We have 3 nays.
You have the algorithm - shouldn't that be sufficient? What do all the trend capturing tools try to do?
Let me reiterate that at this stage I don't wish to make any inferences regarding the market from this academic exercise. Nevertheless, I believe...
So far we have 2 nays.
You're welcome. That was not the intention. Human factors aside, would you be willing to trade my randomly generated trends?
Please, no name-calling. Ditto.
Lefty, when I talk about random number generation on a 'puter, I naturally assume it to mean pseudo random number generation. Hence the omission...
I posted the 2 charts so that you would get a feel for them, and not to prove that they were "visually" indistinguishable. I don't wish to...
I asked first.
... <IMG SRC=http://www.elitetrader.com/vb/attachment.php?s=&postid=715891>
Random or "trend"? <IMG SRC=http://www.elitetrader.com/vb/attachment.php?s=&postid=715888>
A few days ago I asked whether it was possible to exploit a price curve that was randomly generated using an algorithm that introduced "trends"....
I just received Bruce's spreadsheet which, when not applied to the markets, looks capable of managing a space mission. I will try coming up with...
Check your email.
Cool. Edit : BTW, what is JWH? (Not John W. Henry?)
Bruce, I really didn't want to create any extra work for you. If all I have to do "is simply crossing and re-crossing the KAMA and putting on the...
Bruce, I like your idea of using an adaptive technique. Even though it was not my original intent, I'm prepared to do the grunt work to test KAMA...
Before I retire for the night, all the frantic graphing made me overlook a misunderstanding between spike and Lefty. spike, Lefty's comment...
I grew up in Elsternwick, so what am I gonna do? Cheers mate! :p
Yes, they do have the 0.65 factor and constant bias as per original spec. It was run for 300 periods with a starting price of 1170 and imported...
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