| DEC 1986
Alpha-beta trend-following revisited by Anthony W. Warren, Ph.D.
Alpha-beta trend-following revisited by Anthony W. Warren, Ph.D. In the June and December 1985 issues of Technical Analysis of Stocks & Commodities magazine, I presented a new method for trend-following based on the use of alpha-beta filtering for trade timing and buy, sell, hold market decisions. This method is similar to the use of moving averages for trade timing, but has two primary advantages over moving averages: 1) The method utilizes an uncertainty band about current prices to eliminate many of the false alarm trading signals given by conventional moving averages. 2) The method identifies periods of time to be out of the market on the stock or commodity being analyzed, i.e., whenever a long-term trading filter moves within the uncertainty band or trend channel.
by Anthony W. Warren, Ph.D.
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