Yes. I have this book (http://media.wiley.com/product_data/excerpt/ 38/04700862/0470086238.pdf )
Idealized one should not be hard to implement (without commisions)... with commisions, it might be harder because instead of identifying "reverse points" you should identify "reverse segments... intervals"... and you can not do that analyticaly... if has to be implemented as a look-ahead "trader" who knows how big peak/vallay should be in order to justify entering that trade. On Aug 22, 12:42 am, Hugo Motte <[email protected]> wrote: > here a little excerpt of the book mentioned by Eugene as Google > Books:http://books.google.com/books?id=dyepzDq7qqgC&pg=RA1-PA18&lpg=RA1-PA1... --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
