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Strategies & Market Trends : Waiting for the big Kahuna -- Ignore unavailable to you. Want to Upgrade?


To: William H Huebl who wrote (73499)7/20/2006 3:08:26 PM
From: Moominoid  Read Replies (3) | Respond to of 94695
 
My model switched to a buy when the move yesterday reached 1.25% in NDX which is the stop loss I found works best in recent times. Now it should stay long for a few days (probably through Wednesday).

Probably the frequency of waves in the market has changed. I have experimented with different periods for stochastic oscillators and on NDX daily data full(5,5) matches the moves in the market best. One tends to stay long or short for an average of 6 days using that (and my forecasting method for determining the turning points). But really the ideal would be a stochastic whose period evolved over time. In very trending markets you want a long wavelength and vice versa.

At the moment I am learning to use the system religiously :)



To: William H Huebl who wrote (73499)8/2/2006 3:21:29 PM
From: Real Man  Read Replies (1) | Respond to of 94695