V. 7:4 (129-129): Letters To S&C
Product Description
LETTERS TO S&C
From one author to another
Dear Dr. Anthony,
Congratulations on your excellent article on the alpha-beta trend following system (S&C, April 1989).
Three questions:
1. ML is the "lag," or one-half of the moving average. Your default value is 15. Is the moving average 15 or is it 30?
2. MS default of 6. Is the moving average 6 or 12?
3. YS is the number of standard deviations. How long a period do you use to calculate one standard deviation (the number to be multiplied by 2.5)? If you have time to answer, many thanks!
ARTHUR MERRILL
Chappaqua, NY
...
From one author to another
Dear Dr. Anthony,
Congratulations on your excellent article on the alpha-beta trend following system (S&C, April 1989).
Three questions:
1. ML is the "lag," or one-half of the moving average. Your default value is 15. Is the moving average 15 or is it 30?
2. MS default of 6. Is the moving average 6 or 12?
3. YS is the number of standard deviations. How long a period do you use to calculate one standard deviation (the number to be multiplied by 2.5)? If you have time to answer, many thanks!
ARTHUR MERRILL
Chappaqua, NY
...
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