John W Elite    Posts: 654 Joined: 10/11/2012 Location: Sydney, NSW, Australia  User Profile | Elegant yet simple. An amazing depth and understanding as usual! With regard to the MA length in particular, I've also used doubling moving average lengths and 1.5 squared with success at the symbol level, but have not done any testing with regard to market states. As a matter of interest, industrial control systems are commonly damped using a square root approach, so there is a lot of engineering logic to support your proposal to successively double (or square) the length of the MA's. GUTS is a really good smoothing approach, and an exit above or below some multiple of the standard deviation of the slope makes good sense. The approach looks good, if you need help 'putting this to the test' please let me know. I'm happy to contribute. WELL DONE AND THANK YOU FOR SHARING! YOUR GENEROUS CONTRIBUTIONS ARE OUTSTANDING AND SIGNIFICANTLY ADD TO THE INTELLECTUAL CAPITAL OF THIS SITE, AND DEFINITELY ADDS TO MY (OUR) PERSONAL KNOWLEDGE. | |
