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Jim Dean

Sage
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Posts: 3022

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

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/14/2010 1:06 PM
Post #21142 - In reply to #21141

Here are the answers to the "assignments" I gave, for the record, regarding the degree to which the Filtered strat's match the DoubleDualEMA strats, using a testbed of the DJ30 for 12 mo's ...

First, for the ones that don't have Reversing active:
3 instances - FastFilt agreed with DDE
6 instances - SlowFilt agreed with DDE
4 instances - neither SF nor FF matched
* conclusion ... there's no reliable correlation for S or F

For the ones that do have Reversing active (cp to rev2in1):
26 instances - refFastFilt agreed with rev2in1
27 instances - revSlowFilt agreed with rev2in1
3 instances - neither revSF nor revFF matched
* conclusion ... SF and FF are just not "equivalent" to DDE

-----

Stan:

If you're getting frustrated then I'm perfectly OK with calling a halt to this.

I indicated that the Reversing flag in the Filter block has NO effect on how the Filter Block works. I referred you to the graphic that I created.

Yes - this method of training is difficult and limiting. The file attachments are provided to make it easier for you, but sometimes I do make mistakes, so I try to correct them.

My preferred method of training is by videos ... followed by forum discussion about the videos. Things can be covered a lot more efficiently and quickly that way. I'll be covering all this stuff, and more, in future AOTC sessions. I was just trying to do my best to help out here, for the community at large.

However, if it's getting too confusing ... or if the time required to do the carefully-structured "research" is asking too much of you, then maybe it's best if we call it a day. It's been taking me roughly two hours straight for each installment, on the average. So, if y'all don't have time to do the followup ... or if my presentation is just too difficult to follow ... then I'll use the time in other ways.

Up2U.

One way or t'other, I hope that what we have covered has been helpful to you, and that it will make you more effective in your future efforts.

[Edited by Jim Dean on 7/15/2010 7:24 AM]

Deleting message 21142 : RE: Two "Exponential" Moving Average Crossover


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