There is a good discussion about a number of adaptive techniques in Kaufman's "Trading Systems," including Chande's approach of coupling an indicator's period with market volatility, which is also discussed in his book "The New Technical Trader."
Bill ----- Original Message ----- From: "gmorlosky" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, May 02, 2008 8:12 AM Subject: [amibroker] Adaptive everything - with build in stops - too wild >I going over my static indicators of EMA, MACD, STO, SAR and ADX and > wondering if they all should be adaptive ? If so, then how do I stop > them from just following the crowd and becoming wildly volatile ? Is > there some dynamic way to allow the adaptives to flucuate, but not too > much, so I don't get caught on the downside. I guess I'm thinking of > the adaptive snapping back to normal, therefor acting as an > inclusive "trailing stop". > > Any thoughts ? > > > ------------------------------------ > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > > > > > -- > No virus found in this incoming message. > Checked by AVG. > Version: 7.5.524 / Virus Database: 269.23.6/1404 - Release Date: 4/29/2008 > 6:27 PM > >
