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tim_nn · 26-01-2005, 10:54

This looks rather interesting, sr2.

Well done with it so far and thank you for posting it.

Could I ask a couple of questions (three, actually)?

1. What made you use WMA's rather than EMA's for this system?

2. What proportion of the time, overall, is it "in the market", i.e. with an open position?

3. Do you think it might be viable to relate your figure of 100 (for the maximum difference between the two WMA's at the point of the crossover of the PAR and the long MA, I mean) to the ATR of each pair, rather than taking it as a flat 100 for all currency pairs?

(I agree entirely with TLB's comments above, also).

26-01-2005, 10:54	#7
tim_nn level 3 Join Date: Oct 2004 Posts: 509 Downloads: 0 Uploads: 0 Rep Power: 0	This looks rather interesting, sr2. Well done with it so far and thank you for posting it. Could I ask a couple of questions (three, actually)? 1. What made you use WMA's rather than EMA's for this system? 2. What proportion of the time, overall, is it "in the market", i.e. with an open position? 3. Do you think it might be viable to relate your figure of 100 (for the maximum difference between the two WMA's at the point of the crossover of the PAR and the long MA, I mean) to the ATR of each pair, rather than taking it as a flat 100 for all currency pairs? (I agree entirely with TLB's comments above, also). Last edited by tim_nn : 26-01-2005 at 10:59.