|
PureBytes Links
Trading Reference Links
|
> I've programmed some EL where there's an array of Equity Curve
> values. Now that I've got data where the EC mean can be calculated
> as well as the delta above or below the EC, it would be great to
> hear some ideas or get some pointers about how to interpret this
> data to implement some EC filtering.
See my posts at
http://www.purebytes.com/archives/omega/2001/msg10482.html
http://www.purebytes.com/archives/omega/2001/msg10484.html
http://www.purebytes.com/archives/omega/2001/msg10472.html
No hints on how to implement EC filtering in TS (it would be very
hard) but some indicators to play with and my conclusion: it's
useless for any system that doesn't suffer horrific drawdowns.
Gary
|