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Strategies & Market Trends : Dunnigan's Swing Formulas
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To: robnic who wrote (16)1/26/2002 7:07:54 PM
From: MechanicalMethod  Read Replies (1) of 37
 
We put in a swing H on 1/9/02 that standard Dunnigan rules confirmed on 1/10. But in my infinite wisdom, lol, I modified D's rules to account for the strong close on 1/10 as continuation up instead of reversal down. So my first red paintbar doesn't come until 1/11. Looking at 1/10 I found an exception that will paint it red after I update the rules. I need to see what else changes to know if it makes things better or worse on out of sample data. Since the rules optimized for 1/10 it's meaningless that it will change to red unless it makes money elsewhere too.

What's different about 1/10 that allows excluding the strong close and reversing the direction to down? ; )

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