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Strategies & Market Trends : Technical Analysis- Indicators & Systems -- Ignore unavailable to you. Want to Upgrade?

To: Michael Watkins who wrote (3301)3/17/2001 12:27:58 PM
From: peter n matzke  Read Replies (1) | Respond to of 3325
 
Michael, Thanks for the detailed reply.

I have done a fair amount of testing recently with systems based upon std dev breakouts.
optomised results show that using 0.5 with the trend and 2.5 against the trend showed the best results
independent of time frame used.
Yes, its true, independent of time frame. There actually is substance to the methodology.

happy trading
peter



To: Michael Watkins who wrote (3301)3/17/2001 2:22:25 PM
From: MechanicalMethod  Read Replies (1) | Respond to of 3325
 
Hi Michael,

When you get a chance -- what do you consider long term? Daily, 60min or 30min? I'm guessing 15 is intermediate and 5 is short.

I like Peter's std. dev. idea but sense that you've not used it yourself. My previous code's never used it either but I'm going to be adding it. Thank's Peter. I'm digging through some code here and will post as it progresses. Happy St. Pat's Day everyone! MM


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