StockFetcher Forums · General Discussion · Lookback Length<< >>Post Follow-up
201 posts
msg #31153
Ignore Koronbock
2/20/2004 12:24:56 PM

Good day,

it has always bothered me to use a "fixed length" for Moving
Averages or just about any other indicator. . I find lots of discussions on why a 10-day, 20-day or whatever day, Indicator and why this is presumably the
best (or not best). In my opinion there is NO "best" lookback period.
What I am looking for is some kind of DYNAMIC ADAPTATION.
Sometimes the short ones work well (in
choppy markets), sometimes the long ones work well (in trending
markets). BUT...
Can we go beyond this profane conclusion?

Is there any way (or at least idea) on how to choose a better method
to select the lookback period?
I was thinking of this: If the Average True Range (ATR) is high,
select a shorter period, this way you quickly adapt to large moves
without overshoot.

If the ATR is low, select a longer period to avoiid getting whipsawed.

BUT, I still need to make that arbitrary decision on the lookback
length. Any better (or more rational) way for DYNAMIC ADAPTATION?

1,373 posts
msg #31156
Ignore EWZuber
2/20/2004 4:15:01 PM

Funny you should mention that. I have been thinking much the same thing and am working on developing a new indicator do to something similar to what you are looking for.

StockFetcher Forums · General Discussion · Lookback Length<< >>Post Follow-up

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