Coding the Active Boundaries indicator

[Pascal]

Looks good indeed.
I filter with a 3MA. Looks better that way.


Pascal

[acepsut]

Looks good indeed.
I filter with a 3MA. Looks better that way.


Pascal

Thanks, I will try to filter with a 3 period MA.

As a test, I have also added the Bollinger Bands: below are some entry signals based on the BB (50, 2.5).

[Pascal]

Yes, you are right. In my calculations, I am using SEV = 0.9 LEV. That way, I collect slightly more shares on the LEV side. The difference is not fundamental though. Both methods would give about similar results.

I tweaked the formula after the book was published.



Pascal

[rupiter]

Yes, you are right. In my calculations, I am using SEV = 0.9 LEV. That way, I collect slightly more shares on the LEV side. The difference is not fundamental though. Both methods would give about similar results.

I tweaked the formula after the book was published.



Pascal

Thanks for the explanation! I guess now I'm fully ready to program the algorithms and experiment with real data.

Michael