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SteveL

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

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/12/2010 10:52 PM
Post #21109 - In reply to #21088

Yes - I do have regular job (and other responsibilities) so I may not be able to respond on a regular basis. But don't wait for me.

I'm not quite sure how to express the result, but I'll give it a try.

ConfirmBlock (5-0, 0-5, 5-5) experiment results demonstrate that the CB "expands" the SystemBlock results forward and backward. That is it opens up the SystemBlock signal window.

Example: In our test, we have a VB 5 bar lookback. So, once the SB fires, the opportunity window is open for 5 bars from the initial signal for the next 5 bars. The CB 5-0 (5 back, 0 forward) adds 5 bars to the front of that window, and 0 to the end of that window. So, with CB 5-0, IF the CB fired 1 to 5 periods before the SB (or anytime during the VB 5 bar lookback), it would pass the voted signal through.

Or alternatively, if we had a CB 0-5, it is similar (but not the same) as setting the VB to 10 bars, extending the SB signal window by an additional 5 bars.
Deleting message 21109 : RE: Two "Exponential" Moving Average Crossover


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