> I'm going to try LaViola's approach to see if it improves my backtesting > results. Will report here. >
My test results indicate that LaViola's derivatives do not improve JBT's derivates, with respect to the optimization results. This is not surprising, as I realized that EMA(N) - (EMA(N) of EMA(N)) is just a specific case in a more generalized form of EMA(N) - EMA(M). -- 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.
