Befriend the Trend Trading Message Board

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Strategies & Market Trends : Befriend the Trend Trading

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Nov 12 4:00 PM EST

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To: Dr. Stoxx who wrote ()	5/23/2000 11:06:00 PM
From: smchan	Read Replies (3) of 39683

Adaptive Moving Averages... I mentioned this over the weekend when I found this link: linnsoft.com. Well, now I have the software, and I've been backtesting some 13m plays using 5/15p simple moving averages for entry and exit. I ran another backtest on the same stocks in the same time frame using adaptive moving averages and came up with nearly triple the profit. My gut reaction is that AMA's do better in choppy and/or sideways markets. The link says: "Adaptive Moving Average is described in detail on p. 34 of the 1998 Bonus Issue of Stocks and Commodities Magazine". If someone has this article and could provide it to me, I would be very, very grateful. This weekend, I'll look at using AMA's for hourly plays and post my results here. I will backtest the current basket against AMA's and the current system as a reference point. Thanks, Sam

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