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Walter:
I assume BB = Bollinger Bands. I tried something similar once with a
recursive moving trendline, but the trendline was too responsive for the
envelope or Bollinger Bands to apply. Standard Bollinger Bands need a very
broad (slow?) smoothing.
Perhaps a tighter-than-normal envelope around a more responsive moving
average would be an interesting (although curve-fitted) breakout entry
system to test. Because it's volatility-based, a volatility-based exit
system might be in order.
Regards
----- Original Message -----
From: Walter Lake <wlake@xxxxxxxxx>
To: Metastock bulletin board <metastock@xxxxxxxxxxxxx>
Sent: November 22, 1999 09:56
Subject: Fw: linear regression slope line
> Anybody ever used this concept of Linear Regression and BB's?
>
> Best regards
>
> Walter
>
> ----- Original Message -----
> From: d jameson <magnatizer@xxxxxxxxxxx>
> To: <EnsignList@xxxxxxxxxxx>
> Sent: Monday, November 22, 1999 12:29 PM
> Subject: linear regression slope line
>
>
> | EnsignList - http://www.ensignsoftware.com
> |
> | Was wondering if anyone had worked up the ensign custom formula for
linear
> | regression slope (this is metastocks label, I also call it moving linear
> | regression). I do not have the formula nor can i find it anywhere.
> |
> | My use for it is to plot it (8 period) with BBs (20 period). When it
> breaks
> | through bbs either direction I tighted stops (i.e. over top bb and i am
> long
> | I tighten to low of prior bar of whatever time frame i am trading...
vise
> | versa for short and break below bottom bb)
> |
> | Have not had a chance to backtest it yet as I was on a two week CQG
trial
> | but it did appear promising from visual scan.
> |
> | ht
> | Magnatizer
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