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Hi David,
I once found at Socks and Commodities this article by Dennis Meyers:
Modifying The Parabolic Stop and Reversal.
Dennis Meyers has his onwn site:
www.meyersanalytics.com
or here (to order):
https://w1427.securedweb.net/meyersanalytics/www/index.html
Once I found even a quite rude answer of Dennis Meyers to Alex Matulich and
his question, wether he can send or publish some test resluts in order to
show that his good results of his SAR is not because of overadapting the
parameter. ;-)
His idea is to give some additional room to the prices against the stop that
means if you are long you subtract an amount form the stop, to get rid of
whipsaws.
My 2 cent in this direction were instead of a fixed amount of points to think
about this additional room as a function of the average daily range or the
avreage true range? But I'm not very much convinced by that.
Another idea I have would be, if other signals tell you: tighten your stops,
you can use the sar to define a self-closer-comming target in order to be
'stopped out' at the top of the range and not at its bottom:
if you are long:
newTarget(t] = c * (High[t-1] + (Low[t-1]-SAR[t-1]))
You can vary c to be bigger or less than 1, you even can make c as function of
other signals?
If anybody uses this idea(s) to test I would be interested in his reults.
Carl
Am Samstag, 20. November 2004 11:10 schrieb david b. stanley:
> I've been playing around with the omega parabolic funtion...
> altering the code to accept different aspects of price,
> applying it to system code,
> and actually trading with it.
>
> Question: Are their any resources for advanced designs of parabolics?
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