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SteveL

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Posts: 262

Joined: 8/19/2005
Location: Boulder, CO

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/10/2010 3:22 PM
Post #21054 - In reply to #21053

Hi Jim,
I'll step out of the shadows and join the class. Many thanks for the tutorial. It is excellent.

I believe the question you have posed is:
What ".. are TWO WAYS to permit a short signal to appear after a long one, within 20 days after the long one has fired" by modifying the system block (not the confirming block):
1. "Use Reversing Signals"
2. Use two system blocks, and set one to generate Longs only and the other Shorts only (instead of both). And modify the vote block.

It would seem that option 2 (multiple system blocks) would offer more flexibility, so I choose to follow that path for further study at this time.

This snapshot shows the CAT voteline for the past 6 months for the original "DoubleDualEMAcross" and "DoubleDualEMA-Confirm" compared with the modified DoubleDualEMA-2in1sysB strategy with 2 system blocks (one long and one short), and vote block modified to require only 50% of all inputs to pass a signal. This requires that both of the long systems or both of the short systems to be concurrently firing to produce a signal. This preserves all the original signals, but also enables a reversing signal to occur sooner than with the original stategies, because the short system can fire before the slow long system signal has ended.


And the Shorts only system block:


And the Vote block with 50% minimum for "Voting Method" and 50% minimum for "Conflict Resolution".


Steve

[Edited by SteveL on 7/10/2010 3:37 PM]

Attached file : 2010-07-10 CAT DoubleDualEMA - vote block.PNG (47KB - 893 downloads)
Attached file : 2010-07-10 CAT DoubleDualEMA - voteline.PNG (42KB - 802 downloads)
Attached file : 2010-07-10 CAT DoubleDualEMA - Shorts only.PNG (84KB - 786 downloads)

Deleting message 21054 : RE: Two "Exponential" Moving Average Crossover


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