|
PureBytes Links
Trading Reference Links
|
Hello Mark,
Thanks for that (to me) enlightening reply:
Mark Jurik wrote:
>
> Monte:
>
> >>... In summary, I think a 2-line ma crossover system whose best return on account comes from inverted ma lengths, does so because the ma crossover system lag is the duration of the cycle.<<
>
> You are very close... actually the crossover lags by 1/2 the cycle length,
Of course, that's what I should have written...1/2 cycle length... I was
focused on a buy-side perspective.
> so inverting the MACD logic puts it right back in phase with the > oscillating signal.
aha! I understand...my electronics training is all coming back to me now
(thank you control data)
> However, this approach is risky because during an uptrend, the reverse > logic will suggest going short. Consequently, this approach works best > on markets that spend most of the time reversing within a channel.
excellent observation, thank you. When you say 'reversing within a
channel' I suppose you mean a channel whose movement is sideways.
My facility with mathematics is somewhat limited, and I'd be lucky to
program my way out of a paper bag (looking at some courses in Visual
Basic programming now)... for these reasons the GAP between ideas and
implementation for testing is usually more like a GULF or CHASM for
me..but these hurdles notwithstanding, I thought you (or perhaps some
other List members) might be able to suggest something I could read to
improve my understanding of this thread's subject.
Thanks again.
Regards,
Monte
|