Do you think it's possible to catch every high and low in a trend? I know I never did, until I started toying with this idea. The idea is simple in theory, it is rooted in moving averages and moving average ribbons. Each fiber of a ribbon contains some different information about the pressure field acting on the ribbon. What if you could selectively choose which combinations of fiber behaviors that are most beneficial at this moment? The historical problem with this is that you are helplessly stuck to parameters and optimization/grid-searching solutions. To avoid this I am using a sort of an automated processes, not necessarily adaptive (in the traditional sense), but something with modulating sensitivity. The working title is skiing in china!
All the best
All the best
评论:
This idea was interesting, but ultimately couldn't consistently perform well as an automated strategy when commission was included. The indicator that came from this is fascinating, predictably catching some moves before they happen. Will post it next week