Ger Regular  Posts: 62 Joined: 10/11/2012 Location: Austin, TX  User Profile | Steve, Apologize for confusing note. My thoughts were very similar to that in your note, except I was looking for a way to give a weighting to the data on the hard right edge. That is, some type of time weighting like EMA rather than a simple average applied over the period. This would probably only work for the switching function evaluation since this requires more than just the EOD equity data. just a thought, Gerry | |
