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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?


To: GROUND ZERO™ who wrote (24854)6/7/1999 6:41:00 PM
From: peter n matzke  Read Replies (1) | Respond to of 44573
 
GZ, I ran a few tests with different settings for the low base period.
The longer the base low, reduced the number of hits by a significant number. If you use 16 or larger periods for the lowest low value, often there will not be a signal for a year in a stock, index or commodity.
The shorter the base, the more frequent the signals. Many signals looked good no matter which base period was selected.
regards
peter