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Strategies & Market Trends : Technical Analysis for Macintosh Users
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To: xu, b. who wrote (850)10/16/2001 9:22:02 PM
From: MechanicalMethod  Read Replies (1) of 1541
 
How are you using MAE+MFE?

I'm thinking replace entryPrice with myFavorite signalLine. Then calculate AE + FE from mySignalLine every bar. Toss out 20% of the extreme bars so the remaining 80% equal the norm rather than outliers. Both minimum + maximum normal variance from the signal line. Project the signalLine 1 bar ahead with 80% AE+FE channels surrounding it.

if signalLine=up then begin
..maxAE=.8*(signalLine-L);
..maxFE=.8*(H-signalLine);
..minAE=.2*(signalLine-L);
..minFE=.2*(H-signalLine);
end;

if signalLine=down then begin
..maxAE=.8*(H-signalLine);
..maxFE=.8*(signalLine-L);
..minAE=.2*(H-signalLine);
..minFE=.2*(signalLine-L);
end;

It's priced based rather than the bar based I want. I need to lookback(5) and drop the extreme so there's 4 bars left rather than what I did. Ratio's good but I'd prefer adjustable lookback... it's started... I've other stuff to do. I'd like to average it before projecting it, average(maxFE,3);

Best regards, MM
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