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Hello Vassilis,
There is no need to adjust by a factor of 5
the look backs I have supplied. The constants provided are set-up for weekly
intervals and you just need to make sure you are in weekly view in your charts/explorations/system
testing. I must apologize though, the chart I attached yesterday was in daily
mode and so it was not a fair representation – it was very late at night
when I put together the previous email with the gif attachment!
I re-submit the gif chart duly changed to
weekly interval. I think you will agree it looks much less ‘busy’.
<span
>Regards,
<span
>
Gordon Sutherland
<span
>-----Original Message-----
From: Vassilis
[mailto:vas_greece@xxxxxxxxx]
Sent: Sunday, 29 August 2004 6:07
a.m.
To: equismetastock@xxxxxxxxxxxxxxx
Subject: Re: [EquisMetaStock
Group] Rate of annual Return (ROAR)
<font size=3
face="Times New Roman">
<font size=2
face="Courier New">Hello Gordon,<font
size=2 face="Courier New">
I was looking at another forum concerning Hull's
indicators. I have
one question concerning both indicators. I think
both indicators are
based on weekly data, so the periods used should
be multiplied by 5.
What do you think about that?
Regards
Vassilis
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