Discussion in 'Technical Analysis' started by UM_manager, Nov 8, 2005.

  1. Smoothing time series data in order to remove noise usually produces an indicator that moves slower than the original time series. For example, a 30 day MA has 15 days of delay. Lots of people tried to solve this problem. This is my (and A.Kondakov) variant (Blue and White lines). Red line - 14 MA.
  2. The code for White line.
  3. )Strategy)

    Inputs: Level1(0), Level2(0), Level3(0);
    If C-UMline>Level1 then Sell ("UMS") At Market;
    If C-UMLine < level2 then ExitShort from entry ("UMS") At Market;
    If C-UMline<-Level1 then Buy ("UMB") At Market;
    If C-UMLine>level3 then ExitLong from entry ("UMB") At Market;

    GBP/USD report. Grail?
  4. maxpi


    The strat was strong in 1998 but returns decreased steadily since. Maybe as the returns decrease you should increase your use of margin:D