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Jim Dean

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Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/13/2010 5:06 AM
Post #21112 - In reply to #21110

Thanks for your thoughts on this, S&S. By and large, I agree with your observations and conclusions, however let me toss in some additional specifics ...

First, in my various "hints", I indicated which symbols showed DIFFERENCES between the strat's being compared. I trust that y'all saw those differences, and realize that the FS and SF strats DO produce different vote lines, as do the 5/0 and 0/5. Adding Reversals to the picture - same conclusion. For each of those variants, there ARE differences.

Stan expressed the 5/0 thing in a useful way ... it's sort of like "extending the Vote Block" lookback. However, OT requires a Vote Block, so we cannot remove it :~) ... also, let me add a caution that the two are ONLY equivalent in CERTAIN (very simple) strategies ... you can have much more complex configurations for the VB or for the CB ... multiple "rows" can feed either or both of them, etc yadda yadda. So ... think of those two lookback inputs (VB and CB) separately.

I'm not quite sure if all the goals of this "exercise" were met ... my purpose here, besides just showing some interesting stuff about Confirm Block options, was to try to "train" you to be slow and careful and very deliberate about how you check out stuff like this. I realize this is not "natural" for many/most people, but it's a valuable trait for trading. The better you understand your tools, the fewer mistakes you will make (known or unknown), and the MORE CONFIDENCE you will have in them. Psychology is a key ingredient to successful trading.

So, I'm attaching a snapshot that I put together, to help illustrate what is going on when the CB inputs are changed from 5/0 to 0/5 to 5/5. It shows three symbols that had DIFFERENT responses to the inputs, and expands the votelines to show what's going on.

I had asked: The question is, when the input form says "Before|After Signal", is it referring to the CONFIRMATION-system signal (before or after it), or to the VOTED signal that "feeds" the ConfB?

Maybe the question, much like the Help manual, was unclear :~( However, I believe that it is very helpful to realize the "Signal" being referred to in those labels is the VOTED SIGNAL ... ie, "Bars After Voted Signal" or "Bars Before Voted Signal" would offer clearer understandings. But, maybe that's just me 8~>

*I* think the graphics speak for themselves ... but if this raises some additonal questions, please ask them! That's why we're going through this process. Thanks for hanging in there!



[Edited by Jim Dean on 7/13/2010 5:15 AM]

Attached file : Confirm Before vs After Signal.png (192KB - 780 downloads)

Deleting message 21112 : RE: Two "Exponential" Moving Average Crossover


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