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Strategies & Market Trends : Predictions + Projections

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To: Steve Lee who wrote (8)1/22/2002 8:10:01 PM
From: MechanicalMethod  Read Replies (1) of 26
 
I've studied Larry's system but his rules for how the stdDev component works are proprietary. At least I believe that's the part I'm missing if I wanted to duplicate it. I've probably done more least squares linear regression studies than Larry has. I continue to keep a few of those open but this MAE MFE project isn't related to them, although I can see where that pricebar moving out of the channel sounds like it is.

I'd be pleased if Larry implemented the system I've described here. It's always interesting to see the variations on a theme that others come up with. The most intriguing aspect of this project is in how to utilize the variance between the projection and the actual pricebar. That's where I need to refer to my notes because I had some cool theories at the time I was coding it. If one were thinking of taking profits and wanted a reading on where we were in relation to historical norms, having a min H and a max H... it's really quite intriguing... the way it can be utilized to buy dips within the historical norm that haven't exceeded the bounds of what would be considered a probable dir change.

MM
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