would you consider the Tilson T3 function to be a Kalman Filter?
________________________________ From: reefbreak_sd <[email protected]> To: [email protected] Sent: Friday, September 4, 2009 10:39:13 AM Subject: [amibroker] Re: Vectorvest Since I made the indicators, I can run them on what ever index I want - rather than on just the VVC. So I run them on the components of several ETFs that I trade. For market timing, I have a statistical indicator that uses a Kalman Filter, and one that calculates temperature based on the Boltzman distribution from statistical thermodynamics. In this indicator, the temp goes negative during market declines - unlike what happens in nature. So the total is about 6 in all. I'm a trend follower. None of these predicts anything, just accurately reflects the markets current condition. ReefBreak --- In amibro...@yahoogrou ps.com, "donald_brown_ 48367" <donald_brown_ 48...@... > wrote: > > I got pretty close with most signals using simple moving average trending. I > also stopped my subscription. What other indictars do you use? > > --- In amibro...@yahoogrou ps.com, "reefbreak_sd" <reefbreak_sd@ > wrote: > > > > Yes, I have written several indicators in .afl that simulate MTI, BSR, > > Confirmed buy/sell indicators in VV. They work well enough that I have > > dropped my subscription to VV. They are proprietary, not for sale or > > publication. > > > > ReefBreak > > > > --- In amibro...@yahoogrou ps.com, "donald_brown_ 48367" <donald_brown_ > > 48367@> wrote: > > > > > > I'm curious if anyone has written code to simulate the Vectorvest overall > > > market timing buy and sell signals? > > > > > >
