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Re: [RT] Adaptive Stochastic



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For cycle length, Bressert's Cycle Finder or Cycle 
Analyst are better than FF.
See J.Ehlers in TASC on enthropy 
based indicators as is his MESA, Hilbert 

and also Bressert's.
I find Stochastic of RSI tuned to 1/2 or 1 
cycle length better than the Adaptive
Stochastic. It has the same advantage over 
conventional Stochastic as AS, but
it moves more between Oversold & Overbought 
giving me signals which I'd miss
with AS.
 
Jan Philipp
<BLOCKQUOTE 
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  ----- Original Message ----- 
  <DIV 
  style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
  BobR 
  
  To: <A title=realtraders@xxxxxxxxxxxxxxx 
  href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx 
  
  Sent: Sunday, October 28, 2001 11:00 
  AM
  Subject: Re: [RT] Adaptive 
  Stochastic
  
  Clyde is a FF fan and uses it in his geology 
  analysis for oil drillers.  I have never been a fan of it for price 
  analysis because my experience with it on Telescan years ago was not 
  encouraging.  Attached is another example in the third plot down of a 
  dual stochastic where one period is based on 0.5 of the Hilbert (Magenta) and 
  the other is based on 1.0 Hilbert period(Yellow).  The idea was that if 
  there is going to be a trend change it might show up in the 0.5*Hilbert before 
  the 1.0*Hilbert.  Note the recent crossing of the Magenta below the 
  Yellow, possibly suggesting a topping phase?  Stochastics will get you if 
  misinterpreted.  Remember that overbought and oversold are misnomer mind 
  constructs that price doesn't really care about.  In the case of 
  stochastics they can also mean trend mode.  That is the virtue of the 
  adaptive stochastic in that trend mode really means an increasing cycle length 
  and the plot then hangs onto the "overbought" or "oversold" levels.  The 
  classic stochastic is prone to giving false buys and sells.
   
  bobr
   
  <BLOCKQUOTE 
  style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
    ----- Original Message ----- 
    <DIV 
    style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
    c_r@xxxxxxxxx 
    To: <A 
    title=realtraders@xxxxxxxxxxxxxxx 
    href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx 
    
    Sent: Sunday, October 28, 2001 9:33 
    AM
    Subject: Re: [RT] Adaptive 
    Stochastic
    Bob,        Thanks 
    for the screen shot.  I've examined the AS on a number of the charts 
    you have posted and have been impressed with its ability to catch changes in 
    trend. I used to run Fast Fourier analysis to extract cyclic info (EOD) and 
    use that data to set lengths for the stochastic, MACD, etc.  This 
    usually required running the FFT once a month to identify significant 
    changes in cycle length and re-setting the indicators.  And there's a 
    lot of noise in the indecies and their trading 
    vehicles.        I've 
    been working as a geologist for the last several months and have been saving 
    bits of code and discussions from RT and get traders and the like.  
    Naturally the one time I want to go back and work with a new indicator, the 
    grinch in the hard drive ate it.Thanks again,Charles 
    MarchandAt 08:07 AM 10/28/01 -0800, you wrote:
    Here's 
      a shot of the Adaptive Stochastic on the daily INDU.  It seems to do 
      a decent job of catching turningpoints as cycle length changes and to also 
      stay saturated as an up or downtrend develops.  The adaptiveness 
      refers to cycle length change which then adjusts the High to Low reference 
      used in calculating the stochastic.  It is a cool indicator.  
      Clyde Lee did a great job as usual in putting it all 
      together. bobr 
      
        ----- Original Message ----- 
        From: c_r@xxxxxxxxx 
        To: <A 
        href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx 

        Sent: Sunday, October 28, 2001 7:59 AM 
        Subject: Re: [RT] Adaptive Stochastic 
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