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Andy Dunn wrote:
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> I can't remember if it was in a book or in Futures mag...does anyone recall a book/article where they tested 20-30 indicators and then ranked their correlation. It turned out that many of the indicators were highly correlated. I'd like to re-read the article if anyone else can remember what that was from.
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> thanks
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> Andy
The Omnitrader program attempts to arrive at signals from a wide variety
of indicators. If a certain number give a signal within a certain
number of days, the program signals an overall buy or sell. One of the
settings is "anti-correlation" which can prevent signals from v. similar
indicators from both counting towards the overall buy. I assume they
have done some research to determine which ones are correlated. But i
dont' know if they would reveal this or not. You might call them,
though; nirv.com is their website.
Conrad Bowers
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