SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Pastimes : KKD - Krispy Kreme -- Ignore unavailable to you. Want to Upgrade?


To: Jon Khymn who wrote (123)11/15/2001 11:47:59 PM
From: Moominoid  Respond to of 214
 
There are different strengths of signals and there can be quite a bit of subjectivity to it. I use daily, weekly, and in some cases monthly data and compare the results. I am also using a lot of conventional TA.

I would say the system is very good at finding local highs or lows. Not useful to say how big the move will be and how long it will last is unpredictable too. So that is one reason I am moving towards selling options.

In down trends it will tend to give a series of local bottoms but won't give many sell signals. And in an uptrend it tends to give a lot of local highs but not so many buy signals. I've only recently learnt how to pick the really big tops and bottoms. It would be hard to mechanise the system.

The variables are the natural logarithm of the closing stock or index price and its first difference.