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| APR 1989
Letters To S&C
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 ...
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