Hi - I am not trend following in the popular sense but I am trying to smooth another array that contributes to my signals in order to make it less volatile. Right now I am just experimenting with some different averages to determine which might work best, including some of the popular AMA's like VIDYA, KAMA, MAMA etc, and it dawned on me that I might be able to easily create a bunch of different AMA's to test by just starting with different momo/volatility oscillators and then converting these arrays to periods that are fed into AB's assortment of built-in MA's. Except I am not sure how to best convert the values of the different oscillators to numbers that would work well as "periods". Ideally I would like to be able to optimize also so I am thinking that maybe my conversion formula should include some sort of smoothing constant whose value I can optimize on. Right now I just thought of it and it is all swimming around in my head so I was hoping someone might be able to point me in the right direction. Do you think you might be able to say a few words about some of the different techniques? I could probably fill in most of the details by googling if I had a better idea of the possible alternatives or starting points...Thank very much!
Steve ----- Original Message ----- From: "sidhartha70" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Monday, June 09, 2008 3:31 PM Subject: [amibroker] Re: Creating "period" arrays for built-in averages > Steve, > > There are so many techniques you could use to create a variable array > for use in MA calculations... I think it all depends on 'how' you want > to use the MA. Clearly the technique needs to make some intuitive > sense. Are you trend following and want to avoid whipshaws in volatile > markets....? > > > > --- In [email protected], "Steve Dugas" <[EMAIL PROTECTED]> wrote: >> >> Hi - I see that most of AB's built-in moving averages will take an > array for the Periods arg. I imagine a typical use of this might be to > calculate some array based on momentum, volatility, whatever, then > convert that to an array representing suitable periods that these > functions can use? There are many indicators/oscillators etc that try > to measure momo/volatility - my question is, what would be some good > measures to use, and then some good methods of converting these > different arrays to an array of periods suitable for use in MA(), > DEMA(), etc? Are there other/better ways to arrive at an array of > "periods"? Of course if anyone is doing this and has an example they > could post, I would be very grateful. Thanks for any help! >> >> Steve >> > > > > ------------------------------------ > > 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 > > > >
