how to teach the TS to distinguish between FLET and TREND??? - page 19
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how to teach the TS to distinguish between FLET and TREND???
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It's already been dealt with. Eh, not in time.
how to teach the TS to distinguish between FLET and TREND???
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It's already been dealt with. Eh, not in time.
Perry Kaufman's classic adaptive moving average. Again, it all depends on targets and timeframe
looked up this Kaufman AMA. apparently you mean its ER component - market efficiency (net movement per period / sum of fluctuations). But it is not an indicator of a sideways move. On a horizontal chattering this coefficient can take the same value as on a tilt saw. it will stick to any speck and therefore is not self-sufficient for indicating a sidewall. you need an alternative
looked up this Kaufman AMA. apparently you mean its ER component - market efficiency (net movement over the period / sum of fluctuations). But it is not an indicator of a sideways move. On a horizontal chatter this coefficient can take the same value as on a tilt saw. it will stick to any speck and is therefore not self-sufficient for indicating a sidewall.
Agreed. Trying to write the smaller swings (or rather, the ones that are inconvenient and, sods, ruin the trader's intent) down as noise and try to ignore them.
Actually my understanding is that he advises investment banks and hedge funds, and with their volumes, apparently it's a compromise.
looked up this Kaufman AMA. you must be referring to its ER component - market efficiency (net movement over the period / sum of fluctuations). But it is not an indicator of a sideways move. On a horizontal bump this coefficient may have the same value as on a sloping saw.
The classic example uses only Close price - in some cases the indicator may indeed wag its tail like a hungry dog at the sight of a lovingly loved master with a piece of sausage. In case of (High+Low)/2 it won't be so horrible. Anyway, no matter how good the indicator is, it shows the past with 100% accuracy, but the future is another matter. The longer the lull, the more chance that it is about to start.)
Well, that's a sensible idea, by the way. How about adding a function to reduce the volatility sensitivity threshold depending on time?
Well, that's a sensible idea, by the way. Maybe to add a function to reduce the threshold of sensitivity to volatility depending on time?
Well, you can think about it, but I also added sensor (sensitivity) in that indicator - look at the code, you'll immediately understand.
Although, to be honest, volatility is kind of taken into account in the code:
for(int k=0; k<periodAMA ; k++) Noise+=MathAbs(Price(i+k)-Price(i+1+k));
and Perry's time parameter hasn't been forgotten either:
double DiffPrice=MathAbs(Price(i)-Price(i+periodAMA));
so DZ, DZ...
I looked at this Kaufman AMA. Apparently, you mean its ER component - market efficiency (net movement for the period / sum of fluctuations). But it is not an indicator of a sideways move. On a horizontal chattering this coefficient can take the same value as on a tilt saw. it will stick to any speck and therefore is not self-sufficient for indicating a sidewall. you need an alternative
And what do you think is a flat (or sideways)? - Exactly what I highlighted in red in your comment. Once again, we have to consider targets and timeframes. For example: the price moves upwards by 150-200 points one day and the price moves downwards the next day (may be it is a double or even single day). For the scalper catching small movements on small TFs it is just a gigantic trend, and for the pipsitter with D1 TF and targets 1000-1500 points it is exactly the horizontal turbulence. In this world everything is relative and relativity is absolute:-)
By the way, on a slanted saw this turkey will be staggered to accompany it. And the slanted saw will actually consist of docked horizontal chattering sections (price channels), each of which will be lower/higher than the previous one depending on its slope. And intra-channel trading could be applied on each.
Although, I myself am not 100% thrilled with this indulgence either.
And what do you think is a flat (or sideways)? ..............
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By the way, on a tilt saw this turkey will step it in steps. And a slanted saw will actually consist of docked sections of horizontal chatter (price channels), each one depending on the slope below/above the previous one. And intra-channel trading could be applied on each.
Although, I myself am not 100% thrilled with this indicator either.
Is it like this...? Only the flats are not docked, but separated by impulse movements...
Using these constructions it is possible to perform not only intrachannel trading on flat areas but also to trade in a high trend ... When the direction of breakdowns of such channels is reversed, it should mean that the trend is dead...
Is it like this...? Only the flats are not docked, but separated by impulse movements...