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

To: peter n matzke who wrote (9498)	2/19/1999 5:22:00 PM
From: Richard Estes	Respond to of 12039

we agree to disagree. I will never see what you are seeing and you can't see what I have seen. If you thought I made your point, I failed to communicate. Have a good weekend.

To: peter n matzke who wrote (9498)	2/20/1999 8:57:00 AM
From: Dick Brown	Read Replies (1) \| Respond to of 12039

I'm not siding with anyone but know there is always more to learn. I never knew anything in trading to be 100% all the time.. Isn't this an "it depends" situation or maybe you can give specific examples of your observations. Dick.

To: peter n matzke who wrote (9498)	2/22/1999 1:28:00 AM
From: Sean W. Smith	Read Replies (1) \| Respond to of 12039

>The example refects if you used smaller periods of nearly 50%, you would get quicker response. Which might mean the short term indicator acts quicker, not because it is basic, but because it is short term. The compilation is not the cause, it is periods used. I have found that with systems using the exact same time periods, the system with fewer components does respond faster. the time element can be removed and the point is verified. I disagree. Lets look at MA's for example. SMA is the slowest reacting MA. EMA is faster. VarMA and TimeSeries are faster still. Each of these is a progressively more complex equation than the SMA but uses the same # of periods of data. Look for yourself on charts. Its pretty obvious. I think examples can be shown either way but can see no mathematical reason for your assumption. Sean