday, July 02, 2001 00:15
Subject: Re: [RT] Trend
Don, A method I found simple
and useful for trend is to take an exponentialmoving average of the high
and an exponential moving average of the low ofthe entity you are
following.I use a green line for high m.a. and red linefor low m.a.
Start off with a 30 minute time bar with 30 bars total timeframe. This
would be equivalent to fifteen hours. Make adjustments to thebars
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
shortWhen making changes I found it more accurate to change the 30 min.
time barto say 15 min.(assuming one wants to make a change) rather than
change thetotal bars to 15. In short its better to reduce the time frame
of the barsrather then the total bars.This method is so flexible that it
can beutilized for short term trading as well as longer term trading.
Try it.DomTradetech Systems----- Original Message
-----From: "DonThompson" <detomps@xxxxxxxxxxx>To:
<realtraders@xxxxxxxxxxxxxxx>Sent: Monday, July 02, 2001 12:15
AMSubject: [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,
tocode> 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 BobRhas> 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 thatthey> care to share, or even share
a mind set that seeks a trend for self> preservation.>>
Or pivot method and trend confirming.>> Don
Thompson>>>>> To unsubscribe from this
group, send an email to:>
realtraders-unsubscribe@xxxxxxxxxxxxxxx>>>> Your
use of Yahoo! Groups is subject to <A
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