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Strategies & Market Trends : Technical Analysis- Indicators & Systems
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To: MechanicalMethod who wrote (3303)3/17/2001 7:10:05 PM
From: Michael Watkins  Read Replies (1) of 3325
 
Once upon a time I did nothing but systems trading actually. Its been so long I would have to look at the code (if I can even find the stuff any more) but my most productive system was based on volatility increase. I made some use of Kauffman's AMA and in particular the volatility aspect of his AMA.

I also had a number of systems based on CCI.

So stddev not a concept foreign to me.

Ps, are you looking for Kauffman's AMA code?

Ps, ps, if I sound a little vague about these things its only due to the passage of time. I'd happily ship of every line of code for those systems if I have it and can find it. I may have recycled those tapes by now, its over 2 years ago and numerous machines or new operating system installations later too.
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