SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Technical Analysis- Indicators & Systems

 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Richard Estes who wrote (1107)5/17/1997 6:15:00 PM
From: ted cerezo   of 3325
 
Hi Richard, I found your post about variable moving average (adaptive systems) interesting. Actually there are two thoughts of school or approach to volatility levels and adaptive systems. One approach is to actually shorten the time length during rising volatility. The other approach is the opposite. The original concept outlined by Perry Kaufman and Tushar Chande used indicator length and a lot of people became obsessed with trying to "adapt" their indicators to rising and declining volatility. I took the route of looking at time-frames, from intraday time-frames such as hourly and 5 minute time-frames to daily and longer-term and intermediate term time-frames based on volatilities......Ted
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext