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RE: A question about system design.



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Thanks Chuck....I'm in the middle of providing a "realworld" example of this
!

> -----Original Message-----
> From: CRLeBeau@xxxxxxx [mailto:CRLeBeau@xxxxxxx]
> Sent: Tuesday, July 18, 2000 9:17 PM
> To: VBatla@xxxxxxx; omega-list@xxxxxxxxxx
> Subject: Re: A question about system design.
>
>
> In a message dated 7/18/00 1:42:42 PM Pacific Daylight Time,
> citadel@xxxxxxxxxxxx writes:
>
> << ---- Original Message -----
>  From: <VBatla@xxxxxxx>
>  To: Omega-List <omega-list@xxxxxxxxxx>
>  Sent: Tuesday, July 18, 2000 2:03 PM
>  Subject: Re: A question about system design.
>
>
>  > Could you give an example of a "dynamic adjustment for market
> conditions"
>  or
>  > a paramater which "sets other parameters when the market "changes"" ?
>  >
>  > Thanks,
>  >
>  > Vince >>
>
> How about this:  When the ADX is rising the profit target is 2
> Average True
> Ranges.  when the ADX is falling the profit target is 0.5 ATRs.
>
> Logic is that when the ADX is rising we have a strong trend and we should
> expect big profits.  When the ADX is declining the trend is weak
> and we need
> to be happy with small profits.  Don't count on these numbers.
> They are just
> examples out of thin air.
>
> Chuck LeBeau
> chuck@xxxxxxxxxxxxxxxxxxx
>
>