StockFetcher Forums · Filter Exchange · Dynamic (Variable) MACD<< >>Post Follow-up
jimmyjazz
102 posts
msg #113314
- Ignore jimmyjazz		 5/11/2013 4:50:21 PM

Has anyone set up a filter which automatically adjusts MACD parameters based on volatility, etc.? The idea is to create a system that adjusts to differing market conditions. I'm speaking of something like that which is outlined in this paper:

http://www.sta-uk.org/members/IFTA%20journal%2008.pdf


I haven't been able to find anything on SF via the "search" command, but that could be a reflection of my own poor search skills!
StockFetcher Forums · Filter Exchange · Dynamic (Variable) MACD<< >>Post Follow-up

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